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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
Cap. Flow
-$67.8M
Cap. Flow %
-23.82%
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
NTGR icon
NETGEAR
NTGR
+$1.2M
3
ITUB icon
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
CIEN icon
Ciena
CIEN
+$3.18M
2
CALM icon
Cal-Maine
CALM
+$2.25M
3
DBRG icon
DigitalBridge
DBRG
+$2.25M
4
TECD
Tech Data Corp
TECD
+$2.1M
5
LULU icon
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
RFP
876
DELISTED
Resolute Forest Products Inc.
RFP
– –
-19,823
Closed -$165K
BNFT
877
DELISTED
Benefitfocus, Inc.
BNFT
– –
-9,242
Closed -$289K
Y
878
DELISTED
Alleghany Corp
Y
– –
-500
Closed -$234K
TMX
879
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-19,857
Closed -$446K
EMWP
880
DELISTED
Eros Media World PLC
EMWP
– –
-686
Closed -$373K
NPTN
881
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-83,623
Closed -$569K
MTOR
882
DELISTED
MERITOR, Inc.
MTOR
– –
-73,200
Closed -$778K
SREV
883
DELISTED
ServiceSource International, Inc.
SREV
– –
-18,100
Closed -$72K
WMC
884
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-3,217
Closed -$406K
TVTY
885
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-25,779
Closed -$287K
HSTO
886
DELISTED
Histogen Inc. Common Stock
HSTO
– –
-182
Closed -$162K
ISBC
887
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-32,700
Closed -$404K
CSLT
888
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-12,431
Closed -$52K
XLNX
889
DELISTED
Xilinx Inc
XLNX
– –
-9,800
Closed -$416K
SC
890
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-16,118
Closed -$329K
CSOD
891
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-6,900
Closed -$228K
LDL
892
DELISTED
Lydall, Inc.
LDL
– –
-7,904
Closed -$225K
NAV
893
DELISTED
Navistar International
NAV
– –
-16,744
Closed -$213K
GRUB
894
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-5,500
Closed -$268K
GLOG
895
DELISTED
GASLOG LTD
GLOG
– –
-12,700
Closed -$122K
AEGN
896
DELISTED
Aegion Corp
AEGN
– –
-27,745
Closed -$457K
VAR
897
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-6,842
Closed -$443K
ANH
898
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-36,605
Closed -$181K
EV
899
DELISTED
Eaton Vance Corp.
EV
– –
-16,300
Closed -$545K
PE
900
DELISTED
PARSLEY ENERGY INC
PE
– –
-35,700
Closed -$538K
34 35
36
37 38

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NIA
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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.