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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
PG icon
451
Procter & Gamble
PG
$343B
$273K 0.08%
+3,800
New +$285K
TSS
452
DELISTED
Total System Services, Inc.
TSS
$273K 0.08%
+6,017
New +$274K
AIRM
453
DELISTED
Air Methods Corp
AIRM
$273K 0.08%
8,000
+2,850
+55% +$110K
CRS icon
454
Carpenter Technology
CRS
$30B
$272K 0.08%
+9,131
New +$333K
KSS icon
455
Kohl's
KSS
$2.03B
$269K 0.08%
+5,800
New +$326K
DLR icon
456
Digital Realty Trust
DLR
$73.7B
$268K 0.08%
+4,105
New +$268K
GRUB
457
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$268K 0.08%
+5,500
New +$320K
DNKN
458
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$265K 0.07%
+5,400
New +$280K
ESI icon
459
Element Solutions
ESI
$9.12B
$264K 0.07%
+20,845
New +$429K
SSNC icon
460
SS&C Technologies
SSNC
$17.8B
$264K 0.07%
+7,526
New +$254K
TRVN
461
DELISTED
Trevena, Inc.
TRVN
$264K 0.07%
+41
New +$202K
WW
462
DELISTED
WW International
WW
$263K 0.07%
41,200
+6,648
+19% +$35.5K
INGR icon
463
Ingredion
INGR
$6.38B
$262K 0.07%
3,000
-900
-23% -$77.2K
MAA icon
464
Mid-America Apartment Communities
MAA
$15.6B
$262K 0.07%
+3,200
New +$253K
LRCX icon
465
Lam Research
LRCX
$382B
$261K 0.07%
+40,000
New +$293K
DOOR
466
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$261K 0.07%
4,316
-2,484
-37% -$166K
IPG
467
DELISTED
Interpublic Group of Companies
IPG
$260K 0.07%
+13,600
New +$272K
VSAT icon
468
Viasat
VSAT
$9.79B
$260K 0.07%
+4,042
New +$247K
VMW
469
DELISTED
VMware, Inc
VMW
$260K 0.07%
3,300
-4,215
-56% -$350K
FDX icon
470
FedEx
FDX
$74.5B
$259K 0.07%
+1,800
New +$287K
OSUR icon
471
OraSure Technologies
OSUR
$273M
$259K 0.07%
58,435
+10,233
+21% +$53.4K
SWN
472
DELISTED
Southwestern Energy Company
SWN
$259K 0.07%
+20,400
New +$354K
BANR icon
473
Banner Corp
BANR
$2.39B
$258K 0.07%
+5,400
New +$251K
FANG icon
474
Diamondback Energy
FANG
$57.6B
$258K 0.07%
+4,000
New +$272K
FWONK icon
475
Liberty Media Series C
FWONK
$24.3B
$258K 0.07%
+10,596
New +$272K
17 18
19
20 21

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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.