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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
AIRM
1001
DELISTED
Air Methods Corp
AIRM
– –
-8,000
Closed -$273K
WWAV
1002
DELISTED
The WhiteWave Foods Company
WWAV
– –
-26,800
Closed -$1.08M
CKEC
1003
DELISTED
Carmike Cinemas Inc
CKEC
– –
-13,657
Closed -$274K
NWBO
1004
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
– –
-13,003
Closed -$81K
PLCM
1005
DELISTED
POLYCOM INC
PLCM
– –
-17,686
Closed -$185K
ANK
1006
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
– –
-3,100
Closed -$229K
TIVO
1007
DELISTED
TIVO INC
TIVO
– –
-31,600
Closed -$274K
RHT
1008
DELISTED
Red Hat Inc
RHT
– –
-11,100
Closed -$798K
VXX
1009
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-994
Closed -$408K
CZR
1010
DELISTED
Caesars Entertainment Corporation
CZR
– –
-63,900
Closed -$376K
SWFT
1011
DELISTED
Swift Transportation Company
SWFT
– –
-43,162
Closed -$648K
DNY
1012
DELISTED
DONNELLEY R R & SONS CO
DNY
– –
-30,800
Closed -$448K
TCF
1013
DELISTED
TCF Financial Corporation
TCF
– –
-29,600
Closed -$449K
37 38 39 40
41

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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.