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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 | |
|---|---|---|---|---|---|---|
826
Universal Insurance Holdings
UVE
$1.16B
| – | – |
-39,125
| Closed | -$1.16M |
|
827
Visa
V
$677B
| – | – |
-15,400
| Closed | -$1.07M |
|
828
Vince Holding Corp
VNCE
$76.2M
| – | – |
-4,640
| Closed | -$159K |
|
|
VRNT
829
DELISTED
Verint Systems
VRNT
| – | – |
-14,919
| Closed | -$328K |
|
830
VeriSign
VRSN
$25.3B
| – | – |
-8,500
| Closed | -$600K |
|
831
Viasat
VSAT
$9.79B
| – | – |
-4,042
| Closed | -$260K |
|
832
Bristow Group
VTOL
$1.35B
| – | – |
-8,188
| Closed | -$245K |
|
|
WBA
833
DELISTED
Walgreens Boots Alliance
WBA
| – | – |
-10,000
| Closed | -$831K |
|
834
Webster Financial
WBS
$12.3B
| – | – |
-6,000
| Closed | -$214K |
|
835
Walker & Dunlop
WD
$1.65B
| – | – |
-38,500
| Closed | -$1M |
|
836
Western Digital
WDC
$179B
| – | – |
-8,600
| Closed | -$516K |
|
837
WEC Energy
WEC
$37.7B
| – | – |
-5,400
| Closed | -$282K |
|
838
Wendy's
WEN
$1.33B
| – | – |
-45,700
| Closed | -$395K |
|
839
Winnebago Industries
WGO
$870M
| – | – |
-24,600
| Closed | -$471K |
|
840
Whirlpool
WHR
$2.42B
| – | – |
-2,633
| Closed | -$388K |
|
841
Waste Management
WM
$95.9B
| – | – |
-6,400
| Closed | -$319K |
|
842
Wabash National
WNC
$543M
| – | – |
-54,700
| Closed | -$579K |
|
843
Essential Utilities
WTRG
$11.2B
| – | – |
-15,129
| Closed | -$400K |
|
844
Wolverine World Wide
WWW
$1.54B
| – | – |
-9,693
| Closed | -$210K |
|
845
Xencor
XNCR
$1.44B
| – | – |
-16,282
| Closed | -$199K |
|
846
Yelp
YELP
$1.38B
| – | – |
-26,686
| Closed | -$578K |
|
847
Yum! Brands
YUM
$41B
| – | – |
-7,651
| Closed | -$440K |
|
848
Zimmer Biomet
ZBH
$17.7B
| – | – |
-6,497
| Closed | -$593K |
|
|
ZEUS
849
DELISTED
Olympic Steel
ZEUS
| – | – |
-12,275
| Closed | -$122K |
|
850
Metallus
MTUS
$873M
| – | – |
-14,100
| Closed | -$143K |
|
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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.