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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 | |
|---|---|---|---|---|---|---|
476
GoDaddy
GDDY
$12.3B
| $257K | 0.07% |
+10,200
| New | +$267K |
|
|
ISLE
477
DELISTED
Isle of Capri Casinos Inc
ISLE
| $257K | 0.07% |
14,735
-3,865
| -21% | -$71.6K |
|
|
SSNI
478
DELISTED
Silver Spring Networks, Inc.
SSNI
| $256K | 0.07% |
19,893
-20,413
| -51% | -$250K |
|
479
Avery Dennison
AVY
$12.3B
| $255K | 0.07% |
+4,500
| New | +$272K |
|
|
PPLI
480
People Inc
PPLI
$3.1B
| $255K | 0.07% |
+21,822
| New | +$290K |
|
481
CarMax
KMX
$8.27B
| $255K | 0.07% |
4,300
-14,500
| -77% | -$908K |
|
482
Alaska Air
ALK
$5.15B
| $254K | 0.07% |
+3,200
| New | +$244K |
|
|
CSR
483
Centerspace
CSR
$936M
| $254K | 0.07% |
3,280
-620
| -16% | -$44.3K |
|
|
ZAGG
484
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $254K | 0.07% |
37,349
-2,283
| -6% | -$17.2K |
|
485
AGCO
AGCO
$8.78B
| $253K | 0.07% |
+5,432
| New | +$278K |
|
486
PENN Entertainment
PENN
$2.74B
| $253K | 0.07% |
+15,100
| New | +$276K |
|
487
TTEC Holdings
TTEC
$103M
| $252K | 0.07% |
+9,416
| New | +$257K |
|
488
Paylocity
PCTY
$6.71B
| $251K | 0.07% |
+8,360
| New | +$284K |
|
489
Host Hotels & Resorts
HST
$16.8B
| $250K | 0.07% |
15,800
+5,100
| +48% | +$95.5K |
|
490
Cadence Design Systems
CDNS
$90B
| $248K | 0.07% |
12,000
-3,424
| -22% | -$69.8K |
|
491
Pegasystems
PEGA
$4.41B
| $248K | 0.07% |
+20,144
| New | +$249K |
|
492
CubeSmart
CUBE
$9.53B
| $245K | 0.07% |
+9,000
| New | +$230K |
|
493
Bristow Group
VTOL
$1.35B
| $245K | 0.07% |
+8,188
| New | +$283K |
|
|
NSR
494
DELISTED
Neustar Inc
NSR
| $245K | 0.07% |
+9,000
| New | +$255K |
|
|
GCAP
495
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $244K | 0.07% |
+33,493
| New | +$261K |
|
|
LHO
496
DELISTED
LaSalle Hotel Properties
LHO
| $244K | 0.07% |
+8,600
| New | +$283K |
|
497
NNN REIT
NNN
$9.39B
| $243K | 0.07% |
+6,700
| New | +$243K |
|
498
Liquidity Services
LQDT
$1.17B
| $242K | 0.07% |
32,713
+19,720
| +152% | +$164K |
|
|
RLYP
499
DELISTED
RELYPSA INC COM
RLYP
| $241K | 0.07% |
+13,000
| New | +$357K |
|
|
ALEX
500
DELISTED
Alexander & Baldwin
ALEX
| $240K | 0.07% |
7,000
+700
| +11% | +$25.6K |
|
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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.