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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 | |
|---|---|---|---|---|---|---|
401
SFL Corp
SFL
$1.59B
| $307K | 0.09% |
18,882
-291
| -2% | -$4.75K |
|
|
LLTC
402
DELISTED
Linear Technology Corp
LLTC
| $307K | 0.09% |
7,600
-26,400
| -78% | -$1.08M |
|
|
VTAE
403
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
| $307K | 0.09% |
+27,911
| New | +$297K |
|
404
Aflac
AFL
$63.9B
| $305K | 0.09% |
+10,480
| New | +$317K |
|
|
RJET
405
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $304K | 0.09% |
+52,600
| New | +$268K |
|
406
Archer Daniels Midland
ADM
$41.4B
| $303K | 0.09% |
7,300
-12,200
| -63% | -$557K |
|
407
Annaly Capital Management
NLY
$16.9B
| $303K | 0.09% |
+7,675
| New | +$307K |
|
408
ING
ING
$93.8B
| $302K | 0.09% |
21,400
-3,500
| -14% | -$55.1K |
|
409
Scorpio Tankers
STNG
$3.96B
| $302K | 0.09% |
3,296
+2,225
| +208% | +$223K |
|
410
Diodes
DIOD
$4B
| $300K | 0.08% |
+14,034
| New | +$302K |
|
|
GTS
411
DELISTED
Triple-S Management Corporation
GTS
| $300K | 0.08% |
+17,710
| New | +$364K |
|
|
CIT
412
DELISTED
CIT Group Inc.
CIT
| $300K | 0.08% |
+7,500
| New | +$336K |
|
413
Greif
GEF
$4.47B
| $299K | 0.08% |
+9,370
| New | +$305K |
|
414
Rambus
RMBS
$10.4B
| $299K | 0.08% |
+25,300
| New | +$329K |
|
415
Acuity Brands
AYI
$9.88B
| $298K | 0.08% |
+1,700
| New | +$330K |
|
416
Gilead Sciences
GILD
$161B
| $295K | 0.08% |
3,000
-6,900
| -70% | -$766K |
|
417
Lincoln National
LNC
$7.91B
| $294K | 0.08% |
6,200
-6,700
| -52% | -$359K |
|
418
Photronics
PLAB
$1.79B
| $294K | 0.08% |
32,406
-12,041
| -27% | -$106K |
|
|
TOWR
419
DELISTED
Tower International, Inc.
TOWR
| $294K | 0.08% |
+12,355
| New | +$315K |
|
|
HOT
420
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $293K | 0.08% |
+4,400
| New | +$335K |
|
421
Myriad Genetics
MYGN
$530M
| $292K | 0.08% |
+7,800
| New | +$277K |
|
|
PRE
422
DELISTED
PARTNERRE LTD
PRE
| $292K | 0.08% |
+2,100
| New | +$287K |
|
423
The GEO Group
GEO
$4.13B
| $291K | 0.08% |
14,700
+2,512
| +21% | +$55.5K |
|
424
POSCO
PKX
$15.8B
| $291K | 0.08% |
+8,300
| New | +$339K |
|
425
SBA Communications
SBAC
$18.4B
| $290K | 0.08% |
2,765
-35
| -1% | -$4.08K |
|
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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.