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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
Cap. Flow
-$15.8M
Cap. Flow %
-4.46%
Top 10 Hldgs %
10.56%
Holding
1,084
New
421
Increased
124
Reduced
129
Closed
408

Top Buys

Rank Stock Value
1
CIEN icon
Ciena
CIEN
+$2.54M
2
DBRG icon
DigitalBridge
DBRG
+$2.43M
3
MAR icon
Marriott International
MAR
+$2.23M
4
ETFC
E*Trade Financial Corporation
ETFC
+$2.15M
5
CNC icon
Centene
CNC
+$2.09M

Top Sells

Rank Stock Value
1
EFC
Ellington Financial
EFC
+$19.5M
2
BBWI icon
Bath & Body Works
BBWI
+$2.39M
3
UVV icon
Universal Corp
UVV
+$2.25M
4
CENX icon
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
VRNT
376
DELISTED
Verint Systems
VRNT
$328K 0.09%
+14,919
New +$413K
JAZZ icon
377
Jazz Pharmaceuticals
JAZZ
$15.9B
$326K 0.09%
+2,451
New +$422K
SNP
378
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$326K 0.09%
+5,300
New +$379K
EGP icon
379
EastGroup Properties
EGP
$11.5B
$325K 0.09%
+6,000
New +$338K
VA
380
DELISTED
Virgin America Inc.
VA
$325K 0.09%
+9,500
New +$310K
CAVM
381
DELISTED
Cavium, Inc.
CAVM
$325K 0.09%
+5,300
New +$353K
ODFL icon
382
Old Dominion Freight Line
ODFL
$48.5B
$323K 0.09%
+15,900
New +$361K
NMR icon
383
Nomura Holdings
NMR
$28.7B
$322K 0.09%
55,400
+1,800
+3% +$11.9K
AWI icon
384
Armstrong World Industries
AWI
$6.86B
$320K 0.09%
6,700
+1,400
+26% +$77K
DRII
385
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$320K 0.09%
13,667
+7,312
+115% +$202K
WM icon
386
Waste Management
WM
$95.9B
$319K 0.09%
+6,400
New +$319K
AGO icon
387
Assured Guaranty
AGO
$3.78B
$318K 0.09%
+12,700
New +$319K
ADI icon
388
Analog Devices
ADI
$181B
$316K 0.09%
+5,600
New +$326K
ACRE
389
Ares Commercial Real Estate
ACRE
$252M
$315K 0.09%
+26,247
New +$322K
PRGO icon
390
Perrigo
PRGO
$1.4B
$315K 0.09%
2,000
-500
-20% -$91.7K
HAS icon
391
Hasbro
HAS
$12.6B
$312K 0.09%
+4,331
New +$334K
ADPT
392
DELISTED
Adeptus Health Inc
ADPT
$312K 0.09%
+3,869
New +$399K
HIG icon
393
Hartford Financial Services
HIG
$38.5B
$311K 0.09%
6,800
-767
-10% -$35.4K
LAKE icon
394
Lakeland Industries
LAKE
$106M
$310K 0.09%
+22,300
New +$239K
ULTA icon
395
Ulta Beauty
ULTA
$20.4B
$310K 0.09%
1,900
+500
+36% +$82.3K
TNL icon
396
Travel + Leisure Co
TNL
$4.54B
$309K 0.09%
+9,525
New +$342K
LYB icon
397
LyondellBasell Industries
LYB
$19.5B
$308K 0.09%
+3,700
New +$329K
PSEC icon
398
Prospect Capital
PSEC
$1.06B
$308K 0.09%
+43,249
New +$322K
BBBY
399
DELISTED
Bed Bath & Beyond Inc
BBBY
$308K 0.09%
+5,400
New +$344K
GPC icon
400
Genuine Parts
GPC
$17.1B
$307K 0.09%
3,700
+1,200
+48% +$103K
14 15
16
17 18

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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.