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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 | |
|---|---|---|---|---|---|---|
676
Alcoa
AA
$11.7B
| – | – |
-41,407
| Closed | -$1.11M |
|
|
AAT
677
American Assets Trust
AAT
$1.49B
| – | – |
-7,100
| Closed | -$278K |
|
678
Ambev
ABEV
$47.3B
| – | – |
-10,200
| Closed | -$62K |
|
679
Aecom
ACM
$9.07B
| – | – |
-14,000
| Closed | -$463K |
|
680
Autodesk
ADSK
$44.3B
| – | – |
-6,600
| Closed | -$330K |
|
681
Adtran
ADTN
$798M
| – | – |
-15,390
| Closed | -$250K |
|
682
AES
AES
$10.6B
| – | – |
-17,475
| Closed | -$232K |
|
683
Adecoagro
AGRO
$1.53B
| – | – |
-26,992
| Closed | -$249K |
|
|
AIV
684
Aimco
AIV
$380M
| – | – |
-79,572
| Closed | -$391K |
|
685
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-5,800
| Closed | -$274K |
|
686
Allegion
ALLE
$13B
| – | – |
-5,002
| Closed | -$301K |
|
687
Allison Transmission
ALSN
$10.1B
| – | – |
-8,500
| Closed | -$249K |
|
688
Alto Ingredients
ALTO
$360M
| – | – |
-18,060
| Closed | -$186K |
|
689
Ambarella
AMBA
$2.99B
| – | – |
-6,700
| Closed | -$688K |
|
690
Ametek
AME
$55.5B
| – | – |
-7,101
| Closed | -$389K |
|
691
American Homes 4 Rent
AMH
$12B
| – | – |
-11,552
| Closed | -$185K |
|
692
Ameriprise Financial
AMP
$46.8B
| – | – |
-1,700
| Closed | -$212K |
|
|
AMWD
693
DELISTED
American Woodmark
AMWD
| – | – |
-4,205
| Closed | -$231K |
|
694
Aon
AON
$77.3B
| – | – |
-5,600
| Closed | -$558K |
|
695
Artisan Partners
APAM
$2.79B
| – | – |
-15,520
| Closed | -$721K |
|
696
Antero Resources
AR
$10.9B
| – | – |
-12,700
| Closed | -$436K |
|
|
EFOR
697
Everforth Inc
EFOR
$845M
| – | – |
-30,600
| Closed | -$1.2M |
|
698
Ashland
ASH
$3.04B
| – | – |
-23,302
| Closed | -$1.39M |
|
699
Anterix
ATEX
$1.83B
| – | – |
-8,982
| Closed | -$378K |
|
700
Autohome
ATHM
$2.43B
| – | – |
-21,200
| Closed | -$1.07M |
|
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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.