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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 | |
|---|---|---|---|---|---|---|
176
Agnico Eagle Mines
AEM
$72.6B
| $426K | 0.15% |
+16,200
| New | +$442K |
|
177
Bank of America
BAC
$435B
| $424K | 0.15% |
+25,200
| New | +$426K |
|
178
Anika Therapeutics
ANIK
$199M
| $422K | 0.15% |
11,049
-7,599
| -41% | -$291K |
|
179
Precigen
PGEN
$1.93B
| $422K | 0.15% |
+14,126
| New | +$476K |
|
180
Mohawk Industries
MHK
$6.9B
| $417K | 0.15% |
2,200
-2,300
| -51% | -$441K |
|
|
CCRN
181
DELISTED
Cross Country Healthcare
CCRN
| $416K | 0.15% |
25,360
-31,305
| -55% | -$498K |
|
|
SGI
182
Somnigroup International
SGI
$15.1B
| $416K | 0.15% |
+23,600
| New | +$449K |
|
183
A.O. Smith
AOS
$8.38B
| $414K | 0.15% |
10,800
-9,400
| -47% | -$355K |
|
184
Citigroup
C
$222B
| $414K | 0.15% |
8,000
-17,455
| -69% | -$926K |
|
185
Bio-Techne
TECH
$11.2B
| $414K | 0.15% |
+18,400
| New | +$420K |
|
186
CBRE Group
CBRE
$40.8B
| $412K | 0.14% |
11,913
-5,387
| -31% | -$190K |
|
187
Eastman Chemical
EMN
$7.8B
| $412K | 0.14% |
+6,100
| New | +$427K |
|
|
TUP
188
DELISTED
Tupperware Brands Corporation
TUP
| $412K | 0.14% |
+7,400
| New | +$416K |
|
|
CHMT
189
DELISTED
Chemtura Corporation
CHMT
| $412K | 0.14% |
15,100
+7,666
| +103% | +$228K |
|
190
Intercontinental Exchange
ICE
$82.4B
| $410K | 0.14% |
+8,000
| New | +$402K |
|
|
BERY
191
DELISTED
Berry Global Group, Inc.
BERY
| $409K | 0.14% |
12,306
-21,235
| -63% | -$674K |
|
192
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $408K | 0.14% |
2,000
-8,700
| -81% | -$1.79M |
|
|
CLR
193
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $407K | 0.14% |
+17,700
| New | +$566K |
|
194
Deluxe
DLX
$1.19B
| $404K | 0.14% |
+7,400
| New | +$427K |
|
195
Bio-Rad Laboratories Class A
BIO
$8.42B
| $402K | 0.14% |
+2,900
| New | +$402K |
|
196
Tyler Technologies
TYL
$12.2B
| $401K | 0.14% |
+2,300
| New | +$398K |
|
|
MFLX
197
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $400K | 0.14% |
+19,323
| New | +$403K |
|
|
ANW
198
DELISTED
Aegean Marine Petroleum Network
ANW
| $399K | 0.14% |
+47,768
| New | +$391K |
|
199
Fortinet
FTNT
$112B
| $393K | 0.14% |
63,000
+4,000
| +7% | +$28.7K |
|
|
HPP
200
Hudson Pacific Properties
HPP
$834M
| $391K | 0.14% |
+1,986
| New | +$398K |
|
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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.