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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 | |
|---|---|---|---|---|---|---|
701
Broadcom
AVGO
$1.82T
| – | – |
-62,000
| Closed | -$824K |
|
702
Axalta
AXTA
$7.01B
| – | – |
-9,400
| Closed | -$311K |
|
703
Banc of California
BANC
$3.28B
| – | – |
-17,694
| Closed | -$243K |
|
704
Credicorp
BAP
$30.9B
| – | – |
-10,310
| Closed | -$1.43M |
|
705
Banco Bradesco
BBD
$38.1B
| – | – |
-105,018
| Closed | -$453K |
|
|
706
Bath & Body Works
BBWI
$4.01B
| – | – |
-34,505
| Closed | -$2.39M |
|
707
Brink's
BCO
$5.02B
| – | – |
-25,122
| Closed | -$739K |
|
708
BioCryst Pharmaceuticals
BCRX
$2.37B
| – | – |
-11,719
| Closed | -$175K |
|
|
BDN
709
Brandywine Realty Trust
BDN
$551M
| – | – |
-86,900
| Closed | -$1.15M |
|
710
Brown-Forman Class B
BF.B
$12B
| – | – |
-8,438
| Closed | -$270K |
|
711
Bunge Global
BG
$23.6B
| – | – |
-19,000
| Closed | -$1.67M |
|
712
Bausch Health
BHC
$1.65B
| – | – |
-1,900
| Closed | -$422K |
|
|
BBT
713
Beacon Financial Corp
BBT
$2.53B
| – | – |
-11,200
| Closed | -$319K |
|
|
BLUE
714
DELISTED
bluebird bio
BLUE
| – | – |
-162
| Closed | -$354K |
|
715
Boot Barn
BOOT
$4.55B
| – | – |
-7,111
| Closed | -$228K |
|
|
BRKL
716
DELISTED
Brookline Bancorp
BRKL
| – | – |
-27,007
| Closed | -$305K |
|
717
AB InBev
BUD
$158B
| – | – |
-2,500
| Closed | -$302K |
|
718
BorgWarner
BWA
$13.2B
| – | – |
-4,430
| Closed | -$222K |
|
719
Blackstone Mortgage Trust
BXMT
$2.82B
| – | – |
-9,813
| Closed | -$273K |
|
720
Avis
CAR
$5.63B
| – | – |
-7,500
| Closed | -$331K |
|
721
Caterpillar
CAT
$409B
| – | – |
-2,896
| Closed | -$246K |
|
722
Commerce Bancshares
CBSH
$8.5B
| – | – |
-8,547
| Closed | -$234K |
|
723
Cabot Corp
CBT
$4.65B
| – | – |
-11,610
| Closed | -$433K |
|
724
Coeur Mining
CDE
$15.6B
| – | – |
-54,283
| Closed | -$310K |
|
|
725
Century Aluminum
CENX
$4.57B
| – | – |
-212,109
| Closed | -$2.21M |
|
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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.