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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 | |
|---|---|---|---|---|---|---|
551
Chemours
CC
$2.59B
| $69K | 0.02% |
+12,900
| New | +$82.4K |
|
|
CIE
552
DELISTED
Cobalt International Energy, Inc
CIE
| $63K | 0.02% |
+773
| New | +$85.1K |
|
553
Destination XL Group
DXLG
$34.7M
| $62K | 0.02% |
11,179
-11,389
| -50% | -$61.8K |
|
|
AGEN
554
Agenus
AGEN
$249M
| $58K | 0.02% |
+652
| New | +$59.7K |
|
|
BV
555
DELISTED
Bazaarvoice, Inc.
BV
| $57K | 0.02% |
+13,100
| New | +$59.8K |
|
556
Mitek Systems
MITK
$762M
| $42K | 0.01% |
+10,100
| New | +$40.6K |
|
557
American Airlines Group
AAL
$9.58B
| – | – |
-10,002
| Closed | -$388K |
|
558
Advance Auto Parts
AAP
$3.37B
| – | – |
-4,200
| Closed | -$796K |
|
559
Apple
AAPL
$4.89T
| – | – |
-25,608
| Closed | -$706K |
|
560
AbbVie
ABBV
$458B
| – | – |
-8,535
| Closed | -$464K |
|
561
Abbott
ABT
$180B
| – | – |
-16,439
| Closed | -$661K |
|
562
American Coastal Insurance
ACIC
$498M
| – | – |
-15,448
| Closed | -$203K |
|
563
Accenture
ACN
$89.9B
| – | – |
-2,300
| Closed | -$226K |
|
|
ACRE
564
Ares Commercial Real Estate
ACRE
$252M
| – | – |
-26,247
| Closed | -$315K |
|
565
Archer Daniels Midland
ADM
$41.4B
| – | – |
-7,300
| Closed | -$303K |
|
566
Addus HomeCare
ADUS
$2.14B
| – | – |
-11,300
| Closed | -$352K |
|
567
AerCap
AER
$23.9B
| – | – |
-9,134
| Closed | -$349K |
|
568
Aflac
AFL
$63.9B
| – | – |
-10,480
| Closed | -$305K |
|
569
AGCO
AGCO
$8.78B
| – | – |
-5,432
| Closed | -$253K |
|
570
AGNC Investment
AGNC
$12.3B
| – | – |
-57,600
| Closed | -$1.08M |
|
571
Assured Guaranty
AGO
$3.78B
| – | – |
-12,700
| Closed | -$318K |
|
|
ALEX
572
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-7,000
| Closed | -$240K |
|
573
Align Technology
ALGN
$12B
| – | – |
-10,100
| Closed | -$573K |
|
|
OSG
574
Octave Specialty Group
OSG
$252M
| – | – |
-49,797
| Closed | -$721K |
|
|
AMED
575
DELISTED
Amedisys
AMED
| – | – |
-29,709
| Closed | -$1.13M |
|
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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.