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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 | |
|---|---|---|---|---|---|---|
576
Affiliated Managers Group
AMG
$9.46B
| – | – |
-3,300
| Closed | -$564K |
|
577
American Tower
AMT
$77.7B
| – | – |
-8,600
| Closed | -$757K |
|
578
Amazon
AMZN
$2.5T
| – | – |
-32,000
| Closed | -$819K |
|
579
APA Corp
APA
$12.8B
| – | – |
-10,500
| Closed | -$411K |
|
580
Apple Hospitality REIT
APLE
$3.96B
| – | – |
-23,787
| Closed | -$442K |
|
581
Accuray
ARAY
$28.4M
| – | – |
-40,983
| Closed | -$205K |
|
582
ArcBest
ARCB
$3.44B
| – | – |
-19,391
| Closed | -$500K |
|
583
Alexandria Real Estate Equities
ARE
$8.88B
| – | – |
-2,700
| Closed | -$229K |
|
584
Aramark
ARMK
$15B
| – | – |
-11,212
| Closed | -$240K |
|
585
Arrowhead Research
ARWR
$12.1B
| – | – |
-28,325
| Closed | -$163K |
|
586
Arrow Electronics
ARW
$10.9B
| – | – |
-6,800
| Closed | -$376K |
|
587
ASE Group
ASX
$80.8B
| – | – |
-25,200
| Closed | -$138K |
|
588
Atmos Energy
ATO
$29.9B
| – | – |
-9,200
| Closed | -$535K |
|
589
AngloGold Ashanti
AU
$40.3B
| – | – |
-17,500
| Closed | -$143K |
|
590
Avnet
AVT
$7.33B
| – | – |
-11,300
| Closed | -$482K |
|
591
Avery Dennison
AVY
$12.3B
| – | – |
-4,500
| Closed | -$255K |
|
592
Armstrong World Industries
AWI
$6.86B
| – | – |
-6,700
| Closed | -$320K |
|
593
AutoZone
AZO
$48.3B
| – | – |
-900
| Closed | -$651K |
|
594
Boeing
BA
$165B
| – | – |
-5,417
| Closed | -$709K |
|
595
Banner Corp
BANR
$2.39B
| – | – |
-5,400
| Closed | -$258K |
|
596
Baxter International
BAX
$11.6B
| – | – |
-11,927
| Closed | -$392K |
|
597
Bread Financial
BFH
$4.21B
| – | – |
-4,260
| Closed | -$881K |
|
598
BGC Group
BGC
$5.58B
| – | – |
-22,237
| Closed | -$118K |
|
599
BJ's Restaurants
BJRI
$1.41B
| – | – |
-4,800
| Closed | -$207K |
|
|
BNY
600
Bank of New York Mellon
BNY
$108B
| – | – |
-5,800
| Closed | -$227K |
|
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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.