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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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $63.2M | 22.19% |
+309,800
| New | +$63.6M |
|
|
EFC
2
Ellington Financial
EFC
$1.68B
| $16.3M | 5.72% |
970,012
| – | – |
|
3
LendingTree
TREE
$544M
| $1.58M | 0.56% |
17,700
+10,227
| +137% | +$1.05M |
|
|
OUTR
4
DELISTED
OUTERWALL INC
OUTR
| $1.39M | 0.49% |
+38,000
| New | +$2.12M |
|
|
NE
5
DELISTED
Noble Corporation
NE
| $1.33M | 0.47% |
126,100
+12,200
| +11% | +$154K |
|
|
6
NETGEAR
NTGR
$669M
| $1.24M | 0.44% |
+29,591
| New | +$1.2M |
|
7
WisdomTree
WT
$2.97B
| $1.19M | 0.42% |
76,004
+2,804
| +4% | +$51.5K |
|
|
JWN
8
DELISTED
Nordstrom
JWN
| $1.19M | 0.42% |
23,900
+18,300
| +327% | +$1.11M |
|
|
PMT
9
PennyMac Mortgage Investment
PMT
$849M
| $1.08M | 0.38% |
+70,900
| New | +$1.1M |
|
|
RDC
10
DELISTED
Rowan Companies Plc
RDC
| $1.07M | 0.38% |
63,300
+30,100
| +91% | +$576K |
|
11
BWX Technologies
BWXT
$16B
| $1.07M | 0.37% |
+33,600
| New | +$990K |
|
|
12
Itaú Unibanco
ITUB
$91.3B
| $1.02M | 0.36% |
+354,433
| New | +$1.13M |
|
|
CORE
13
DELISTED
Core Mark Holding Co., Inc.
CORE
| $984K | 0.35% |
+24,028
| New | +$973K |
|
14
Cognex
CGNX
$10.3B
| $959K | 0.34% |
56,800
+27,400
| +93% | +$489K |
|
15
JPMorgan Chase
JPM
$939B
| $957K | 0.34% |
14,500
+7,295
| +101% | +$475K |
|
16
IQVIA
IQV
$34.7B
| $941K | 0.33% |
+13,700
| New | +$936K |
|
17
Visteon
VC
$2.77B
| $939K | 0.33% |
8,200
-5,779
| -41% | -$654K |
|
18
Scholastic
SCHL
$796M
| $938K | 0.33% |
+24,320
| New | +$982K |
|
19
General Dynamics
GD
$105B
| $934K | 0.33% |
6,800
+5,076
| +294% | +$726K |
|
20
Marriott International
MAR
$98.7B
| $918K | 0.32% |
13,700
-17,100
| -56% | -$1.24M |
|
|
ZAGG
21
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $879K | 0.31% |
80,318
+42,969
| +115% | +$409K |
|
22
Lennox International
LII
$18.8B
| $862K | 0.3% |
+6,900
| New | +$889K |
|
|
DWA
23
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $850K | 0.3% |
+32,988
| New | +$758K |
|
24
Braskem
BAK
$980M
| $841K | 0.3% |
62,100
-11,700
| -16% | -$143K |
|
25
Conagra Brands
CAG
$7.07B
| $839K | 0.29% |
+25,572
| New | +$817K |
|
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HH
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.