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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 | |
|---|---|---|---|---|---|---|
|
WFT
126
DELISTED
Weatherford International plc
WFT
| $498K | 0.17% |
+59,300
| New | +$585K |
|
127
Allstate
ALL
$66.9B
| $497K | 0.17% |
8,000
+1,800
| +29% | +$112K |
|
128
JD.com
JD
$40.8B
| $497K | 0.17% |
+15,400
| New | +$454K |
|
|
ENIA
129
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $493K | 0.17% |
+75,272
| New | +$512K |
|
|
VMW
130
DELISTED
VMware, Inc
VMW
| $492K | 0.17% |
8,700
+5,400
| +164% | +$336K |
|
131
Agilent Technologies
A
$39.1B
| $489K | 0.17% |
11,700
+3,400
| +41% | +$132K |
|
132
NRG Energy
NRG
$29.8B
| $484K | 0.17% |
+41,122
| New | +$520K |
|
|
ASEI
133
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $484K | 0.17% |
+11,700
| New | +$466K |
|
134
Pricesmart
PSMT
$5.75B
| $479K | 0.17% |
+5,772
| New | +$501K |
|
|
NFX
135
DELISTED
Newfield Exploration
NFX
| $479K | 0.17% |
14,700
-32,890
| -69% | -$1.23M |
|
136
Commercial Metals
CMC
$7.63B
| $478K | 0.17% |
34,900
-58,800
| -63% | -$874K |
|
137
Cohen & Steers
CNS
$4.18B
| $475K | 0.17% |
15,597
-103
| -0.7% | -$3.1K |
|
138
Sinclair Inc
SBGI
$974M
| $475K | 0.17% |
+14,600
| New | +$464K |
|
|
LCI
139
DELISTED
Lannett Company, Inc.
LCI
| $473K | 0.17% |
2,950
-950
| -24% | -$156K |
|
140
MGM Resorts International
MGM
$11.7B
| $472K | 0.17% |
+20,796
| New | +$459K |
|
|
GAP
141
The Gap Inc
GAP
$6.84B
| $472K | 0.17% |
+19,100
| New | +$510K |
|
|
PIR
142
DELISTED
Pier 1 Imports, Inc.
PIR
| $471K | 0.17% |
+4,628
| New | +$619K |
|
143
United Therapeutics
UTHR
$26.3B
| $470K | 0.17% |
+3,000
| New | +$437K |
|
144
LyondellBasell Industries
LYB
$19.5B
| $469K | 0.16% |
5,400
+1,700
| +46% | +$156K |
|
|
TPH
145
DELISTED
Tri Pointe Homes
TPH
| $468K | 0.16% |
+36,900
| New | +$494K |
|
146
Newell Brands
NWL
$2.16B
| $467K | 0.16% |
10,600
-5,000
| -32% | -$219K |
|
|
NBIS
147
Nebius Group N.V.
NBIS
$47.7B
| $464K | 0.16% |
+29,500
| New | +$441K |
|
148
Cognizant
CTSH
$21.5B
| $462K | 0.16% |
7,700
-3,218
| -29% | -$207K |
|
149
Regal Rexnord
RRX
$14.2B
| $462K | 0.16% |
+7,900
| New | +$484K |
|
150
Benchmark Electronics
BHE
$2.91B
| $457K | 0.16% |
22,100
+5,800
| +36% | +$123K |
|
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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.