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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 | |
|---|---|---|---|---|---|---|
|
PAY
351
DELISTED
Verifone Systems Inc
PAY
| $249K | 0.09% |
8,900
-24,021
| -73% | -$693K |
|
352
A10 Networks
ATEN
$2.47B
| $247K | 0.09% |
37,667
+27,101
| +256% | +$188K |
|
353
Sabesp
SBS
$19.7B
| $247K | 0.09% |
+277,421
| New | +$249K |
|
|
SUM
354
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $247K | 0.09% |
+12,871
| New | +$262K |
|
|
SCAI
355
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $247K | 0.09% |
+6,200
| New | +$216K |
|
356
Rockwell Automation
ROK
$51.4B
| $246K | 0.09% |
+2,400
| New | +$252K |
|
357
Teradyne
TER
$54.8B
| $246K | 0.09% |
11,900
-8,700
| -42% | -$173K |
|
358
Northrop Grumman
NOC
$77B
| $245K | 0.09% |
+1,300
| New | +$238K |
|
359
Pilgrim's Pride
PPC
$6.82B
| $245K | 0.09% |
11,100
-10,901
| -50% | -$223K |
|
360
Shinhan Financial Group
SHG
$33.6B
| $245K | 0.09% |
+7,300
| New | +$266K |
|
|
N
361
DELISTED
Netsuite Inc
N
| $245K | 0.09% |
+2,900
| New | +$248K |
|
362
OGE Energy
OGE
$10.3B
| $244K | 0.09% |
+9,300
| New | +$250K |
|
363
Quad
QUAD
$430M
| $243K | 0.09% |
26,081
+13,000
| +99% | +$140K |
|
364
Tenaris
TS
$29.1B
| $243K | 0.09% |
+10,200
| New | +$258K |
|
365
F5
FFIV
$22.1B
| $242K | 0.09% |
2,500
-6,900
| -73% | -$746K |
|
366
Chipotle Mexican Grill
CMG
$40.8B
| $240K | 0.08% |
+25,000
| New | +$306K |
|
367
Voya Financial
VOYA
$8.94B
| $240K | 0.08% |
6,500
-3,000
| -32% | -$119K |
|
|
LL
368
DELISTED
LL Flooring Holdings, Inc.
LL
| $240K | 0.08% |
+13,800
| New | +$213K |
|
369
Ally Financial
ALLY
$13.1B
| $239K | 0.08% |
+12,800
| New | +$254K |
|
370
Axos Financial
AX
$5.45B
| $239K | 0.08% |
11,358
-7,442
| -40% | -$175K |
|
371
HF Sinclair
DINO
$15.9B
| $239K | 0.08% |
+6,000
| New | +$284K |
|
372
Comfort Systems
FIX
$61B
| $239K | 0.08% |
8,400
-22,200
| -73% | -$675K |
|
|
AEPI
373
DELISTED
AEP Industries Inc
AEPI
| $239K | 0.08% |
3,100
-2,900
| -48% | -$231K |
|
374
MillerKnoll
MLKN
$1.5B
| $238K | 0.08% |
8,300
+600
| +8% | +$18.4K |
|
|
SQBG
375
DELISTED
Sequential Brands Group, Inc.
SQBG
| $237K | 0.08% |
+750
| New | +$323K |
|
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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.