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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 | |
|---|---|---|---|---|---|---|
|
NSM
426
DELISTED
Nationstar Mortgage Holdings
NSM
| $290K | 0.08% |
+20,905
| New | +$351K |
|
|
BNFT
427
DELISTED
Benefitfocus, Inc.
BNFT
| $289K | 0.08% |
9,242
+2,604
| +39% | +$99.6K |
|
428
Bruker
BRKR
$9.2B
| $288K | 0.08% |
+17,530
| New | +$341K |
|
429
Duke Energy
DUK
$102B
| $288K | 0.08% |
+4,000
| New | +$290K |
|
430
Fossil Group
FOSL
$239M
| $288K | 0.08% |
5,160
-8,140
| -61% | -$516K |
|
|
RAS
431
DELISTED
RAIT Financial Trust
RAS
| $288K | 0.08% |
58,150
+32,543
| +127% | +$178K |
|
|
TVTY
432
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $287K | 0.08% |
+25,779
| New | +$315K |
|
|
AMTD
433
DELISTED
TD Ameritrade Holding Corp
AMTD
| $286K | 0.08% |
+8,978
| New | +$315K |
|
434
Agilent Technologies
A
$39.1B
| $285K | 0.08% |
8,300
-8,400
| -50% | -$318K |
|
435
Mettler-Toledo International
MTD
$26.8B
| $285K | 0.08% |
+1,000
| New | +$316K |
|
436
Red Robin
RRGB
$134M
| $285K | 0.08% |
3,764
+493
| +15% | +$41.5K |
|
|
SNI
437
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $285K | 0.08% |
+5,800
| New | +$335K |
|
|
FTD
438
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $283K | 0.08% |
+9,500
| New | +$280K |
|
439
WEC Energy
WEC
$37.7B
| $282K | 0.08% |
+5,400
| New | +$263K |
|
440
eHealth
EHTH
$42.5M
| $281K | 0.08% |
+21,945
| New | +$312K |
|
|
FARM
441
DELISTED
Farmer Brothers
FARM
| $281K | 0.08% |
+10,300
| New | +$244K |
|
442
Saia
SAIA
$11.3B
| $281K | 0.08% |
+9,093
| New | +$347K |
|
|
BFX
443
DELISTED
BowFlex Inc.
BFX
| $280K | 0.08% |
18,655
-20,922
| -53% | -$375K |
|
444
Novavax
NVAX
$1.23B
| $279K | 0.08% |
+1,976
| New | +$443K |
|
|
INVN
445
DELISTED
Invensense Inc
INVN
| $279K | 0.08% |
29,997
-117,705
| -80% | -$1.32M |
|
|
XEC
446
DELISTED
CIMAREX ENERGY CO
XEC
| $277K | 0.08% |
2,700
-500
| -16% | -$53.3K |
|
447
Enviri
NVRI
$621M
| $276K | 0.08% |
+30,394
| New | +$383K |
|
448
Akebia Therapeutics
AKBA
$327M
| $274K | 0.08% |
+28,397
| New | +$261K |
|
|
CKEC
449
DELISTED
Carmike Cinemas Inc
CKEC
| $274K | 0.08% |
+13,657
| New | +$329K |
|
|
TIVO
450
DELISTED
TIVO INC
TIVO
| $274K | 0.08% |
31,600
+19,902
| +170% | +$189K |
|
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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.