We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
726
CF Industries
CF
$19.2B
| – | – |
-22,800
| Closed | -$1.47M |
|
727
Churchill Downs
CHDN
$6.03B
| – | – |
-10,800
| Closed | -$225K |
|
728
Chegg
CHGG
$108M
| – | – |
-12,578
| Closed | -$99K |
|
729
Cigna
CI
$76.6B
| – | – |
-1,595
| Closed | -$258K |
|
730
Citizens
CIA
$245M
| – | – |
-16,016
| Closed | -$119K |
|
731
Grupo Cibest SA
CIB
$20.4B
| – | – |
-6,300
| Closed | -$271K |
|
732
CEMIG Preferred Shares
CIG
$6.09B
| – | – |
-66,897
| Closed | -$130K |
|
733
Clean Energy Fuels
CLNE
$447M
| – | – |
-61,082
| Closed | -$343K |
|
|
CMA
734
DELISTED
Comerica
CMA
| – | – |
-10,900
| Closed | -$559K |
|
735
Comcast
CMCSA
$79.1B
| – | – |
-7,200
| Closed | -$217K |
|
736
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-25,000
| Closed | -$302K |
|
737
Coherent
COHR
$55.2B
| – | – |
-16,198
| Closed | -$307K |
|
738
Capri Holdings
CPRI
$1.77B
| – | – |
-35,200
| Closed | -$1.48M |
|
739
Carter's
CRI
$1.43B
| – | – |
-5,900
| Closed | -$627K |
|
740
Salesforce
CRM
$134B
| – | – |
-13,699
| Closed | -$954K |
|
741
Canadian Solar
CSIQ
$906M
| – | – |
-71,895
| Closed | -$2.06M |
|
742
Citi Trends
CTRN
$524M
| – | – |
-15,888
| Closed | -$384K |
|
743
Civeo
CVEO
$379M
| – | – |
-2,825
| Closed | -$104K |
|
744
CVS Health
CVS
$137B
| – | – |
-2,000
| Closed | -$210K |
|
745
Deutsche Bank
DB
$66.3B
| – | – |
-33,699
| Closed | -$907K |
|
746
Dine Brands
DIN
$432M
| – | – |
-2,900
| Closed | -$287K |
|
747
Delek US
DK
$3.87B
| – | – |
-27,000
| Closed | -$994K |
|
748
Dolby
DLB
$4.72B
| – | – |
-22,000
| Closed | -$873K |
|
749
Deluxe
DLX
$1.19B
| – | – |
-4,300
| Closed | -$267K |
|
750
DNOW Inc
DNOW
$2.63B
| – | – |
-12,700
| Closed | -$253K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.