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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
Cap. Flow
-$169M
Cap. Flow %
-35.86%
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
DAL icon
Delta Air Lines
DAL
+$3.72M
3
MTG icon
MGIC Investment
MTG
+$3.22M
4
DPZ icon
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
URBN icon
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
F icon
1
CALL
Ford
F
$57.3B
$23.6M 5.03%
2,540,000
+570,000
+29% +$5.12M
EFC
2
Ellington Financial
EFC
$1.68B
$15.6M 3.32%
850,250
-178,306
-17% -$3.26M
GEO icon
3
PUT
The GEO Group
GEO
$4.13B
$10.3M 2.19%
620,000
-160,000
-21% -$2.43M
MO icon
4
PUT
Altria Group
MO
$122B
$8.62M 1.83%
+172,700
New +$8.15M
BBBY
5
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$7.27M 1.55%
420,000
– –
F icon
6
PUT
Ford
F
$57.3B
$7.25M 1.54%
780,000
– –
HLF icon
7
PUT
Herbalife
HLF
$1.23B
$7.15M 1.52%
150,000
– –
MTG icon
8
MGIC Investment
MTG
$6.27B
$6.85M 1.46%
483,688
+232,300
+92% +$3.22M
RWT
9
Redwood Trust
RWT
$616M
$6.63M 1.41%
401,104
+262,093
+189% +$4.31M
TSLA icon
10
PUT
Tesla
TSLA
$1.24T
$6.57M 1.4%
235,500
– –
RDN icon
11
Radian Group
RDN
$5.14B
$5.42M 1.15%
215,490
+34,244
+19% +$851K
ESNT icon
12
Essent Group
ESNT
$6.06B
$5.13M 1.09%
98,674
+7,000
+8% +$365K
PHM icon
13
PUT
Pultegroup
PHM
$24.5B
$4.66M 0.99%
+120,000
New +$4.66M
SM icon
14
SM Energy
SM
$7.96B
$4.64M 0.99%
412,825
+218,832
+113% +$1.97M
NFLX icon
15
CALL
Netflix
NFLX
$292B
$4.21M 0.9%
130,000
-400,000
-75% -$11.9M
DCH
16
CALL
Dauch Corp
DCH
$1.3B
$4.17M 0.89%
387,500
+212,500
+121% +$2.02M
DAL icon
17
Delta Air Lines
DAL
$55.9B
$3.88M 0.83%
+66,400
New +$3.72M
HBI
18
DELISTED
Hanesbrands
HBI
$3.7M 0.79%
249,132
+111,048
+80% +$1.69M
SIRI icon
19
CALL
SiriusXM
SIRI
$10B
$3.58M 0.76%
+50,000
New +$3.37M
RESI
20
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$3.56M 0.76%
288,806
+33,640
+13% +$399K
VFC icon
21
VF Corp
VFC
$6.68B
$3.44M 0.73%
34,500
+7,700
+29% +$690K
X
22
PUT
DELISTED
US Steel
X
$3.31M 0.7%
290,000
+7,000
+2% +$86.9K
WW
23
DELISTED
WW International
WW
$3.16M 0.67%
82,600
+34,200
+71% +$1.3M
TDG icon
24
PUT
TransDigm Group
TDG
$69.2B
$3.08M 0.66%
5,500
-28,000
-84% -$15.3M
AAIC
25
DELISTED
Arlington Asset Investment Corp.
AAIC
$2.97M 0.63%
532,908
-765,470
-59% -$4.36M
1
2 3 4 5

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NIA
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HFA
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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.