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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 | |
|---|---|---|---|---|---|---|
676
Hartford Financial Services
HIG
$38.5B
| – | – |
-6,800
| Closed | -$311K |
|
677
Highwoods Properties
HIW
$3.71B
| – | – |
-14,100
| Closed | -$546K |
|
678
Harmonic Inc
HLIT
$1.21B
| – | – |
-34,585
| Closed | -$201K |
|
679
Host Hotels & Resorts
HST
$16.8B
| – | – |
-15,800
| Closed | -$250K |
|
680
Hexcel
HXL
$8.32B
| – | – |
-8,652
| Closed | -$388K |
|
681
MarineMax
HZO
$800M
| – | – |
-49,245
| Closed | -$696K |
|
|
PPLI
682
People Inc
PPLI
$3.1B
| – | – |
-21,822
| Closed | -$255K |
|
683
Immersion
IMMR
$216M
| – | – |
-10,164
| Closed | -$114K |
|
684
ING
ING
$93.8B
| – | – |
-21,400
| Closed | -$302K |
|
685
Ionis Pharmaceuticals
IONS
$9.35B
| – | – |
-9,700
| Closed | -$392K |
|
|
IPG
686
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-13,600
| Closed | -$260K |
|
687
Integer Holdings
ITGR
$3.35B
| – | – |
-4,386
| Closed | -$226K |
|
688
Jacobs Solutions
J
$15.9B
| – | – |
-13,782
| Closed | -$427K |
|
689
Jack in the Box
JACK
$278M
| – | – |
-17,000
| Closed | -$1.31M |
|
690
JB Hunt Transport Services
JBHT
$27.1B
| – | – |
-12,200
| Closed | -$871K |
|
691
Jabil
JBL
$32.8B
| – | – |
-43,200
| Closed | -$966K |
|
|
OPLN
692
Openlane
OPLN
$4.17B
| – | – |
-25,450
| Closed | -$342K |
|
693
Korea Electric Power
KEP
$15.5B
| – | – |
-20,400
| Closed | -$418K |
|
694
KeyCorp
KEY
$24.3B
| – | – |
-10,132
| Closed | -$132K |
|
695
Kforce
KFRC
$983M
| – | – |
-16,574
| Closed | -$436K |
|
696
KLA
KLAC
$275B
| – | – |
-146,000
| Closed | -$730K |
|
697
Kennametal
KMT
$2.68B
| – | – |
-38,400
| Closed | -$956K |
|
698
CarMax
KMX
$8.27B
| – | – |
-4,300
| Closed | -$255K |
|
699
Coca-Cola Femsa
KOF
$21.6B
| – | – |
-5,300
| Closed | -$368K |
|
700
Koppers
KOP
$966M
| – | – |
-36,046
| Closed | -$727K |
|
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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.