We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
LTC
351
LTC Properties
LTC
$2.16B
| $358K | 0.1% |
+8,400
| New | +$356K |
|
352
Benchmark Electronics
BHE
$2.91B
| $355K | 0.1% |
+16,300
| New | +$348K |
|
353
Addus HomeCare
ADUS
$2.14B
| $352K | 0.1% |
+11,300
| New | +$331K |
|
354
FirstEnergy
FE
$28.9B
| $351K | 0.1% |
+11,200
| New | +$366K |
|
355
AerCap
AER
$23.9B
| $349K | 0.1% |
9,134
-7,873
| -46% | -$348K |
|
|
FLG
356
Flagstar Bank National Association
FLG
$5.77B
| $349K | 0.1% |
+6,433
| New | +$349K |
|
357
SunCoke Energy
SXC
$757M
| $348K | 0.1% |
+44,738
| New | +$499K |
|
|
DMC
358
Del Monte Corp
DMC
$1.35B
| $347K | 0.1% |
+8,786
| New | +$342K |
|
359
Quanex
NX
$854M
| $345K | 0.1% |
18,990
-3,007
| -14% | -$59K |
|
360
United Airlines
UAL
$38.4B
| $345K | 0.1% |
6,500
-14,800
| -69% | -$835K |
|
|
RTEC
361
DELISTED
Rudolph Technologies Inc
RTEC
| $345K | 0.1% |
+27,742
| New | +$341K |
|
|
AEPI
362
DELISTED
AEP Industries Inc
AEPI
| $344K | 0.1% |
+6,000
| New | +$339K |
|
|
OPLN
363
Openlane
OPLN
$4.17B
| $342K | 0.1% |
25,450
+9,070
| +55% | +$129K |
|
364
Methode Electronics
MEI
$543M
| $342K | 0.1% |
+10,710
| New | +$302K |
|
365
Vera Bradley
VRA
$105M
| $342K | 0.1% |
+27,117
| New | +$315K |
|
366
Mercer International
MERC
$44.9M
| $340K | 0.1% |
33,922
+21,822
| +180% | +$257K |
|
|
RTN
367
DELISTED
Raytheon Company
RTN
| $339K | 0.1% |
+3,100
| New | +$324K |
|
|
TEN
368
Tsakos Energy Navigation Ltd
TEN
$1.19B
| $337K | 0.09% |
8,299
+387
| +5% | +$16.6K |
|
|
CHUY
369
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $334K | 0.09% |
+11,754
| New | +$349K |
|
370
Criteo
CRTO
$1.03B
| $330K | 0.09% |
8,800
-23,500
| -73% | -$1.07M |
|
371
Rockwell Medical
RMTI
$26.2M
| $330K | 0.09% |
+389
| New | +$564K |
|
372
Everest Group
EG
$15.2B
| $329K | 0.09% |
1,900
-1,600
| -46% | -$289K |
|
|
TARO
373
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $329K | 0.09% |
+2,300
| New | +$322K |
|
|
SC
374
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $329K | 0.09% |
+16,118
| New | +$371K |
|
375
Cincinnati Financial
CINF
$28.3B
| $328K | 0.09% |
+6,100
| New | +$328K |
|
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.