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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 | |
|---|---|---|---|---|---|---|
751
Domino's
DPZ
$11B
| – | – |
-4,800
| Closed | -$544K |
|
752
Diamondrock Hospitality Co
DRH
$2.63B
| – | – |
-34,393
| Closed | -$441K |
|
753
Darden Restaurants
DRI
$22.5B
| – | – |
-3,244
| Closed | -$206K |
|
754
DTE Energy
DTE
$31.1B
| – | – |
-4,132
| Closed | -$263K |
|
755
Electronic Arts
EA
$52.4B
| – | – |
-10,199
| Closed | -$678K |
|
756
Ennis
EBF
$546M
| – | – |
-20,275
| Closed | -$377K |
|
757
8x8 Inc
EGHT
$247M
| – | – |
-83,038
| Closed | -$744K |
|
758
Emerson Electric
EMR
$82.9B
| – | – |
-4,792
| Closed | -$266K |
|
759
Enphase Energy
ENPH
$4.84B
| – | – |
-53,549
| Closed | -$408K |
|
760
The Ensign Group
ENSG
$10.1B
| – | – |
-32,070
| Closed | -$766K |
|
761
Enova International
ENVA
$5.91B
| – | – |
-31,695
| Closed | -$592K |
|
762
Entravision Communication
EVC
$983M
| – | – |
-24,971
| Closed | -$206K |
|
|
EVRI
763
DELISTED
Everi Holdings
EVRI
| – | – |
-14,400
| Closed | -$111K |
|
764
Ezcorp Inc
EZPW
$1.82B
| – | – |
-84,098
| Closed | -$625K |
|
765
Fair Isaac
FICO
$28.7B
| – | – |
-2,400
| Closed | -$218K |
|
766
FormFactor
FORM
$8.11B
| – | – |
-50,878
| Closed | -$468K |
|
767
Green Dot
GDOT
$753M
| – | – |
-78,299
| Closed | -$1.5M |
|
768
Galicia Financial Group
GGAL
$7.92B
| – | – |
-16,300
| Closed | -$306K |
|
769
Genworth Financial
GNW
$3.8B
| – | – |
-182,100
| Closed | -$1.38M |
|
770
GoPro
GPRO
$116M
| – | – |
-21,700
| Closed | -$1.14M |
|
771
Groupon
GRPN
$980M
| – | – |
-8,679
| Closed | -$873K |
|
772
Goldman Sachs
GS
$313B
| – | – |
-4,300
| Closed | -$898K |
|
773
FerroAtlántica
GSM
$628M
| – | – |
-10,200
| Closed | -$181K |
|
|
HBI
774
DELISTED
Hanesbrands
HBI
| – | – |
-57,600
| Closed | -$1.92M |
|
775
HCA Healthcare
HCA
$84.8B
| – | – |
-7,600
| Closed | -$689K |
|
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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.