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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
+3.86%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$285M
AUM Growth
-$70.3M
(-20%)
Cap. Flow
-$67.8M
Cap. Flow
% of AUM
-23.82%
Top 10 Holdings %
Top 10 Hldgs %
31.44%
Holding
1,014
New
338
Increased
82
Reduced
136
Closed
456
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
OUTR
OUTERWALL INC
OUTR
|
+$2.12M |
| 2 |
NETGEAR
NTGR
|
+$1.2M |
| 3 |
Itaú Unibanco
ITUB
|
+$1.13M |
| 4 |
JWN
Nordstrom
JWN
|
+$1.11M |
| 5 |
PMT
PennyMac Mortgage Investment
PMT
|
+$1.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Ciena
CIEN
|
+$3.18M |
| 2 |
Cal-Maine
CALM
|
+$2.25M |
| 3 |
DigitalBridge
DBRG
|
+$2.25M |
| 4 |
TECD
Tech Data Corp
TECD
|
+$2.1M |
| 5 |
lululemon athletica
LULU
|
+$2.05M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 11.11% |
| 2 | Consumer Discretionary | 10.23% |
| 3 | Real Estate | 9.55% |
| 4 | Industrials | 9.32% |
| 5 | Financials | 7.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Deere & Co
DE
$170B
| $236K | 0.08% |
+3,100
| New | +$240K |
|
377
OSI Systems
OSIS
$3.57B
| $235K | 0.08% |
+2,652
| New | +$232K |
|
378
Wabtec
WAB
$51.1B
| $235K | 0.08% |
+3,300
| New | +$264K |
|
|
ABMD
379
DELISTED
Abiomed Inc
ABMD
| $235K | 0.08% |
+2,600
| New | +$221K |
|
|
PMC
380
DELISTED
PharMerica Corporation
PMC
| $235K | 0.08% |
+6,700
| New | +$210K |
|
381
Arista Networks
ANET
$219B
| $234K | 0.08% |
48,000
-52,800
| -52% | -$229K |
|
382
GSK
GSK
$103B
| $234K | 0.08% |
+4,640
| New | +$237K |
|
383
Kroger
KR
$34.8B
| $234K | 0.08% |
5,600
-7,100
| -56% | -$275K |
|
384
Sherwin-Williams
SHW
$78.3B
| $234K | 0.08% |
2,700
-7,800
| -74% | -$675K |
|
|
ECOM
385
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $234K | 0.08% |
+16,910
| New | +$201K |
|
|
GRFS
386
Grifois
GRFS
$5.16B
| $233K | 0.08% |
+14,400
| New | +$243K |
|
387
Hilton Worldwide
HLT
$74B
| $233K | 0.08% |
+3,633
| New | +$258K |
|
|
SGEN
388
DELISTED
Seagen Inc. Common Stock
SGEN
| $233K | 0.08% |
+5,200
| New | +$216K |
|
|
SYNH
389
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $233K | 0.08% |
+4,800
| New | +$214K |
|
|
COR
390
DELISTED
Coresite Realty Corporation
COR
| $233K | 0.08% |
+4,100
| New | +$232K |
|
391
Graphic Packaging
GPK
$3.26B
| $232K | 0.08% |
+18,100
| New | +$243K |
|
392
MGIC Investment
MTG
$6.27B
| $232K | 0.08% |
26,300
+16,237
| +161% | +$152K |
|
|
MNDT
393
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $232K | 0.08% |
+11,200
| New | +$281K |
|
394
Standard Motor Products
SMP
$861M
| $231K | 0.08% |
+6,068
| New | +$242K |
|
|
FEIC
395
DELISTED
FEI COMPANY
FEIC
| $231K | 0.08% |
+2,900
| New | +$224K |
|
396
DexCom
DXCM
$27.6B
| $229K | 0.08% |
11,200
-8,000
| -42% | -$166K |
|
397
Huazhu Hotels Group
HTHT
$12.4B
| $228K | 0.08% |
29,196
-7,204
| -20% | -$52.3K |
|
|
SALE
398
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $227K | 0.08% |
22,844
-1,299
| -5% | -$12.5K |
|
399
Hain Celestial
HAIN
$47.8M
| $226K | 0.08% |
5,600
-23,300
| -81% | -$1.06M |
|
|
HAR
400
DELISTED
Harman International Industries
HAR
| $226K | 0.08% |
+2,400
| New | +$243K |
|
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Ellington Management Group's Q4 2015 Portfolio in Review
As of Q4 2015, Ellington Management Group held 1,014 positions worth $285M, down 20% from $355M the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Ellington Management Group withdrew a net $67.8M in Q4 2015, closing 456 positions and reducing 136 holdings. Its most notable exit was Cal-Maine, an estimated $2.25M position sold in full.
By sector, the portfolio is most concentrated in Technology at 11% of assets, down from 15% a quarter earlier, followed by Consumer Discretionary and Real Estate.
Against the trend, Ellington Management Group opened a new position in OUTERWALL INC worth $1.39M.
- Ellington Management Group's largest Q4 2015 buy was OUTERWALL INC: 38,000 shares worth $1.39M.
- Ellington Management Group added most to Nordstrom in Q4 2015, an estimated $1.11M increase.
- Ellington Management Group's biggest Q4 2015 reduction was Ciena, cutting an estimated $3.18M.
- Ellington Management Group fully exited Cal-Maine in Q4 2015, selling an estimated $2.25M.
- Ellington Management Group's ten largest holdings make up 31% of its $285M portfolio in Q4 2015.
- Ellington Management Group opened 338 new positions and closed 456 in Q4 2015.
- Ellington Management Group's portfolio value fell 20% quarter-over-quarter to $285M.
Based on Ellington Management Group's 13F filing for Q4 2015, filed 16 Feb 2016.