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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
Cap. Flow
-$15.8M
Cap. Flow %
-4.46%
Top 10 Hldgs %
10.56%
Holding
1,084
New
421
Increased
124
Reduced
129
Closed
408

Top Buys

Rank Stock Value
1
CIEN icon
Ciena
CIEN
+$2.54M
2
DBRG icon
DigitalBridge
DBRG
+$2.43M
3
MAR icon
Marriott International
MAR
+$2.23M
4
ETFC
E*Trade Financial Corporation
ETFC
+$2.15M
5
CNC icon
Centene
CNC
+$2.09M

Top Sells

Rank Stock Value
1
EFC
Ellington Financial
EFC
+$19.5M
2
BBWI icon
Bath & Body Works
BBWI
+$2.39M
3
UVV icon
Universal Corp
UVV
+$2.25M
4
CENX icon
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
HCI icon
776
HCI Group
HCI
$2.28B
– –
-12,400
Closed -$548K
HD icon
777
Home Depot
HD
$332B
– –
-4,349
Closed -$483K
HHH icon
778
Howard Hughes
HHH
$3.93B
– –
-4,196
Closed -$574K
HI
779
DELISTED
Hillenbrand
HI
– –
-8,800
Closed -$270K
HOFT icon
780
Hooker Furnishings Corp
HOFT
$148M
– –
-15,029
Closed -$377K
HOLX
781
DELISTED
Hologic
HOLX
– –
-6,400
Closed -$244K
HRB icon
782
H&R Block
HRB
$5.18B
– –
-40,236
Closed -$1.19M
HRTG icon
783
Heritage Insurance Holdings
HRTG
$842M
– –
-45,401
Closed -$1.04M
HRTX icon
784
Heron Therapeutics
HRTX
$86.3M
– –
-8,856
Closed -$276K
HTH icon
785
Hilltop Holdings
HTH
$2.29B
– –
-15,862
Closed -$382K
HUN icon
786
Huntsman Corp
HUN
$2.24B
– –
-25,331
Closed -$559K
ICE icon
787
Intercontinental Exchange
ICE
$82.4B
– –
-4,660
Closed -$208K
IDCC icon
788
InterDigital
IDCC
$6.68B
– –
-13,484
Closed -$767K
INCY icon
789
Incyte
INCY
$23.5B
– –
-2,900
Closed -$302K
INN
790
Summit Hotel Properties
INN
$761M
– –
-29,794
Closed -$388K
INTU icon
791
Intuit
INTU
$81.1B
– –
-18,800
Closed -$1.89M
IPI icon
792
Intrepid Potash
IPI
$460M
– –
-2,510
Closed -$300K
IRDM icon
793
Iridium Communications
IRDM
$4.85B
– –
-16,500
Closed -$150K
IRM icon
794
Iron Mountain
IRM
$38.2B
– –
-17,500
Closed -$543K
ISRG icon
795
Intuitive Surgical
ISRG
$121B
– –
-9,900
Closed -$533K
IVZ icon
796
Invesco
IVZ
$13.3B
– –
-7,000
Closed -$262K
JCI icon
797
Johnson Controls International
JCI
$87.5B
– –
-7,353
Closed -$381K
JKS
798
JinkoSolar
JKS
$775M
– –
-11,900
Closed -$351K
JNPR
799
DELISTED
Juniper Networks
JNPR
– –
-19,600
Closed -$509K
KEX icon
800
Kirby Corp
KEX
$7.95B
– –
-2,800
Closed -$215K
30 31
32
33 34

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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.