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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 | |
|---|---|---|---|---|---|---|
|
BLD
326
DELISTED
TopBuild
BLD
| $265K | 0.09% |
+8,600
| New | +$258K |
|
327
Principal Financial Group
PFG
$23.6B
| $265K | 0.09% |
5,900
-3,700
| -39% | -$181K |
|
328
Steris
STE
$20.9B
| $264K | 0.09% |
+3,500
| New | +$253K |
|
|
ZLTQ
329
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $264K | 0.09% |
+9,240
| New | +$292K |
|
330
Essex Property Trust
ESS
$18.9B
| $263K | 0.09% |
1,100
+100
| +10% | +$23K |
|
331
Motorcar Parts of America
MPAA
$261M
| $263K | 0.09% |
+7,781
| New | +$278K |
|
|
CRZO
332
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $263K | 0.09% |
+8,900
| New | +$326K |
|
333
DHT Holdings
DHT
$2.97B
| $262K | 0.09% |
32,400
+19,592
| +153% | +$153K |
|
334
Lesaka Technologies
LSAK
$388M
| $262K | 0.09% |
19,417
-6,500
| -25% | -$102K |
|
335
Worthington Enterprises
WOR
$2.76B
| $262K | 0.09% |
14,111
-20,275
| -59% | -$375K |
|
|
EMKR
336
DELISTED
Emcore Corp
EMKR
| $262K | 0.09% |
4,270
+2,760
| +183% | +$191K |
|
337
NatWest
NWG
$71.5B
| $261K | 0.09% |
+27,300
| New | +$278K |
|
338
Commerce Bancshares
CBSH
$8.5B
| $260K | 0.09% |
+9,940
| New | +$268K |
|
339
C.H. Robinson
CHRW
$22B
| $260K | 0.09% |
4,200
+688
| +20% | +$46.3K |
|
340
Ingredion
INGR
$6.38B
| $259K | 0.09% |
2,700
-300
| -10% | -$28.4K |
|
|
HAPN
341
Happen Inc
HAPN
$2.08B
| $259K | 0.09% |
+4,680
| New | +$310K |
|
|
GRA
342
DELISTED
W.R. Grace & Co.
GRA
| $259K | 0.09% |
+2,600
| New | +$254K |
|
|
GK
343
DELISTED
G&K Services Inc
GK
| $258K | 0.09% |
+4,100
| New | +$273K |
|
344
Trinity Industries
TRN
$2.97B
| $257K | 0.09% |
+14,862
| New | +$276K |
|
|
ULTI
345
DELISTED
Ultimate Software Group Inc
ULTI
| $254K | 0.09% |
+1,300
| New | +$255K |
|
346
Camden Property Trust
CPT
$11.3B
| $253K | 0.09% |
3,300
+300
| +10% | +$22.9K |
|
|
CPE
347
DELISTED
Callon Petroleum Company
CPE
| $253K | 0.09% |
+3,030
| New | +$265K |
|
348
MSCI
MSCI
$40B
| $252K | 0.09% |
+3,500
| New | +$234K |
|
349
Opko Health
OPK
$921M
| $251K | 0.09% |
+24,974
| New | +$250K |
|
350
Progressive
PGR
$124B
| $251K | 0.09% |
+7,900
| New | +$251K |
|
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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.