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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 | |
|---|---|---|---|---|---|---|
751
ON Semiconductor
ON
$33.8B
| – | – |
-17,000
| Closed | -$160K |
|
752
Oxford Industries
OXM
$577M
| – | – |
-7,742
| Closed | -$572K |
|
753
Pan American Silver
PAAS
$18.6B
| – | – |
-37,117
| Closed | -$236K |
|
|
PARA
754
DELISTED
Paramount Global Class B
PARA
| – | – |
-12,314
| Closed | -$491K |
|
755
PBF Energy
PBF
$7.29B
| – | – |
-67,206
| Closed | -$1.9M |
|
756
Petrobras
PBR
$121B
| – | – |
-48,900
| Closed | -$213K |
|
757
Paylocity
PCTY
$6.71B
| – | – |
-8,360
| Closed | -$251K |
|
758
Pegasystems
PEGA
$4.41B
| – | – |
-20,144
| Closed | -$248K |
|
759
PENN Entertainment
PENN
$2.74B
| – | – |
-15,100
| Closed | -$253K |
|
760
Procter & Gamble
PG
$343B
| – | – |
-3,800
| Closed | -$273K |
|
761
POSCO
PKX
$15.8B
| – | – |
-8,300
| Closed | -$291K |
|
762
Dave & Buster's
PLAY
$343M
| – | – |
-36,500
| Closed | -$1.38M |
|
763
Post Holdings
POST
$4.12B
| – | – |
-15,586
| Closed | -$603K |
|
764
PPG Industries
PPG
$25.9B
| – | – |
-5,700
| Closed | -$500K |
|
765
Public Storage
PSA
$60.2B
| – | – |
-2,900
| Closed | -$614K |
|
766
Prospect Capital
PSEC
$1.06B
| – | – |
-43,249
| Closed | -$308K |
|
767
RB Global
RBA
$20.8B
| – | – |
-31,750
| Closed | -$822K |
|
768
Rocket Pharmaceuticals
RCKT
$348M
| – | – |
-3,050
| Closed | -$115K |
|
769
RELX
RELX
$60.1B
| – | – |
-12,700
| Closed | -$221K |
|
770
Ralph Lauren
RL
$22.2B
| – | – |
-8,100
| Closed | -$957K |
|
771
RLJ Lodging Trust
RLJ
$1.87B
| – | – |
-15,200
| Closed | -$384K |
|
772
Rambus
RMBS
$10.4B
| – | – |
-25,300
| Closed | -$299K |
|
773
Rockwell Medical
RMTI
$26.2M
| – | – |
-389
| Closed | -$330K |
|
774
Gibraltar Industries
ROCK
$1.34B
| – | – |
-12,626
| Closed | -$232K |
|
775
Red Robin
RRGB
$134M
| – | – |
-3,764
| Closed | -$285K |
|
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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.