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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 | |
|---|---|---|---|---|---|---|
|
TEN
276
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $430K | 0.12% |
9,600
+3,109
| +48% | +$152K |
|
|
STJ
277
DELISTED
St Jude Medical
STJ
| $429K | 0.12% |
6,800
-2,521
| -27% | -$180K |
|
278
Jacobs Solutions
J
$15.9B
| $427K | 0.12% |
+13,782
| New | +$461K |
|
|
SPN
279
DELISTED
Superior Energy Services, Inc.
SPN
| $424K | 0.12% |
+3,360
| New | +$549K |
|
280
American Eagle Outfitters
AEO
$2.85B
| $422K | 0.12% |
27,000
-81,317
| -75% | -$1.39M |
|
281
Matrix Service
MTRX
$347M
| $421K | 0.12% |
18,749
-817
| -4% | -$16.5K |
|
|
XL
282
DELISTED
XL Group Ltd.
XL
| $421K | 0.12% |
+11,600
| New | +$439K |
|
283
Korea Electric Power
KEP
$15.5B
| $418K | 0.12% |
20,400
+9,500
| +87% | +$198K |
|
284
Eagle Materials
EXP
$6.6B
| $416K | 0.12% |
+6,083
| New | +$475K |
|
|
SCHW
285
Charles Schwab
SCHW
$177B
| $416K | 0.12% |
+14,565
| New | +$467K |
|
|
XLNX
286
DELISTED
Xilinx Inc
XLNX
| $416K | 0.12% |
9,800
-800
| -8% | -$33.7K |
|
287
Sanmina
SANM
$11.2B
| $413K | 0.12% |
19,335
-20,165
| -51% | -$407K |
|
288
Delta Air Lines
DAL
$55.9B
| $412K | 0.12% |
+9,174
| New | +$412K |
|
289
DexCom
DXCM
$27.6B
| $412K | 0.12% |
+19,200
| New | +$428K |
|
|
NMBL
290
DELISTED
Nimble Storage, Inc.
NMBL
| $412K | 0.12% |
+17,093
| New | +$446K |
|
291
APA Corp
APA
$12.8B
| $411K | 0.12% |
+10,500
| New | +$478K |
|
292
MBIA
MBI
$288M
| $411K | 0.12% |
+67,521
| New | +$434K |
|
293
Eversource Energy
ES
$28.2B
| $410K | 0.12% |
+8,100
| New | +$390K |
|
294
LKQ Corp
LKQ
$6.58B
| $408K | 0.11% |
+14,400
| New | +$439K |
|
|
VXX
295
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $408K | 0.11% |
994
+113
| +13% | +$37.6K |
|
|
WMC
296
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $406K | 0.11% |
3,217
+1,627
| +102% | +$222K |
|
|
CALY
297
Callaway Golf Company
CALY
$3.26B
| $404K | 0.11% |
+48,400
| New | +$424K |
|
|
ISBC
298
DELISTED
Investors Bancorp, Inc.
ISBC
| $404K | 0.11% |
+32,700
| New | +$397K |
|
299
Comscore
SCOR
$110M
| $403K | 0.11% |
+436
| New | +$472K |
|
|
AFSI
300
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $403K | 0.11% |
+12,800
| New | +$406K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.