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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 | |
|---|---|---|---|---|---|---|
501
Kulicke & Soffa
KLIC
$5.3B
| $158K | 0.06% |
+13,578
| New | +$148K |
|
502
RPC Inc
RES
$1.24B
| $157K | 0.06% |
+13,100
| New | +$157K |
|
|
JCP
503
DELISTED
J.C. Penney Company, Inc.
JCP
| $157K | 0.06% |
23,500
+9,823
| +72% | +$82K |
|
|
TWO
504
Two Harbors Investment
TWO
$1.27B
| $152K | 0.05% |
+2,350
| New | +$160K |
|
505
Beazer Homes USA
BZH
$907M
| $149K | 0.05% |
+13,000
| New | +$178K |
|
|
MGI
506
DELISTED
MoneyGram International, Inc. New
MGI
| $149K | 0.05% |
23,832
-25,136
| -51% | -$218K |
|
507
MBIA
MBI
$288M
| $146K | 0.05% |
22,600
-44,921
| -67% | -$305K |
|
|
HMSY
508
DELISTED
HMS Holdings Corp.
HMSY
| $146K | 0.05% |
11,800
+1,372
| +13% | +$15.6K |
|
|
P
509
DELISTED
Pandora Media Inc
P
| $146K | 0.05% |
+10,900
| New | +$162K |
|
510
Cytokinetics
CYTK
$11B
| $142K | 0.05% |
+13,600
| New | +$133K |
|
|
FRM
511
DELISTED
FURMANITE CORPORATION COM
FRM
| $140K | 0.05% |
+21,024
| New | +$151K |
|
|
BZUN
512
Baozun
BZUN
$144M
| $138K | 0.05% |
+16,800
| New | +$123K |
|
|
MITL
513
DELISTED
Mitel Networks Corporation
MITL
| $138K | 0.05% |
+17,902
| New | +$143K |
|
|
SAFE
514
Safehold
SAFE
$1.19B
| $137K | 0.05% |
+2,404
| New | +$147K |
|
515
Forestar Group
FOR
$1.44B
| $135K | 0.05% |
+12,310
| New | +$161K |
|
|
WPX
516
DELISTED
WPX Energy, Inc.
WPX
| $133K | 0.05% |
23,100
-31,723
| -58% | -$236K |
|
517
TETRA Technologies
TTI
$1.23B
| $132K | 0.05% |
+17,500
| New | +$136K |
|
518
Marvell Technology
MRVL
$174B
| $131K | 0.05% |
+14,819
| New | +$131K |
|
519
Ribbon Communications
RBBN
$354M
| $131K | 0.05% |
18,400
-50,702
| -73% | -$340K |
|
520
TherapeuticsMD
TXMD
$23.8M
| $131K | 0.05% |
+252
| New | +$93K |
|
|
RGLS
521
DELISTED
Regulus Therapeutics
RGLS
| $130K | 0.05% |
+124
| New | +$124K |
|
|
ZIXI
522
DELISTED
Zix Corporation
ZIXI
| $129K | 0.05% |
+25,300
| New | +$130K |
|
523
Mercer International
MERC
$44.9M
| $128K | 0.05% |
14,159
-19,763
| -58% | -$202K |
|
|
CPL
524
DELISTED
CPFL Energia S.A.
CPL
| $127K | 0.04% |
17,529
-43,976
| -71% | -$347K |
|
|
PDLI
525
DELISTED
PDL BioPharma, Inc.
PDLI
| $127K | 0.04% |
36,000
+6,400
| +22% | +$26.8K |
|
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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.