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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 | |
|---|---|---|---|---|---|---|
|
QLGC
626
DELISTED
QLOGIC CORP
QLGC
| $145K | 0.04% |
14,178
-20,622
| -59% | -$217K |
|
|
EPE
627
DELISTED
EP Energy Corporation
EPE
| $144K | 0.04% |
28,012
+1,045
| +4% | +$7.9K |
|
628
AngloGold Ashanti
AU
$40.3B
| $143K | 0.04% |
+17,500
| New | +$130K |
|
629
Metallus
MTUS
$873M
| $143K | 0.04% |
+14,100
| New | +$255K |
|
|
TUES
630
DELISTED
Tuesday Morning Corp
TUES
| $143K | 0.04% |
26,479
+11,779
| +80% | +$104K |
|
631
Patterson-UTI
PTEN
$3.87B
| $141K | 0.04% |
10,700
-81,010
| -88% | -$1.28M |
|
|
HIVE
632
DELISTED
Aerohive Networks
HIVE
| $139K | 0.04% |
+23,185
| New | +$159K |
|
633
ASE Group
ASX
$80.8B
| $138K | 0.04% |
+25,200
| New | +$139K |
|
634
KeyCorp
KEY
$24.3B
| $132K | 0.04% |
+10,132
| New | +$144K |
|
635
Celldex Therapeutics
CLDX
$2.77B
| $131K | 0.04% |
+829
| New | +$235K |
|
636
Destination XL Group
DXLG
$34.7M
| $131K | 0.04% |
+22,568
| New | +$120K |
|
|
JCP
637
DELISTED
J.C. Penney Company, Inc.
JCP
| $127K | 0.04% |
+13,677
| New | +$121K |
|
|
AVP
638
DELISTED
Avon Products, Inc.
AVP
| $127K | 0.04% |
39,200
-15,963
| -29% | -$80.9K |
|
|
IL
639
DELISTED
IntraLinks Holdings Inc.
IL
| $124K | 0.03% |
15,003
-9,491
| -39% | -$101K |
|
|
ZEUS
640
DELISTED
Olympic Steel
ZEUS
| $122K | 0.03% |
12,275
-425
| -3% | -$5.38K |
|
|
GLOG
641
DELISTED
GASLOG LTD
GLOG
| $122K | 0.03% |
+12,700
| New | +$183K |
|
642
Calix
CALX
$2.27B
| $121K | 0.03% |
+15,504
| New | +$118K |
|
|
WIN
643
DELISTED
Windstream Holdings Inc
WIN
| $121K | 0.03% |
3,946
-14,716
| -79% | -$459K |
|
|
RT
644
DELISTED
Ruby Tuesday Georgia
RT
| $120K | 0.03% |
19,365
-18,729
| -49% | -$124K |
|
645
BGC Group
BGC
$5.58B
| $118K | 0.03% |
+22,237
| New | +$129K |
|
|
DENN
646
DELISTED
Denny's
DENN
| $117K | 0.03% |
10,650
-26,150
| -71% | -$305K |
|
|
GUID
647
DELISTED
Guidance Software, Inc.
GUID
| $116K | 0.03% |
19,251
+2,985
| +18% | +$24.5K |
|
648
Rocket Pharmaceuticals
RCKT
$348M
| $115K | 0.03% |
+3,050
| New | +$140K |
|
|
PGNX
649
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $115K | 0.03% |
+20,146
| New | +$155K |
|
650
Immersion
IMMR
$216M
| $114K | 0.03% |
10,164
-11,926
| -54% | -$145K |
|
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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.