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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 | |
|---|---|---|---|---|---|---|
551
Seagate
STX
$193B
| $215K | 0.06% |
+4,800
| New | +$232K |
|
552
OneMain Financial
OMF
$6.9B
| $214K | 0.06% |
4,900
-7,565
| -61% | -$355K |
|
553
Webster Financial
WBS
$12.3B
| $214K | 0.06% |
+6,000
| New | +$223K |
|
554
Petrobras
PBR
$121B
| $213K | 0.06% |
48,900
-134,800
| -73% | -$823K |
|
555
Constellation Brands
STZ
$22.2B
| $213K | 0.06% |
+1,700
| New | +$210K |
|
|
NAV
556
DELISTED
Navistar International
NAV
| $213K | 0.06% |
+16,744
| New | +$294K |
|
|
CHMT
557
DELISTED
Chemtura Corporation
CHMT
| $213K | 0.06% |
7,434
-4,171
| -36% | -$114K |
|
558
Neurocrine Biosciences
NBIX
$17.7B
| $211K | 0.06% |
+5,300
| New | +$256K |
|
|
SIX
559
DELISTED
Six Flags Entertainment Corp.
SIX
| $211K | 0.06% |
+4,600
| New | +$210K |
|
|
GHL
560
DELISTED
Greenhill & Co., Inc.
GHL
| $211K | 0.06% |
7,423
-21,477
| -74% | -$788K |
|
|
DERM
561
DELISTED
Dermira, Inc.
DERM
| $211K | 0.06% |
+9,039
| New | +$220K |
|
562
Wolverine World Wide
WWW
$1.54B
| $210K | 0.06% |
+9,693
| New | +$264K |
|
|
PTR
563
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $209K | 0.06% |
+3,000
| New | +$268K |
|
564
Equity Residential
EQR
$25.4B
| $208K | 0.06% |
2,766
-3,947
| -59% | -$290K |
|
|
ELGX
565
DELISTED
Endologix Inc
ELGX
| $208K | 0.06% |
+1,700
| New | +$231K |
|
566
BJ's Restaurants
BJRI
$1.41B
| $207K | 0.06% |
4,800
+600
| +14% | +$28.2K |
|
567
Molina Healthcare
MOH
$10.3B
| $207K | 0.06% |
3,000
-17,580
| -85% | -$1.3M |
|
|
UNVR
568
DELISTED
Univar Solutions Inc.
UNVR
| $207K | 0.06% |
+11,400
| New | +$261K |
|
|
WP
569
DELISTED
Worldpay, Inc.
WP
| $207K | 0.06% |
4,600
-1,200
| -21% | -$51.7K |
|
|
KLXI
570
DELISTED
KLX Inc.
KLXI
| $207K | 0.06% |
6,879
-5,684
| -45% | -$188K |
|
571
Accuray
ARAY
$28.4M
| $205K | 0.06% |
+40,983
| New | +$263K |
|
572
Ericsson
ERIC
$30.7B
| $205K | 0.06% |
+21,000
| New | +$212K |
|
|
MZTI
573
The Marzetti Company
MZTI
$2.94B
| $205K | 0.06% |
+2,100
| New | +$199K |
|
574
Shenandoah Telecom
SHEN
$632M
| $205K | 0.06% |
+9,600
| New | +$182K |
|
575
Brookfield
BN
$102B
| $204K | 0.06% |
+18,509
| New | +$216K |
|
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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.