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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 | |
|---|---|---|---|---|---|---|
|
CBD
251
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $454K | 0.13% |
+36,200
| New | +$677K |
|
252
DXP Enterprises
DXPE
$2.62B
| $450K | 0.13% |
16,500
+11,200
| +211% | +$375K |
|
|
CPL
253
DELISTED
CPFL Energia S.A.
CPL
| $450K | 0.13% |
61,505
+26,755
| +77% | +$257K |
|
|
TCF
254
DELISTED
TCF Financial Corporation
TCF
| $449K | 0.13% |
+29,600
| New | +$470K |
|
255
Mondelez International
MDLZ
$77.7B
| $448K | 0.13% |
+10,700
| New | +$461K |
|
|
DNY
256
DELISTED
DONNELLEY R R & SONS CO
DNY
| $448K | 0.13% |
30,800
+12,600
| +69% | +$183K |
|
257
Palo Alto Networks
PANW
$264B
| $447K | 0.13% |
15,600
+3,600
| +30% | +$106K |
|
|
TMX
258
DELISTED
Terminix Global Holdings, Inc.
TMX
| $446K | 0.13% |
+19,857
| New | +$474K |
|
|
XXIA
259
DELISTED
Ixia
XXIA
| $445K | 0.13% |
30,700
+17,271
| +129% | +$246K |
|
|
VAR
260
DELISTED
Varian Medical Systems, Inc.
VAR
| $443K | 0.12% |
+6,842
| New | +$499K |
|
|
DISH
261
DELISTED
DISH Network Corp.
DISH
| $443K | 0.12% |
7,600
-16,990
| -69% | -$1.08M |
|
262
Apple Hospitality REIT
APLE
$3.96B
| $442K | 0.12% |
+23,787
| New | +$435K |
|
|
FINL
263
DELISTED
Finish Line
FINL
| $442K | 0.12% |
+22,900
| New | +$606K |
|
|
MHFI
264
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $441K | 0.12% |
+5,100
| New | +$502K |
|
265
Ternium
TX
$9.29B
| $440K | 0.12% |
+35,800
| New | +$526K |
|
266
Yum! Brands
YUM
$41B
| $440K | 0.12% |
7,651
-2,364
| -24% | -$143K |
|
267
JPMorgan Chase
JPM
$939B
| $439K | 0.12% |
+7,205
| New | +$472K |
|
268
Orthofix Medical
OFIX
$455M
| $437K | 0.12% |
+12,934
| New | +$460K |
|
269
Kforce
KFRC
$983M
| $436K | 0.12% |
16,574
-1,226
| -7% | -$31.3K |
|
270
Lesaka Technologies
LSAK
$388M
| $434K | 0.12% |
25,917
-21,283
| -45% | -$404K |
|
271
Dollar Tree
DLTR
$23.1B
| $433K | 0.12% |
+6,500
| New | +$488K |
|
272
Genpact
G
$5.3B
| $432K | 0.12% |
+18,300
| New | +$411K |
|
|
SPTN
273
DELISTED
SpartanNash
SPTN
| $432K | 0.12% |
16,700
+3,100
| +23% | +$93.8K |
|
274
Cohen & Steers
CNS
$4.18B
| $431K | 0.12% |
+15,700
| New | +$483K |
|
275
Strategic Education
STRA
$1.71B
| $430K | 0.12% |
7,818
-5,482
| -41% | -$281K |
|
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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.