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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 | |
|---|---|---|---|---|---|---|
326
Danaher
DHR
$135B
| $383K | 0.11% |
+6,695
| New | +$396K |
|
|
MDSO
327
DELISTED
Medidata Solutions, Inc.
MDSO
| $380K | 0.11% |
+9,015
| New | +$458K |
|
328
Arrow Electronics
ARW
$10.9B
| $376K | 0.11% |
6,800
-800
| -11% | -$44.4K |
|
|
TSL
329
DELISTED
Trina Solar Limited
TSL
| $376K | 0.11% |
41,900
+28,100
| +204% | +$265K |
|
|
CZR
330
DELISTED
Caesars Entertainment Corporation
CZR
| $376K | 0.11% |
63,900
-53,400
| -46% | -$394K |
|
331
Eaton
ETN
$157B
| $374K | 0.11% |
+7,300
| New | +$431K |
|
332
ServiceNow
NOW
$102B
| $373K | 0.11% |
+26,820
| New | +$401K |
|
|
EMWP
333
DELISTED
Eros Media World PLC
EMWP
| $373K | 0.11% |
686
-219
| -24% | -$140K |
|
|
BCR
334
DELISTED
CR Bard Inc.
BCR
| $373K | 0.11% |
+2,000
| New | +$379K |
|
335
Teradyne
TER
$54.8B
| $371K | 0.1% |
+20,600
| New | +$380K |
|
336
Interface
TILE
$1.91B
| $370K | 0.1% |
+16,500
| New | +$406K |
|
337
Oceaneering
OII
$5.25B
| $369K | 0.1% |
+9,392
| New | +$389K |
|
338
Starbucks
SBUX
$118B
| $369K | 0.1% |
6,500
+2,700
| +71% | +$151K |
|
339
Coca-Cola Femsa
KOF
$21.6B
| $368K | 0.1% |
5,300
-4,800
| -48% | -$352K |
|
340
Voya Financial
VOYA
$8.94B
| $368K | 0.1% |
+9,500
| New | +$418K |
|
|
RICE
341
DELISTED
Rice Energy Inc.
RICE
| $368K | 0.1% |
+22,800
| New | +$436K |
|
342
Crocs
CROX
$6.69B
| $363K | 0.1% |
+28,114
| New | +$408K |
|
|
WPX
343
DELISTED
WPX Energy, Inc.
WPX
| $363K | 0.1% |
+54,823
| New | +$459K |
|
|
STI
344
DELISTED
SunTrust Banks, Inc.
STI
| $363K | 0.1% |
+9,500
| New | +$398K |
|
345
Landstar System
LSTR
$6.8B
| $362K | 0.1% |
5,700
-7,709
| -57% | -$525K |
|
346
Oil States International
OIS
$522M
| $362K | 0.1% |
13,851
-40,738
| -75% | -$1.21M |
|
|
USG
347
DELISTED
Usg
USG
| $362K | 0.1% |
+13,600
| New | +$399K |
|
348
Allstate
ALL
$66.9B
| $361K | 0.1% |
+6,200
| New | +$388K |
|
|
MGLN
349
DELISTED
Magellan Health Services, Inc.
MGLN
| $361K | 0.1% |
+6,519
| New | +$394K |
|
350
Gentex
GNTX
$4.88B
| $358K | 0.1% |
23,100
+8,900
| +63% | +$141K |
|
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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.