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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 | |
|---|---|---|---|---|---|---|
526
Integer Holdings
ITGR
$3.35B
| $226K | 0.06% |
+4,386
| New | +$219K |
|
|
TLMR
527
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $226K | 0.06% |
+13,547
| New | +$225K |
|
528
MKS Inc
MKSI
$22.2B
| $225K | 0.06% |
+6,700
| New | +$233K |
|
|
LDL
529
DELISTED
Lydall, Inc.
LDL
| $225K | 0.06% |
+7,904
| New | +$226K |
|
530
Microchip Technology
MCHP
$42.8B
| $224K | 0.06% |
+10,400
| New | +$224K |
|
531
Insperity
NSP
$1.85B
| $224K | 0.06% |
+10,200
| New | +$242K |
|
|
USAK
532
DELISTED
USA Truck Inc
USAK
| $224K | 0.06% |
12,994
-6,406
| -33% | -$128K |
|
533
Essex Property Trust
ESS
$18.9B
| $223K | 0.06% |
+1,000
| New | +$221K |
|
|
BLCM
534
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
| $223K | 0.06% |
+1,538
| New | +$282K |
|
|
AXE
535
DELISTED
Anixter International Inc
AXE
| $223K | 0.06% |
+3,865
| New | +$242K |
|
536
Camden Property Trust
CPT
$11.3B
| $222K | 0.06% |
+3,000
| New | +$227K |
|
537
Euronet Worldwide
EEFT
$3.02B
| $222K | 0.06% |
2,992
-615
| -17% | -$41.1K |
|
538
EPR Properties
EPR
$4.86B
| $222K | 0.06% |
+4,300
| New | +$233K |
|
539
MillerKnoll
MLKN
$1.5B
| $222K | 0.06% |
+7,700
| New | +$217K |
|
|
BRSS
540
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $222K | 0.06% |
10,837
-206
| -2% | -$3.79K |
|
541
Halozyme
HALO
$9.72B
| $221K | 0.06% |
+16,472
| New | +$331K |
|
542
Huazhu Hotels Group
HTHT
$12.4B
| $221K | 0.06% |
+36,400
| New | +$221K |
|
543
Louisiana-Pacific
LPX
$5.2B
| $221K | 0.06% |
+15,500
| New | +$246K |
|
544
RELX
RELX
$60.1B
| $221K | 0.06% |
+12,700
| New | +$212K |
|
|
CSC
545
DELISTED
Computer Sciences
CSC
| $221K | 0.06% |
+8,543
| New | +$231K |
|
|
NSA
546
DELISTED
National Storage Affiliates Trust
NSA
| $220K | 0.06% |
+16,260
| New | +$208K |
|
547
Dominion Energy
D
$62.5B
| $218K | 0.06% |
3,100
-465
| -13% | -$32.7K |
|
|
MSCC
548
DELISTED
Microsemi Corp
MSCC
| $217K | 0.06% |
6,600
-7,700
| -54% | -$251K |
|
|
UN
549
DELISTED
Unilever NV New York Registry Shares
UN
| $217K | 0.06% |
+5,400
| New | +$227K |
|
550
Oneok
OKE
$58.7B
| $216K | 0.06% |
+6,700
| New | +$245K |
|
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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.