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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 | |
|---|---|---|---|---|---|---|
|
BMCH
201
DELISTED
BMC Stock Holdings, Inc
BMCH
| $391K | 0.14% |
+23,373
| New | +$395K |
|
202
CoreCivic
CXW
$3.1B
| $389K | 0.14% |
+14,700
| New | +$403K |
|
|
AGTC
203
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $389K | 0.14% |
+19,063
| New | +$294K |
|
|
MENT
204
DELISTED
Mentor Graphics Corp
MENT
| $387K | 0.14% |
+21,000
| New | +$481K |
|
205
Sturm, Ruger & Co
RGR
$610M
| $386K | 0.14% |
+6,471
| New | +$363K |
|
|
CLNY
206
DELISTED
Colony Capital, Inc.
CLNY
| $386K | 0.14% |
+19,800
| New | +$403K |
|
207
Magna International
MGA
$17.9B
| $385K | 0.14% |
+9,500
| New | +$442K |
|
|
LLTC
208
DELISTED
Linear Technology Corp
LLTC
| $382K | 0.13% |
9,000
+1,400
| +18% | +$61.5K |
|
|
KATE
209
DELISTED
Kate Spade & Company
KATE
| $380K | 0.13% |
21,400
-24,900
| -54% | -$486K |
|
210
Molson Coors Class B
TAP
$7.68B
| $376K | 0.13% |
+4,000
| New | +$361K |
|
|
QEP
211
DELISTED
QEP RESOURCES, INC.
QEP
| $373K | 0.13% |
+27,829
| New | +$405K |
|
|
UNT
212
DELISTED
UNIT Corporation
UNT
| $373K | 0.13% |
+30,589
| New | +$451K |
|
|
CNR
213
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $372K | 0.13% |
29,975
-36,331
| -55% | -$415K |
|
214
WIX.com
WIX
$2.15B
| $370K | 0.13% |
16,284
-14,319
| -47% | -$322K |
|
|
SYT
215
DELISTED
Syngenta Ag
SYT
| $370K | 0.13% |
4,700
-10,300
| -69% | -$737K |
|
216
Masco
MAS
$16B
| $368K | 0.13% |
13,000
-55,400
| -81% | -$1.58M |
|
|
INFN
217
DELISTED
Infinera Corporation Common Stock
INFN
| $368K | 0.13% |
20,300
-31,600
| -61% | -$629K |
|
218
Inogen
INGN
$167M
| $367K | 0.13% |
+9,143
| New | +$387K |
|
219
Saic
SAIC
$5.03B
| $366K | 0.13% |
+8,000
| New | +$365K |
|
220
Rayonier Advanced Materials
RYAM
$565M
| $365K | 0.13% |
37,283
+25,607
| +219% | +$239K |
|
|
DST
221
DELISTED
DST Systems Inc.
DST
| $365K | 0.13% |
6,400
-2,264
| -26% | -$133K |
|
|
AIV
222
Aimco
AIV
$380M
| $364K | 0.13% |
+68,312
| New | +$352K |
|
223
Hasbro
HAS
$12.6B
| $364K | 0.13% |
5,400
+1,069
| +25% | +$78.3K |
|
224
Group 1 Automotive
GPI
$3.94B
| $363K | 0.13% |
4,800
-1,600
| -25% | -$132K |
|
225
Casey's General Stores
CASY
$31.9B
| $361K | 0.13% |
+3,000
| New | +$343K |
|
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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.