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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
Cap. Flow
-$67.8M
Cap. Flow %
-23.82%
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
NTGR icon
NETGEAR
NTGR
+$1.2M
3
ITUB icon
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
CIEN icon
Ciena
CIEN
+$3.18M
2
CALM icon
Cal-Maine
CALM
+$2.25M
3
DBRG icon
DigitalBridge
DBRG
+$2.25M
4
TECD
Tech Data Corp
TECD
+$2.1M
5
LULU icon
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
EPE
926
DELISTED
EP Energy Corporation
EPE
– –
-28,012
Closed -$144K
MXWL
927
DELISTED
Maxwell Technologies Inc
MXWL
– –
-15,414
Closed -$84K
USG
928
DELISTED
Usg
USG
– –
-13,600
Closed -$362K
ACET
929
DELISTED
Aceto Corp
ACET
– –
-24,383
Closed -$669K
ELGX
930
DELISTED
Endologix Inc
ELGX
– –
-1,700
Closed -$208K
ITG
931
DELISTED
Investment Technology Group Inc
ITG
– –
-35,714
Closed -$476K
SONC
932
DELISTED
Sonic Corp
SONC
– –
-17,300
Closed -$397K
LHO
933
DELISTED
LaSalle Hotel Properties
LHO
– –
-8,600
Closed -$244K
AFSI
934
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-12,800
Closed -$403K
PERY
935
DELISTED
Perry Ellis International Inc
PERY
– –
-27,332
Closed -$600K
SYNT
936
DELISTED
Syntel Inc
SYNT
– –
-12,700
Closed -$575K
EGLT
937
DELISTED
Egalet Corporation
EGLT
– –
-11,328
Closed -$149K
NSM
938
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-20,905
Closed -$290K
RSPP
939
DELISTED
RSP Permian, Inc.
RSPP
– –
-41,261
Closed -$836K
FNGN
940
DELISTED
Financial Engines, Inc.
FNGN
– –
-16,000
Closed -$472K
ANTH
941
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
– –
-4,145
Closed -$202K
OA
942
DELISTED
Orbital ATK, Inc.
OA
– –
-10,600
Closed -$762K
WIN
943
DELISTED
Windstream Holdings Inc
WIN
– –
-3,946
Closed -$121K
WLB
944
DELISTED
Westmoreland Coal Company
WLB
– –
-13,716
Closed -$193K
SPIL
945
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
– –
-26,800
Closed -$168K
LVNTA
946
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-12,674
Closed -$511K
SNI
947
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-5,800
Closed -$285K
RGC
948
DELISTED
Regal Entertainment Group
RGC
– –
-64,084
Closed -$1.2M
RT
949
DELISTED
Ruby Tuesday Georgia
RT
– –
-19,365
Closed -$120K
RICE
950
DELISTED
Rice Energy Inc.
RICE
– –
-22,800
Closed -$368K
36 37
38
39 40

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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.