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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 | |
|---|---|---|---|---|---|---|
501
Aramark
ARMK
$15B
| $240K | 0.07% |
+11,212
| New | +$256K |
|
502
Century Communities
CCS
$2B
| $240K | 0.07% |
+12,100
| New | +$253K |
|
503
First Solar
FSLR
$21.8B
| $239K | 0.07% |
+5,600
| New | +$259K |
|
|
CA
504
DELISTED
CA, Inc.
CA
| $239K | 0.07% |
+8,769
| New | +$251K |
|
505
C.H. Robinson
CHRW
$22B
| $238K | 0.07% |
+3,512
| New | +$236K |
|
506
General Dynamics
GD
$105B
| $238K | 0.07% |
1,724
+24
| +1% | +$3.47K |
|
|
FTR
507
DELISTED
Frontier Communications Corp.
FTR
| $238K | 0.07% |
+3,340
| New | +$253K |
|
508
DuPont de Nemours
DD
$18.6B
| $237K | 0.07% |
2,206
-1,466
| -40% | -$170K |
|
509
Tyson Foods
TSN
$20.2B
| $237K | 0.07% |
+5,500
| New | +$234K |
|
510
Pan American Silver
PAAS
$18.6B
| $236K | 0.07% |
+37,117
| New | +$254K |
|
|
CTLT
511
DELISTED
CATALENT, INC.
CTLT
| $236K | 0.07% |
+9,723
| New | +$295K |
|
|
Y
512
DELISTED
Alleghany Corp
Y
| $234K | 0.07% |
+500
| New | +$241K |
|
513
Skywest
SKYW
$4.11B
| $233K | 0.07% |
+13,942
| New | +$224K |
|
514
Gibraltar Industries
ROCK
$1.34B
| $232K | 0.07% |
+12,626
| New | +$231K |
|
|
TYC
515
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $231K | 0.07% |
+6,589
| New | +$254K |
|
516
Alexandria Real Estate Equities
ARE
$8.88B
| $229K | 0.06% |
+2,700
| New | +$243K |
|
|
BEAT
517
DELISTED
BioTelemetry, Inc.
BEAT
| $229K | 0.06% |
18,716
-3,190
| -15% | -$40.7K |
|
|
ANK
518
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $229K | 0.06% |
+3,100
| New | +$229K |
|
519
YPF
YPF
$20.2B
| $228K | 0.06% |
+15,000
| New | +$336K |
|
|
CSOD
520
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $228K | 0.06% |
+6,900
| New | +$252K |
|
|
BNY
521
Bank of New York Mellon
BNY
$108B
| $227K | 0.06% |
5,800
-10,100
| -64% | -$420K |
|
522
Stellantis
STLA
$16.5B
| $227K | 0.06% |
26,380
+1,075
| +4% | +$10.3K |
|
|
CELG
523
DELISTED
Celgene Corp
CELG
| $227K | 0.06% |
+2,100
| New | +$261K |
|
524
Accenture
ACN
$89.9B
| $226K | 0.06% |
+2,300
| New | +$228K |
|
525
AXIS Capital
AXS
$8.59B
| $226K | 0.06% |
+4,200
| New | +$233K |
|
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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.