We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
CERN
226
DELISTED
Cerner Corp
CERN
| $361K | 0.13% |
+6,000
| New | +$369K |
|
227
Archrock
AROC
$6.33B
| $359K | 0.13% |
+47,800
| New | +$683K |
|
|
HBI
228
DELISTED
Hanesbrands
HBI
| $359K | 0.13% |
+12,200
| New | +$366K |
|
|
MDCO
229
DELISTED
Medicines Co
MDCO
| $358K | 0.13% |
+9,600
| New | +$363K |
|
|
SEE
230
DELISTED
Sealed Air
SEE
| $357K | 0.13% |
+8,000
| New | +$371K |
|
|
HABT
231
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $357K | 0.13% |
+15,500
| New | +$368K |
|
232
O'Reilly Automotive
ORLY
$72.4B
| $355K | 0.12% |
21,000
-19,500
| -48% | -$338K |
|
233
Alaska Air
ALK
$5.15B
| $354K | 0.12% |
4,400
+1,200
| +38% | +$95K |
|
234
Children's Place
PLCE
$53.6M
| $353K | 0.12% |
+6,400
| New | +$344K |
|
|
SPLK
235
DELISTED
Splunk Inc
SPLK
| $353K | 0.12% |
+6,000
| New | +$344K |
|
|
CXO
236
DELISTED
CONCHO RESOURCES INC.
CXO
| $353K | 0.12% |
3,800
-9,500
| -71% | -$1.02M |
|
|
IL
237
DELISTED
IntraLinks Holdings Inc.
IL
| $353K | 0.12% |
38,933
+23,930
| +160% | +$221K |
|
238
Acuity Brands
AYI
$9.88B
| $351K | 0.12% |
1,500
-200
| -12% | -$43.4K |
|
239
SEI Investments
SEIC
$11.9B
| $351K | 0.12% |
+6,700
| New | +$349K |
|
|
KLXI
240
DELISTED
KLX Inc.
KLXI
| $351K | 0.12% |
13,520
+6,641
| +97% | +$196K |
|
241
Leggett & Platt
LEG
$1.52B
| $345K | 0.12% |
+8,200
| New | +$364K |
|
|
ICPT
242
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $344K | 0.12% |
+2,300
| New | +$389K |
|
|
IPHI
243
DELISTED
INPHI CORPORATION
IPHI
| $343K | 0.12% |
+12,700
| New | +$363K |
|
244
PJT Partners
PJT
$4.37B
| $342K | 0.12% |
+12,100
| New | +$277K |
|
245
Diamondback Energy
FANG
$57.6B
| $341K | 0.12% |
5,100
+1,100
| +28% | +$81.8K |
|
|
WOOF
246
DELISTED
VCA Inc.
WOOF
| $341K | 0.12% |
+6,200
| New | +$340K |
|
247
Penske Automotive Group
PAG
$14.3B
| $334K | 0.12% |
+7,900
| New | +$372K |
|
248
EPR Properties
EPR
$4.86B
| $333K | 0.12% |
5,700
+1,400
| +33% | +$78.2K |
|
249
Perrigo
PRGO
$1.4B
| $333K | 0.12% |
2,300
+300
| +15% | +$46.1K |
|
250
Mercado Libre
MELI
$91.3B
| $332K | 0.12% |
2,900
-6,800
| -70% | -$748K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.