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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 | |
|---|---|---|---|---|---|---|
426
American Eagle Outfitters
AEO
$2.85B
| $214K | 0.08% |
13,800
-13,200
| -49% | -$207K |
|
427
Lam Research
LRCX
$382B
| $214K | 0.08% |
27,000
-13,000
| -33% | -$97.8K |
|
|
CAMP
428
DELISTED
CalAmp Corp.
CAMP
| $214K | 0.08% |
+466
| New | +$205K |
|
429
Hanmi Financial
HAFC
$943M
| $213K | 0.07% |
+9,000
| New | +$230K |
|
430
Unisys
UIS
$227M
| $213K | 0.07% |
+19,285
| New | +$244K |
|
|
RPXC
431
DELISTED
RPX Corporation
RPXC
| $213K | 0.07% |
+19,386
| New | +$263K |
|
|
FLTX
432
DELISTED
Fleetmatics Group PLC
FLTX
| $213K | 0.07% |
+4,200
| New | +$233K |
|
433
State Street
STT
$50.9B
| $212K | 0.07% |
+3,200
| New | +$222K |
|
|
AMTD
434
DELISTED
TD Ameritrade Holding Corp
AMTD
| $212K | 0.07% |
6,100
-2,878
| -32% | -$100K |
|
|
AHT
435
Ashford Hospitality Trust
AHT
$21M
| $211K | 0.07% |
+34
| New | +$225K |
|
436
Amgen
AMGN
$203B
| $211K | 0.07% |
1,300
-2,600
| -67% | -$409K |
|
437
D.R. Horton
DHI
$41B
| $211K | 0.07% |
+6,600
| New | +$206K |
|
438
Jazz Pharmaceuticals
JAZZ
$15.9B
| $211K | 0.07% |
1,500
-951
| -39% | -$132K |
|
|
ANDV
439
DELISTED
Andeavor
ANDV
| $211K | 0.07% |
2,000
-10,300
| -84% | -$1.11M |
|
440
Vornado Realty Trust
VNO
$7.47B
| $210K | 0.07% |
+2,598
| New | +$205K |
|
441
Zebra Technologies
ZBRA
$12.4B
| $210K | 0.07% |
3,018
-3,082
| -51% | -$231K |
|
|
EBIX
442
DELISTED
Ebix Inc
EBIX
| $210K | 0.07% |
+6,418
| New | +$203K |
|
443
First Busey Corp
BUSE
$2.52B
| $209K | 0.07% |
+10,116
| New | +$212K |
|
|
ANFI
444
DELISTED
AMIRA NATURE FOODS LTD
ANFI
| $209K | 0.07% |
+22,963
| New | +$166K |
|
445
PRA Group
PRAA
$648M
| $208K | 0.07% |
+6,000
| New | +$268K |
|
446
Transocean
RIG
$5.92B
| $208K | 0.07% |
+16,800
| New | +$242K |
|
|
EDE
447
DELISTED
Empire District Electric
EDE
| $207K | 0.07% |
+7,388
| New | +$175K |
|
448
Booz Allen Hamilton
BAH
$8.7B
| $206K | 0.07% |
+6,686
| New | +$194K |
|
449
Alliant Energy
LNT
$19.4B
| $206K | 0.07% |
+6,600
| New | +$198K |
|
450
AT&T
T
$165B
| $206K | 0.07% |
+7,944
| New | +$202K |
|
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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.