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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
-8.57%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$355M
AUM Growth
-$54M
(-13%)
Cap. Flow
-$15.8M
Cap. Flow
% of AUM
-4.46%
Top 10 Holdings %
Top 10 Hldgs %
10.56%
Holding
1,084
New
421
Increased
124
Reduced
129
Closed
408
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Ciena
CIEN
|
+$2.54M |
| 2 |
DigitalBridge
DBRG
|
+$2.43M |
| 3 |
Marriott International
MAR
|
+$2.23M |
| 4 |
ETFC
E*Trade Financial Corporation
ETFC
|
+$2.15M |
| 5 |
Centene
CNC
|
+$2.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
EFC
Ellington Financial
EFC
|
+$19.5M |
| 2 |
Bath & Body Works
BBWI
|
+$2.39M |
| 3 |
Universal Corp
UVV
|
+$2.25M |
| 4 |
Century Aluminum
CENX
|
+$2.21M |
| 5 |
IDTI
Integrated Device Technology I
IDTI
|
+$2.14M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.96% |
| 2 | Technology | 14.59% |
| 3 | Industrials | 13.02% |
| 4 | Financials | 11.06% |
| 5 | Real Estate | 9.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
ArcBest
ARCB
$3.44B
| $500K | 0.14% |
+19,391
| New | +$584K |
|
227
PPG Industries
PPG
$25.9B
| $500K | 0.14% |
+5,700
| New | +$580K |
|
228
Vulcan Materials
VMC
$36.3B
| $500K | 0.14% |
5,600
-10,500
| -65% | -$978K |
|
229
CMS Energy
CMS
$23.1B
| $494K | 0.14% |
14,000
-4,700
| -25% | -$159K |
|
|
PARA
230
DELISTED
Paramount Global Class B
PARA
| $491K | 0.14% |
+12,314
| New | +$597K |
|
231
Avnet
AVT
$7.33B
| $482K | 0.14% |
11,300
-1,800
| -14% | -$74.9K |
|
232
Culp Inc
CULP
$45M
| $479K | 0.13% |
14,940
+6,640
| +80% | +$209K |
|
|
FNFG
233
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $479K | 0.13% |
+46,900
| New | +$445K |
|
234
Citizens Financial Group
CFG
$30.4B
| $477K | 0.13% |
+19,993
| New | +$511K |
|
|
ITG
235
DELISTED
Investment Technology Group Inc
ITG
| $476K | 0.13% |
+35,714
| New | +$662K |
|
236
First Horizon
FHN
$12.1B
| $475K | 0.13% |
+33,500
| New | +$507K |
|
|
FNGN
237
DELISTED
Financial Engines, Inc.
FNGN
| $472K | 0.13% |
+16,000
| New | +$596K |
|
238
Winnebago Industries
WGO
$870M
| $471K | 0.13% |
24,600
-72,479
| -75% | -$1.53M |
|
239
T-Mobile US
TMUS
$193B
| $470K | 0.13% |
11,800
+6,500
| +123% | +$259K |
|
240
UFP Industries
UFPI
$4.97B
| $470K | 0.13% |
+24,468
| New | +$487K |
|
|
DFS
241
DELISTED
Discover Financial Services
DFS
| $468K | 0.13% |
+9,000
| New | +$494K |
|
242
Zebra Technologies
ZBRA
$12.4B
| $467K | 0.13% |
6,100
+200
| +3% | +$18.9K |
|
243
Cencora
COR
$60.3B
| $465K | 0.13% |
4,900
-195
| -4% | -$20.5K |
|
244
AbbVie
ABBV
$458B
| $464K | 0.13% |
8,535
-7,365
| -46% | -$479K |
|
245
Starwood Property Trust
STWD
$6.12B
| $464K | 0.13% |
+22,600
| New | +$489K |
|
246
Kroger
KR
$34.8B
| $458K | 0.13% |
+12,700
| New | +$471K |
|
247
Pilgrim's Pride
PPC
$6.82B
| $457K | 0.13% |
22,001
-83,499
| -79% | -$1.79M |
|
|
AEGN
248
DELISTED
Aegion Corp
AEGN
| $457K | 0.13% |
27,745
+12,246
| +79% | +$221K |
|
|
DST
249
DELISTED
DST Systems Inc.
DST
| $455K | 0.13% |
8,664
-6,006
| -41% | -$334K |
|
250
Principal Financial Group
PFG
$23.6B
| $454K | 0.13% |
9,600
+1,400
| +17% | +$72.5K |
|
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Ellington Management Group's Q3 2015 Portfolio in Review
As of Q3 2015, Ellington Management Group held 1,084 positions worth $355M, down 13% from $409M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Ellington Management Group withdrew a net $15.8M in Q3 2015, closing 408 positions and reducing 129 holdings. Its most notable exit was Bath & Body Works, an estimated $2.39M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.
Against the trend, Ellington Management Group opened a new position in Marriott International worth $2.1M.
- Ellington Management Group's largest Q3 2015 buy was Marriott International: 30,800 shares worth $2.1M.
- Ellington Management Group added most to Ciena in Q3 2015, an estimated $2.54M increase.
- Ellington Management Group's biggest Q3 2015 reduction was Ellington Financial, cutting an estimated $19.5M.
- Ellington Management Group fully exited Bath & Body Works in Q3 2015, selling an estimated $2.39M.
- Ellington Management Group's ten largest holdings make up 11% of its $355M portfolio in Q3 2015.
- Ellington Management Group opened 421 new positions and closed 408 in Q3 2015.
- Ellington Management Group's portfolio value fell 13% quarter-over-quarter to $355M.
Based on Ellington Management Group's 13F filing for Q3 2015, filed 16 Nov 2015.