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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 | |
|---|---|---|---|---|---|---|
26
Hain Celestial
HAIN
$47.8M
| $1.49M | 0.42% |
+28,900
| New | +$1.83M |
|
27
Valero Energy
VLO
$89.8B
| $1.47M | 0.41% |
24,500
+20,800
| +562% | +$1.32M |
|
28
Expeditors International
EXPD
$22.9B
| $1.46M | 0.41% |
31,000
+1,900
| +7% | +$89.8K |
|
29
Marathon Petroleum
MPC
$90.3B
| $1.46M | 0.41% |
31,400
+25,300
| +415% | +$1.3M |
|
30
Visteon
VC
$2.77B
| $1.42M | 0.4% |
13,979
+7,979
| +133% | +$803K |
|
31
Adeia
ADEA
$2.86B
| $1.41M | 0.4% |
164,052
+103,950
| +173% | +$954K |
|
32
Dave & Buster's
PLAY
$343M
| $1.38M | 0.39% |
36,500
+19,984
| +121% | +$760K |
|
33
Cracker Barrel
CBRL
$1.2B
| $1.36M | 0.38% |
9,205
+7,492
| +437% | +$1.12M |
|
|
HOUS
34
DELISTED
Anywhere Real Estate
HOUS
| $1.35M | 0.38% |
35,800
+30,806
| +617% | +$1.34M |
|
35
Cardinal Health
CAH
$53.4B
| $1.34M | 0.38% |
17,500
+12,500
| +250% | +$1.04M |
|
36
Leidos
LDOS
$14.1B
| $1.34M | 0.38% |
32,400
+21,100
| +187% | +$881K |
|
|
SDRL
37
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.33M | 0.37% |
840
+22
| +3% | +$46.9K |
|
38
Jack in the Box
JACK
$278M
| $1.31M | 0.37% |
17,000
+5,661
| +50% | +$483K |
|
|
CXO
39
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.31M | 0.37% |
+13,300
| New | +$1.39M |
|
40
Brinker International
EAT
$8.02B
| $1.3M | 0.37% |
24,600
+14,800
| +151% | +$824K |
|
41
Commercial Metals
CMC
$7.63B
| $1.27M | 0.36% |
93,700
+38,200
| +69% | +$584K |
|
|
SPR
42
DELISTED
Spirit AeroSystems
SPR
| $1.27M | 0.36% |
26,200
+700
| +3% | +$37.2K |
|
43
Citigroup
C
$222B
| $1.26M | 0.36% |
+25,455
| New | +$1.39M |
|
|
NE
44
DELISTED
Noble Corporation
NE
| $1.24M | 0.35% |
113,900
+10,100
| +10% | +$127K |
|
|
YELL
45
DELISTED
Yellow Corporation Common Stock
YELL
| $1.23M | 0.35% |
+93,091
| New | +$1.46M |
|
|
HCBK
46
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $1.22M | 0.34% |
+119,500
| New | +$1.18M |
|
47
Bloomin' Brands
BLMN
$680M
| $1.2M | 0.34% |
66,100
+44,676
| +209% | +$955K |
|
|
RGC
48
DELISTED
Regal Entertainment Group
RGC
| $1.2M | 0.34% |
+64,084
| New | +$1.24M |
|
|
ANDV
49
DELISTED
Andeavor
ANDV
| $1.2M | 0.34% |
12,300
+2,400
| +24% | +$233K |
|
50
WisdomTree
WT
$2.97B
| $1.18M | 0.33% |
73,200
-9,800
| -12% | -$206K |
|
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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.