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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 | |
|---|---|---|---|---|---|---|
|
JWN
301
DELISTED
Nordstrom
JWN
| $402K | 0.11% |
+5,600
| New | +$422K |
|
302
Boston Beer
SAM
$1.88B
| $400K | 0.11% |
+1,900
| New | +$420K |
|
303
Essential Utilities
WTRG
$11.2B
| $400K | 0.11% |
15,129
+4,329
| +40% | +$111K |
|
304
Capital One
COF
$124B
| $399K | 0.11% |
+5,500
| New | +$442K |
|
305
Mativ Holdings
MATV
$448M
| $399K | 0.11% |
+11,600
| New | +$423K |
|
|
SONC
306
DELISTED
Sonic Corp
SONC
| $397K | 0.11% |
+17,300
| New | +$479K |
|
307
Target
TGT
$62.1B
| $396K | 0.11% |
5,040
-4,360
| -46% | -$348K |
|
308
Ribbon Communications
RBBN
$354M
| $395K | 0.11% |
+69,102
| New | +$466K |
|
309
Wendy's
WEN
$1.33B
| $395K | 0.11% |
+45,700
| New | +$443K |
|
|
MGI
310
DELISTED
MoneyGram International, Inc. New
MGI
| $393K | 0.11% |
48,968
-1,682
| -3% | -$14.9K |
|
|
DF
311
DELISTED
Dean Foods Company
DF
| $393K | 0.11% |
23,800
-20,573
| -46% | -$352K |
|
|
JOY
312
DELISTED
Joy Global Inc
JOY
| $393K | 0.11% |
+26,300
| New | +$638K |
|
313
Baxter International
BAX
$11.6B
| $392K | 0.11% |
+11,927
| New | +$451K |
|
314
Caesarstone
CSTE
$72.3M
| $392K | 0.11% |
+12,884
| New | +$673K |
|
315
Ionis Pharmaceuticals
IONS
$9.35B
| $392K | 0.11% |
+9,700
| New | +$502K |
|
316
Trex
TREX
$4.51B
| $392K | 0.11% |
+47,036
| New | +$483K |
|
|
NILE
317
DELISTED
Blue Nile, Inc.
NILE
| $392K | 0.11% |
+11,685
| New | +$380K |
|
318
American Airlines Group
AAL
$9.58B
| $388K | 0.11% |
+10,002
| New | +$411K |
|
319
Hexcel
HXL
$8.32B
| $388K | 0.11% |
+8,652
| New | +$427K |
|
320
Jones Lang LaSalle
JLL
$15.1B
| $388K | 0.11% |
+2,700
| New | +$441K |
|
321
Toro Company
TTC
$8.93B
| $388K | 0.11% |
+11,000
| New | +$382K |
|
322
Whirlpool
WHR
$2.42B
| $388K | 0.11% |
+2,633
| New | +$446K |
|
323
Arista Networks
ANET
$219B
| $385K | 0.11% |
100,800
-12,800
| -11% | -$61K |
|
324
AvalonBay Communities
AVB
$27.1B
| $385K | 0.11% |
2,200
+887
| +68% | +$150K |
|
325
RLJ Lodging Trust
RLJ
$1.87B
| $384K | 0.11% |
+15,200
| New | +$438K |
|
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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.