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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 | |
|---|---|---|---|---|---|---|
|
DBD
276
DELISTED
Diebold Nixdorf Incorporated
DBD
| $304K | 0.11% |
+10,100
| New | +$343K |
|
277
Phillips 66
PSX
$82.9B
| $303K | 0.11% |
+3,700
| New | +$319K |
|
|
ADXS
278
DELISTED
Advaxis Inc
ADXS
| $300K | 0.11% |
+1,987
| New | +$341K |
|
|
LUMO
279
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $299K | 0.11% |
+912
| New | +$297K |
|
280
Gray Television
GTN
$407M
| $297K | 0.1% |
+18,200
| New | +$285K |
|
281
Capital One
COF
$124B
| $296K | 0.1% |
4,100
-1,400
| -25% | -$107K |
|
282
St. Joe Company
JOE
$3.57B
| $294K | 0.1% |
+15,902
| New | +$311K |
|
|
PDCE
283
DELISTED
PDC Energy, Inc.
PDCE
| $294K | 0.1% |
5,500
-10,200
| -65% | -$587K |
|
284
Banco Bradesco
BBD
$38.1B
| $293K | 0.1% |
+129,466
| New | +$340K |
|
285
Olin
OLN
$2.64B
| $293K | 0.1% |
+17,000
| New | +$327K |
|
|
NMBL
286
DELISTED
Nimble Storage, Inc.
NMBL
| $293K | 0.1% |
31,884
+14,791
| +87% | +$254K |
|
287
Unifirst Corp
UNF
$5.32B
| $292K | 0.1% |
+2,800
| New | +$299K |
|
|
AY
288
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $291K | 0.1% |
+15,100
| New | +$275K |
|
289
Polaris
PII
$4.15B
| $290K | 0.1% |
+3,369
| New | +$357K |
|
|
CYBR
290
DELISTED
CyberArk
CYBR
| $289K | 0.1% |
6,400
-6,800
| -52% | -$310K |
|
|
MRSH
291
Marsh
MRSH
$86.3B
| $288K | 0.1% |
+5,200
| New | +$287K |
|
|
SNP
292
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $288K | 0.1% |
4,800
-500
| -9% | -$33K |
|
293
Belden
BDC
$4B
| $286K | 0.1% |
+6,000
| New | +$330K |
|
294
Enova International
ENVA
$5.91B
| $286K | 0.1% |
+43,278
| New | +$401K |
|
|
IMOS
295
ChipMOS TECHNOLOGIES
IMOS
$1.92B
| $286K | 0.1% |
+13,118
| New | +$267K |
|
296
SLB Ltd
SLB
$77.8B
| $286K | 0.1% |
4,100
-5,100
| -55% | -$382K |
|
297
Flotek Industries
FTK
$935M
| $284K | 0.1% |
+4,137
| New | +$354K |
|
|
AXON
298
Axon Enterprise
AXON
$40.5B
| $283K | 0.1% |
+16,349
| New | +$327K |
|
299
Logitech
LOGI
$15.2B
| $283K | 0.1% |
+18,768
| New | +$277K |
|
300
Target
TGT
$62.1B
| $283K | 0.1% |
3,900
-1,140
| -23% | -$85.1K |
|
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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.