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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 | |
|---|---|---|---|---|---|---|
51
TSMC
TSM
$2.09T
| $1.18M | 0.33% |
56,800
-35,000
| -38% | -$735K |
|
|
YOKU
52
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $1.16M | 0.33% |
65,600
+15,400
| +31% | +$285K |
|
53
Universal Insurance Holdings
UVE
$1.16B
| $1.16M | 0.33% |
39,125
+4,725
| +14% | +$128K |
|
54
Owens Corning
OC
$11.5B
| $1.15M | 0.32% |
+27,500
| New | +$1.21M |
|
|
HA
55
DELISTED
Hawaiian Holdings, Inc.
HA
| $1.13M | 0.32% |
45,964
+14,262
| +45% | +$340K |
|
|
AMED
56
DELISTED
Amedisys
AMED
| $1.13M | 0.32% |
29,709
+15,891
| +115% | +$670K |
|
57
eBay
EBAY
$48.6B
| $1.12M | 0.32% |
+45,800
| New | +$1.23M |
|
58
Factset
FDS
$9.05B
| $1.12M | 0.32% |
7,000
-4,800
| -41% | -$785K |
|
|
BGG
59
DELISTED
Briggs & Stratton Corp.
BGG
| $1.11M | 0.31% |
+57,639
| New | +$1.1M |
|
60
ScottsMiracle-Gro
SMG
$4.03B
| $1.11M | 0.31% |
+18,249
| New | +$1.13M |
|
61
Manhattan Associates
MANH
$8.97B
| $1.11M | 0.31% |
17,800
+4,900
| +38% | +$305K |
|
62
Evercore
EVR
$13.1B
| $1.1M | 0.31% |
+21,850
| New | +$1.2M |
|
63
Steel Dynamics
STLD
$35.6B
| $1.09M | 0.31% |
63,700
-18,700
| -23% | -$362K |
|
64
F5
FFIV
$22.1B
| $1.09M | 0.31% |
9,400
+2,400
| +34% | +$294K |
|
65
AGNC Investment
AGNC
$12.3B
| $1.08M | 0.3% |
+57,600
| New | +$1.11M |
|
|
WWAV
66
DELISTED
The WhiteWave Foods Company
WWAV
| $1.08M | 0.3% |
+26,800
| New | +$1.28M |
|
67
Visa
V
$677B
| $1.07M | 0.3% |
+15,400
| New | +$1.1M |
|
68
East-West Bancorp
EWBC
$17.9B
| $1.06M | 0.3% |
27,700
+2,000
| +8% | +$84.5K |
|
69
Fidelity National Financial
FNF
$13.9B
| $1.04M | 0.29% |
42,204
+28,088
| +199% | +$736K |
|
70
Central Garden & Pet Co
CENT
$2.74B
| $1.03M | 0.29% |
+83,469
| New | +$800K |
|
|
IDTI
71
DELISTED
Integrated Device Technology I
IDTI
| $1.03M | 0.29% |
50,900
-109,500
| -68% | -$2.14M |
|
|
HUB.B
72
DELISTED
HUBBELL INC CL-B
HUB.B
| $1.02M | 0.29% |
+12,000
| New | +$1.2M |
|
73
Tower Semiconductor
TSEM
$26.4B
| $1.01M | 0.29% |
78,829
+65,950
| +512% | +$887K |
|
|
INFN
74
DELISTED
Infinera Corporation Common Stock
INFN
| $1.01M | 0.29% |
+51,900
| New | +$1.13M |
|
75
Walker & Dunlop
WD
$1.65B
| $1M | 0.28% |
+38,500
| New | +$963K |
|
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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.