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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 | |
|---|---|---|---|---|---|---|
651
Element Solutions
ESI
$9.12B
| – | – |
-20,845
| Closed | -$264K |
|
652
Essent Group
ESNT
$6.06B
| – | – |
-8,100
| Closed | -$201K |
|
653
Eaton
ETN
$157B
| – | – |
-7,300
| Closed | -$374K |
|
654
East-West Bancorp
EWBC
$17.9B
| – | – |
-27,700
| Closed | -$1.06M |
|
655
Exelon
EXC
$48.6B
| – | – |
-84,821
| Closed | -$1.8M |
|
656
Expeditors International
EXPD
$22.9B
| – | – |
-31,000
| Closed | -$1.46M |
|
657
First American
FAF
$7.67B
| – | – |
-18,900
| Closed | -$738K |
|
|
FARM
658
DELISTED
Farmer Brothers
FARM
| – | – |
-10,300
| Closed | -$281K |
|
|
DMC
659
Del Monte Corp
DMC
$1.35B
| – | – |
-8,786
| Closed | -$347K |
|
660
Factset
FDS
$9.05B
| – | – |
-7,000
| Closed | -$1.12M |
|
661
FedEx
FDX
$74.5B
| – | – |
-1,800
| Closed | -$259K |
|
662
FirstEnergy
FE
$28.9B
| – | – |
-11,200
| Closed | -$351K |
|
663
First Horizon
FHN
$12.1B
| – | – |
-33,500
| Closed | -$475K |
|
664
Five Below
FIVE
$11.2B
| – | – |
-26,700
| Closed | -$897K |
|
665
Fidelity National Financial
FNF
$13.9B
| – | – |
-42,204
| Closed | -$1.04M |
|
666
Fossil Group
FOSL
$239M
| – | – |
-5,160
| Closed | -$288K |
|
667
Liberty Media Series A
FWONA
$22.3B
| – | – |
-26,177
| Closed | -$629K |
|
668
Liberty Media Series C
FWONK
$24.3B
| – | – |
-10,596
| Closed | -$258K |
|
669
Genpact
G
$5.3B
| – | – |
-18,300
| Closed | -$432K |
|
670
GoDaddy
GDDY
$12.3B
| – | – |
-10,200
| Closed | -$257K |
|
671
Greif
GEF
$4.47B
| – | – |
-9,370
| Closed | -$299K |
|
672
The GEO Group
GEO
$4.13B
| – | – |
-14,700
| Closed | -$291K |
|
673
Gilead Sciences
GILD
$161B
| – | – |
-3,000
| Closed | -$295K |
|
674
Genuine Parts
GPC
$17.1B
| – | – |
-3,700
| Closed | -$307K |
|
675
Halozyme
HALO
$9.72B
| – | – |
-16,472
| Closed | -$221K |
|
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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.