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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 | |
|---|---|---|---|---|---|---|
|
WP
151
DELISTED
Worldpay, Inc.
WP
| $455K | 0.16% |
9,600
+5,000
| +109% | +$247K |
|
|
HOLX
152
DELISTED
Hologic
HOLX
| $453K | 0.16% |
+11,700
| New | +$455K |
|
|
JUNO
153
DELISTED
Juno Therapeutics, Inc.
JUNO
| $453K | 0.16% |
+10,300
| New | +$511K |
|
|
LSI
154
DELISTED
Life Storage, Inc.
LSI
| $451K | 0.16% |
+6,300
| New | +$421K |
|
|
CHS
155
DELISTED
Chicos FAS, Inc.
CHS
| $450K | 0.16% |
+42,200
| New | +$546K |
|
156
AeroVironment
AVAV
$7.57B
| $449K | 0.16% |
+15,244
| New | +$374K |
|
157
Credicorp
BAP
$30.9B
| $448K | 0.16% |
+4,600
| New | +$499K |
|
158
Newmont
NEM
$98.2B
| $448K | 0.16% |
+24,900
| New | +$458K |
|
159
ICU Medical
ICUI
$3.93B
| $446K | 0.16% |
+3,954
| New | +$437K |
|
160
United Parks & Resorts
PRKS
$2.11B
| $445K | 0.16% |
+22,600
| New | +$420K |
|
161
Adeia
ADEA
$2.86B
| $444K | 0.16% |
55,944
-108,108
| -66% | -$945K |
|
|
162
Ciena
CIEN
$55.3B
| $443K | 0.16% |
21,400
-138,412
| -87% | -$3.18M |
|
|
EXPR
163
DELISTED
Express, Inc.
EXPR
| $441K | 0.15% |
1,275
-3,926
| -75% | -$1.42M |
|
164
Cirrus Logic
CRUS
$6.74B
| $440K | 0.15% |
14,891
-42,622
| -74% | -$1.32M |
|
|
PX
165
DELISTED
Praxair Inc
PX
| $440K | 0.15% |
+4,300
| New | +$469K |
|
166
Oceaneering
OII
$5.25B
| $439K | 0.15% |
11,700
+2,308
| +25% | +$98.8K |
|
167
Babcock & Wilcox
BW
$1.43B
| $438K | 0.15% |
+2,100
| New | +$383K |
|
|
RDUS
168
DELISTED
Radius Recycling
RDUS
| $437K | 0.15% |
30,400
-27,126
| -47% | -$434K |
|
169
Timken Company
TKR
$9.82B
| $437K | 0.15% |
+15,300
| New | +$461K |
|
170
Southwest Gas
SWX
$6.74B
| $436K | 0.15% |
+7,900
| New | +$451K |
|
171
Analog Devices
ADI
$181B
| $431K | 0.15% |
7,800
+2,200
| +39% | +$129K |
|
|
TLN
172
DELISTED
Talen Energy Corporation
TLN
| $431K | 0.15% |
+69,200
| New | +$571K |
|
|
CLGX
173
DELISTED
Corelogic, Inc.
CLGX
| $430K | 0.15% |
+12,700
| New | +$475K |
|
174
JetBlue
JBLU
$1.96B
| $428K | 0.15% |
+18,900
| New | +$471K |
|
175
Rithm Capital
RITM
$5.09B
| $427K | 0.15% |
35,100
-4,890
| -12% | -$60.3K |
|
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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.