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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 | |
|---|---|---|---|---|---|---|
|
DRII
76
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $602K | 0.21% |
23,611
+9,944
| +73% | +$261K |
|
77
Gentex
GNTX
$4.88B
| $599K | 0.21% |
37,400
+14,300
| +62% | +$231K |
|
|
JOY
78
DELISTED
Joy Global Inc
JOY
| $597K | 0.21% |
47,349
+21,049
| +80% | +$318K |
|
79
Evercore
EVR
$13.1B
| $595K | 0.21% |
11,000
-10,850
| -50% | -$586K |
|
80
Alaunos Therapeutics
TCRT
$4.74M
| $593K | 0.21% |
+476
| New | +$787K |
|
|
HOUS
81
DELISTED
Anywhere Real Estate
HOUS
| $590K | 0.21% |
16,100
-19,700
| -55% | -$778K |
|
82
KT
KT
$8.84B
| $586K | 0.21% |
49,200
+1,100
| +2% | +$14.1K |
|
83
Bunge Global
BG
$23.6B
| $582K | 0.2% |
+8,521
| New | +$600K |
|
84
Akebia Therapeutics
AKBA
$327M
| $580K | 0.2% |
44,906
+16,509
| +58% | +$168K |
|
85
LGI Homes
LGIH
$1.4B
| $580K | 0.2% |
23,857
+4,697
| +25% | +$137K |
|
|
FRED
86
DELISTED
Fred's Inc
FRED
| $577K | 0.2% |
+35,223
| New | +$515K |
|
|
AEGR
87
DELISTED
Aegerion Pharmaceuticals
AEGR
| $577K | 0.2% |
+57,141
| New | +$688K |
|
|
KCG
88
DELISTED
KCG Holdings, Inc.
KCG
| $575K | 0.2% |
+46,700
| New | +$582K |
|
89
TechnipFMC
FTI
$30.6B
| $574K | 0.2% |
+26,611
| New | +$643K |
|
90
Herbalife
HLF
$1.23B
| $568K | 0.2% |
21,200
-39,396
| -65% | -$1.09M |
|
91
United Airlines
UAL
$38.4B
| $567K | 0.2% |
9,900
+3,400
| +52% | +$196K |
|
92
Valero Energy
VLO
$89.8B
| $566K | 0.2% |
8,000
-16,500
| -67% | -$1.12M |
|
93
AAR Corp
AIR
$5.15B
| $562K | 0.2% |
+21,373
| New | +$499K |
|
94
Jones Lang LaSalle
JLL
$15.1B
| $560K | 0.2% |
3,500
+800
| +30% | +$127K |
|
95
Insperity
NSP
$1.85B
| $554K | 0.19% |
23,000
+12,800
| +125% | +$290K |
|
96
Global Payments
GPN
$22.1B
| $553K | 0.19% |
8,567
-4,033
| -32% | -$272K |
|
|
WDR
97
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $545K | 0.19% |
+19,000
| New | +$653K |
|
98
FreightCar America
RAIL
$275M
| $543K | 0.19% |
+27,926
| New | +$587K |
|
99
Textron
TXT
$16.6B
| $542K | 0.19% |
12,900
-2,900
| -18% | -$120K |
|
100
OraSure Technologies
OSUR
$273M
| $541K | 0.19% |
84,000
+25,565
| +44% | +$146K |
|
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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.