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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 | |
|---|---|---|---|---|---|---|
601
Bloomin' Brands
BLMN
$680M
| – | – |
-66,100
| Closed | -$1.2M |
|
602
Brookfield
BN
$102B
| – | – |
-18,509
| Closed | -$204K |
|
603
Broadridge
BR
$17.2B
| – | – |
-27,100
| Closed | -$1.5M |
|
604
Bruker
BRKR
$9.2B
| – | – |
-17,530
| Closed | -$288K |
|
605
Cardinal Health
CAH
$53.4B
| – | – |
-17,500
| Closed | -$1.34M |
|
|
606
Cal-Maine
CALM
$4.28B
| – | – |
-41,300
| Closed | -$2.25M |
|
607
Calix
CALX
$2.27B
| – | – |
-15,504
| Closed | -$121K |
|
608
Crown Castle
CCI
$32.7B
| – | – |
-6,800
| Closed | -$536K |
|
609
Clear Channel Outdoor Holdings
CCO
$1.23B
| – | – |
-10,410
| Closed | -$74K |
|
610
Century Communities
CCS
$2B
| – | – |
-12,100
| Closed | -$240K |
|
611
Central Garden & Pet Co
CENT
$2.74B
| – | – |
-83,469
| Closed | -$1.03M |
|
|
612
Central Garden & Pet Co Class A
CENTA
$2.41B
| – | – |
-73,378
| Closed | -$946K |
|
613
Citizens Financial Group
CFG
$30.4B
| – | – |
-19,993
| Closed | -$477K |
|
614
Cincinnati Financial
CINF
$28.3B
| – | – |
-6,100
| Closed | -$328K |
|
615
Celldex Therapeutics
CLDX
$2.77B
| – | – |
-829
| Closed | -$131K |
|
616
CMS Energy
CMS
$23.1B
| – | – |
-14,000
| Closed | -$494K |
|
617
Centene
CNC
$31.3B
| – | – |
-62,400
| Closed | -$1.69M |
|
618
CenterPoint Energy
CNP
$29.1B
| – | – |
-28,600
| Closed | -$516K |
|
619
Collegium Pharmaceutical
COLL
$1.14B
| – | – |
-27,300
| Closed | -$604K |
|
620
Cooper Companies
COO
$13.7B
| – | – |
-16,000
| Closed | -$595K |
|
621
Crocs
CROX
$6.69B
| – | – |
-28,114
| Closed | -$363K |
|
622
Carpenter Technology
CRS
$30B
| – | – |
-9,131
| Closed | -$272K |
|
623
Criteo
CRTO
$1.03B
| – | – |
-8,800
| Closed | -$330K |
|
|
CSR
624
Centerspace
CSR
$936M
| – | – |
-3,280
| Closed | -$254K |
|
625
Cintas
CTAS
$82.4B
| – | – |
-30,400
| Closed | -$652K |
|
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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.