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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 | |
|---|---|---|---|---|---|---|
101
Watsco Inc
WSO
$14.9B
| $539K | 0.19% |
+4,600
| New | +$567K |
|
102
iRadimed
IRMD
$1.21B
| $538K | 0.19% |
+19,200
| New | +$543K |
|
|
MSCC
103
DELISTED
Microsemi Corp
MSCC
| $538K | 0.19% |
16,500
+9,900
| +150% | +$349K |
|
|
MSGN
104
DELISTED
MSG Networks Inc.
MSGN
| $535K | 0.19% |
+25,700
| New | +$523K |
|
105
ACI Worldwide
ACIW
$5.72B
| $533K | 0.19% |
+24,900
| New | +$573K |
|
106
Teledyne Technologies
TDY
$30.4B
| $532K | 0.19% |
+6,000
| New | +$532K |
|
|
GTS
107
DELISTED
Triple-S Management Corporation
GTS
| $529K | 0.19% |
23,266
+5,556
| +31% | +$121K |
|
|
MWW
108
DELISTED
Monster Worldwide Inc
MWW
| $528K | 0.19% |
92,200
-48,859
| -35% | -$316K |
|
109
Simon Property Group
SPG
$74.5B
| $525K | 0.18% |
2,700
-2,513
| -48% | -$487K |
|
|
SIGM
110
DELISTED
Sigma Designs Inc
SIGM
| $524K | 0.18% |
82,888
+68,518
| +477% | +$541K |
|
111
Leidos
LDOS
$14.1B
| $523K | 0.18% |
9,300
-23,100
| -71% | -$1.22M |
|
112
Expedia Group
EXPE
$31.2B
| $522K | 0.18% |
4,200
-2,700
| -39% | -$342K |
|
|
HSII
113
DELISTED
Heidrick & Struggles
HSII
| $522K | 0.18% |
+19,179
| New | +$502K |
|
114
First Solar
FSLR
$21.8B
| $521K | 0.18% |
7,900
+2,300
| +41% | +$129K |
|
|
BEAV
115
DELISTED
B/E Aerospace Inc
BEAV
| $517K | 0.18% |
12,200
-8,100
| -40% | -$362K |
|
|
VIA
116
DELISTED
Viacom Inc. Class A
VIA
| $517K | 0.18% |
+11,749
| New | +$573K |
|
117
LG Display
LPL
$3.17B
| $515K | 0.18% |
49,300
-5,400
| -10% | -$54.2K |
|
118
Morningstar
MORN
$6.56B
| $515K | 0.18% |
6,400
+100
| +2% | +$8.1K |
|
119
McKesson
MCK
$98.5B
| $513K | 0.18% |
2,600
-500
| -16% | -$94.4K |
|
120
Cadence Design Systems
CDNS
$90B
| $512K | 0.18% |
24,600
+12,600
| +105% | +$273K |
|
|
XEC
121
DELISTED
CIMAREX ENERGY CO
XEC
| $509K | 0.18% |
5,700
+3,000
| +111% | +$333K |
|
|
ETFC
122
DELISTED
E*Trade Financial Corporation
ETFC
| $507K | 0.18% |
17,100
-60,500
| -78% | -$1.74M |
|
|
BRFS
123
DELISTED
BRF SA
BRFS
| $506K | 0.18% |
+36,600
| New | +$573K |
|
124
Brixmor Property Group
BRX
$9.95B
| $506K | 0.18% |
+19,600
| New | +$492K |
|
125
Marathon Petroleum
MPC
$90.3B
| $503K | 0.18% |
9,700
-21,700
| -69% | -$1.14M |
|
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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.