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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
TSE
301
DELISTED
Trinseo
TSE
$283K 0.1%
+10,049
New +$293K
ELLI
302
DELISTED
Ellie Mae Inc
ELLI
$283K 0.1%
+4,700
New +$308K
OLLI icon
303
Ollie's Bargain Outlet
OLLI
$4.01B
$282K 0.1%
+16,600
New +$276K
FINL
304
DELISTED
Finish Line
FINL
$280K 0.1%
15,500
-7,400
-32% -$132K
B
305
Barrick Mining
B
$62.2B
$278K 0.1%
+37,710
New +$281K
KAMN
306
DELISTED
Kaman Corp
KAMN
$278K 0.1%
+6,808
New +$267K
ASH icon
307
Ashland
ASH
$3.04B
$277K 0.1%
+5,519
New +$291K
MTDR icon
308
Matador Resources
MTDR
$6.31B
$277K 0.1%
+14,000
New +$342K
AVB icon
309
AvalonBay Communities
AVB
$27.1B
$276K 0.1%
1,500
-700
-32% -$125K
CFR icon
310
Cullen/Frost Bankers
CFR
$10.3B
$276K 0.1%
+4,600
New +$305K
XXIA
311
DELISTED
Ixia
XXIA
$275K 0.1%
22,110
-8,590
-28% -$117K
QLIK
312
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$275K 0.1%
8,700
-9,800
-53% -$321K
ISRG icon
313
Intuitive Surgical
ISRG
$121B
$273K 0.1%
+4,500
New +$253K
MLM icon
314
Martin Marietta Materials
MLM
$33.6B
$273K 0.1%
+2,000
New +$303K
CTXS
315
DELISTED
Citrix Systems Inc
CTXS
$272K 0.1%
+4,521
New +$278K
FTR
316
DELISTED
Frontier Communications Corp.
FTR
$272K 0.1%
3,880
+540
+16% +$40.1K
REGN icon
317
Regeneron Pharmaceuticals
REGN
$68.8B
$271K 0.1%
+500
New +$271K
AJG icon
318
Arthur J. Gallagher & Co
AJG
$63.7B
$270K 0.09%
+6,600
New +$284K
HLI icon
319
Houlihan Lokey
HLI
$9.68B
$270K 0.09%
+10,300
New +$235K
BKD icon
320
Brookdale Senior Living
BKD
$3.62B
$268K 0.09%
+14,500
New +$312K
SIG icon
321
Signet Jewelers
SIG
$3.55B
$268K 0.09%
+2,167
New +$294K
UAA icon
322
Under Armour
UAA
$3B
$268K 0.09%
+6,691
New +$303K
TYC
323
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$268K 0.09%
8,022
+1,433
+22% +$52.3K
DPZ icon
324
Domino's
DPZ
$11B
$267K 0.09%
+2,400
New +$257K
TTPH
325
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$266K 0.09%
+1,325
New +$264K
11 12
13
14 15

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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.