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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 | |
|---|---|---|---|---|---|---|
|
THS
51
DELISTED
Treehouse Foods
THS
| $690K | 0.24% |
+8,800
| New | +$734K |
|
52
Natural Health Trends
NHTC
$15.4M
| $685K | 0.24% |
+20,419
| New | +$899K |
|
53
Darden Restaurants
DRI
$22.5B
| $675K | 0.24% |
+10,600
| New | +$616K |
|
|
YELL
54
DELISTED
Yellow Corporation Common Stock
YELL
| $675K | 0.24% |
47,616
-45,475
| -49% | -$714K |
|
55
Landstar System
LSTR
$6.8B
| $674K | 0.24% |
11,500
+5,800
| +102% | +$357K |
|
56
GameStop
GME
$9.5B
| $670K | 0.24% |
+95,600
| New | +$923K |
|
57
Tower Semiconductor
TSEM
$26.4B
| $670K | 0.24% |
47,628
-31,201
| -40% | -$451K |
|
58
Barnes & Noble Education
BNED
$412M
| $663K | 0.23% |
+666
| New | +$836K |
|
|
CALD
59
DELISTED
Callidus Software, Inc.
CALD
| $661K | 0.23% |
+35,600
| New | +$673K |
|
|
MGLN
60
DELISTED
Magellan Health Services, Inc.
MGLN
| $660K | 0.23% |
10,700
+4,181
| +64% | +$224K |
|
61
EOG Resources
EOG
$78B
| $658K | 0.23% |
+9,300
| New | +$755K |
|
|
CALY
62
Callaway Golf Company
CALY
$3.26B
| $657K | 0.23% |
69,700
+21,300
| +44% | +$205K |
|
|
CPN
63
DELISTED
Calpine Corporation
CPN
| $649K | 0.23% |
+44,824
| New | +$656K |
|
64
Eagle Materials
EXP
$6.6B
| $635K | 0.22% |
10,500
+4,417
| +73% | +$294K |
|
65
New Oriental
EDU
$7.84B
| $631K | 0.22% |
+20,100
| New | +$566K |
|
66
AXIS Capital
AXS
$8.59B
| $630K | 0.22% |
11,200
+7,000
| +167% | +$386K |
|
67
Euronet Worldwide
EEFT
$3.02B
| $625K | 0.22% |
8,623
+5,631
| +188% | +$431K |
|
68
OneMain Financial
OMF
$6.9B
| $619K | 0.22% |
14,900
+10,000
| +204% | +$459K |
|
69
Photronics
PLAB
$1.79B
| $619K | 0.22% |
49,727
+17,321
| +53% | +$186K |
|
70
Palo Alto Networks
PANW
$264B
| $616K | 0.22% |
21,000
+5,400
| +35% | +$156K |
|
|
MLNX
71
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $615K | 0.22% |
14,600
-2,922
| -17% | -$130K |
|
72
Altisource Portfolio Solutions
ASPS
$65.4M
| $612K | 0.22% |
2,752
-1,631
| -37% | -$363K |
|
73
Howard Hughes
HHH
$3.93B
| $611K | 0.21% |
+5,665
| New | +$652K |
|
74
Flowers Foods
FLO
$1.64B
| $610K | 0.21% |
+28,400
| New | +$692K |
|
|
SF
75
Stifel
SF
$12.3B
| $610K | 0.21% |
+32,400
| New | +$630K |
|
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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.