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EMG
Ellington Management Group Portfolio holdings
AUM
$676M
1-Year Est. Return
23.65%
This Fund
S&P 500
This Quarter
Est. Return
+7.9%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$470M
AUM Growth
-$83M
(-15%)
Cap. Flow
-$169M
Cap. Flow
% of AUM
-35.86%
Top 10 Holdings %
Top 10 Hldgs %
29.33%
Holding
852
New
288
Increased
88
Reduced
108
Closed
355
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
RWT
Redwood Trust
RWT
|
+$4.31M |
| 2 |
Delta Air Lines
DAL
|
+$3.72M |
| 3 |
MGIC Investment
MTG
|
+$3.22M |
| 4 |
Domino's
DPZ
|
+$2.62M |
| 5 |
SIX
Six Flags Entertainment Corp.
SIX
|
+$2.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ARR
Armour Residential REIT
ARR
|
+$15.3M |
| 2 |
AAIC
Arlington Asset Investment Corp.
AAIC
|
+$4.36M |
| 3 |
EFC
Ellington Financial
EFC
|
+$3.26M |
| 4 |
Urban Outfitters
URBN
|
+$3.2M |
| 5 |
HTZ
Hertz Global Holdings, Inc.
HTZ
|
+$3.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.44% |
| 2 | Real Estate | 9.6% |
| 3 | Financials | 8.21% |
| 4 | Industrials | 6.12% |
| 5 | Consumer Staples | 5.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
Astec Industries
ASTE
$1.3B
| $441K | 0.09% |
10,500
+2,000
| +24% | +$72.6K |
|
202
Kimberly-Clark
KMB
$36.4B
| $440K | 0.09% |
3,200
-10,100
| -76% | -$1.37M |
|
203
BJs Wholesale Club
BJ
$11.9B
| $439K | 0.09% |
+19,300
| New | +$477K |
|
204
S&P Global
SPGI
$126B
| $437K | 0.09% |
1,600
-600
| -27% | -$156K |
|
205
Ubiquiti
UI
$31.8B
| $435K | 0.09% |
+2,300
| New | +$371K |
|
206
STMicroelectronics
STM
$46B
| $433K | 0.09% |
+16,100
| New | +$381K |
|
207
Cintas
CTAS
$82.4B
| $431K | 0.09% |
+6,400
| New | +$421K |
|
208
Sanmina
SANM
$11.2B
| $431K | 0.09% |
12,600
+300
| +2% | +$9.61K |
|
209
Prologis
PLD
$138B
| $428K | 0.09% |
4,800
+400
| +9% | +$35.5K |
|
210
Realty Income
O
$61.2B
| $427K | 0.09% |
+5,986
| New | +$446K |
|
211
Vornado Realty Trust
VNO
$7.47B
| $426K | 0.09% |
+6,400
| New | +$414K |
|
212
ExxonMobil
XOM
$651B
| $426K | 0.09% |
+6,100
| New | +$422K |
|
213
MDU Resources
MDU
$4.44B
| $425K | 0.09% |
+37,607
| New | +$411K |
|
214
Air Products & Chemicals
APD
$66.3B
| $423K | 0.09% |
+1,800
| New | +$406K |
|
215
United Rentals
URI
$71.1B
| $421K | 0.09% |
2,523
-1,744
| -41% | -$253K |
|
216
Aramark
ARMK
$15B
| $418K | 0.09% |
13,328
+5,987
| +82% | +$188K |
|
217
Quanta Services
PWR
$93.9B
| $415K | 0.09% |
+10,200
| New | +$416K |
|
218
RenaissanceRe
RNR
$13.7B
| $412K | 0.09% |
+2,100
| New | +$398K |
|
219
Trane Technologies
TT
$106B
| $412K | 0.09% |
+3,100
| New | +$393K |
|
|
TWO
220
Two Harbors Investment
TWO
$1.27B
| $412K | 0.09% |
+7,051
| New | +$400K |
|
221
ConocoPhillips
COP
$147B
| $410K | 0.09% |
6,300
-600
| -9% | -$35.3K |
|
222
Empire State Realty Trust
ESRT
$976M
| $410K | 0.09% |
+29,400
| New | +$413K |
|
223
Walker & Dunlop
WD
$1.65B
| $407K | 0.09% |
+6,300
| New | +$399K |
|
224
WIX.com
WIX
$2.15B
| $404K | 0.09% |
3,300
-1,800
| -35% | -$220K |
|
|
KYNB
225
Kyntra Bio
KYNB
$28.5M
| $403K | 0.09% |
376
+148
| +65% | +$151K |
|
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Ellington Management Group's Q4 2019 Portfolio in Review
As of Q4 2019, Ellington Management Group held 852 positions worth $470M, down 15% from $553M the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Ellington Management Group withdrew a net $169M in Q4 2019, closing 355 positions and reducing 108 holdings. Its most notable exit was Armour Residential REIT, an estimated $15.3M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, down from 19% a quarter earlier, followed by Real Estate and Financials.
Against the trend, Ellington Management Group opened a new position in Delta Air Lines worth $3.88M.
- Ellington Management Group's largest Q4 2019 buy was Delta Air Lines: 66,400 shares worth $3.88M.
- Ellington Management Group added most to Redwood Trust in Q4 2019, an estimated $4.31M increase.
- Ellington Management Group's biggest Q4 2019 reduction was Arlington Asset Investment Corp., cutting an estimated $4.36M.
- Ellington Management Group fully exited Armour Residential REIT in Q4 2019, selling an estimated $15.3M.
- Ellington Management Group's ten largest holdings make up 29% of its $470M portfolio in Q4 2019.
- Ellington Management Group opened 288 new positions and closed 355 in Q4 2019.
- Ellington Management Group's portfolio value fell 15% quarter-over-quarter to $470M.
Based on Ellington Management Group's 13F filing for Q4 2019, filed 14 Feb 2020.