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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 | |
|---|---|---|---|---|---|---|
|
SNBR
26
DELISTED
Sleep Number
SNBR
| $837K | 0.29% |
+39,100
| New | +$895K |
|
27
Manhattan Associates
MANH
$8.97B
| $834K | 0.29% |
12,600
-5,200
| -29% | -$370K |
|
|
CRAY
28
DELISTED
Cray, Inc.
CRAY
| $824K | 0.29% |
+25,397
| New | +$748K |
|
|
ELNK
29
DELISTED
EarthLink Holdings Corp.
ELNK
| $823K | 0.29% |
110,800
-17,900
| -14% | -$150K |
|
30
Robert Half
RHI
$3.61B
| $820K | 0.29% |
17,400
+4,400
| +34% | +$222K |
|
|
HDS
31
DELISTED
HD Supply Holdings, Inc.
HDS
| $817K | 0.29% |
27,218
+3,018
| +12% | +$90.6K |
|
32
Advanced Energy
AEIS
$12.2B
| $813K | 0.29% |
+28,800
| New | +$820K |
|
33
Healthcare Services Group
HCSG
$1.56B
| $812K | 0.29% |
23,300
+7,000
| +43% | +$255K |
|
|
PHH
34
DELISTED
PHH Corporation
PHH
| $791K | 0.28% |
+48,806
| New | +$756K |
|
35
Patterson-UTI
PTEN
$3.87B
| $783K | 0.28% |
51,900
+41,200
| +385% | +$634K |
|
|
IDTI
36
DELISTED
Integrated Device Technology I
IDTI
| $783K | 0.28% |
29,697
-21,203
| -42% | -$543K |
|
37
Taylor Morrison
TMHC
$6.67B
| $778K | 0.27% |
+48,600
| New | +$857K |
|
|
DYN
38
DELISTED
Dynegy, Inc.
DYN
| $760K | 0.27% |
+56,700
| New | +$973K |
|
39
HCI Group
HCI
$2.28B
| $757K | 0.27% |
+21,728
| New | +$848K |
|
40
Brunswick
BC
$5.19B
| $753K | 0.26% |
14,900
-18,500
| -55% | -$954K |
|
41
Fidelity National Information Services
FIS
$21.5B
| $745K | 0.26% |
+12,300
| New | +$814K |
|
42
Dycom Industries
DY
$12.9B
| $742K | 0.26% |
+10,600
| New | +$842K |
|
43
Piper Sandler
PIPR
$5.14B
| $738K | 0.26% |
73,040
+4,836
| +7% | +$46.3K |
|
44
Sempra
SRE
$60.8B
| $724K | 0.25% |
15,400
-16,820
| -52% | -$831K |
|
|
ATW
45
DELISTED
Atwood Oceanics
ATW
| $720K | 0.25% |
+70,400
| New | +$1.08M |
|
|
NTRI
46
DELISTED
NutriSystem, Inc.
NTRI
| $710K | 0.25% |
32,800
+14
| +0% | +$330 |
|
|
INVN
47
DELISTED
Invensense Inc
INVN
| $710K | 0.25% |
69,400
+39,403
| +131% | +$437K |
|
|
WNR
48
DELISTED
Western Refining Inc
WNR
| $705K | 0.25% |
+19,800
| New | +$847K |
|
|
TIVO
49
DELISTED
Tivo Inc
TIVO
| $701K | 0.25% |
+42,100
| New | +$473K |
|
|
SPR
50
DELISTED
Spirit AeroSystems
SPR
| $696K | 0.24% |
13,900
-12,300
| -47% | -$628K |
|
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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.