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 | |
|---|---|---|---|---|---|---|
826
Nasdaq
NDAQ
$51.5B
| – | – |
-54,600
| Closed | -$888K |
|
827
Newmont
NEM
$98.2B
| – | – |
-53,600
| Closed | -$1.25M |
|
828
Nice
NICE
$5.29B
| – | – |
-6,900
| Closed | -$439K |
|
829
New Jersey Resources
NJR
$6.06B
| – | – |
-14,300
| Closed | -$394K |
|
830
NRG Energy
NRG
$29.8B
| – | – |
-22,556
| Closed | -$516K |
|
831
Northern Trust
NTRS
$22.2B
| – | – |
-4,900
| Closed | -$375K |
|
832
Nucor
NUE
$56.4B
| – | – |
-17,300
| Closed | -$762K |
|
833
NorthWestern Energy
NWE
$4.48B
| – | – |
-6,814
| Closed | -$332K |
|
834
News Corp Class A
NWSA
$14.5B
| – | – |
-32,000
| Closed | -$467K |
|
835
Ocular Therapeutix
OCUL
$1.86B
| – | – |
-28,068
| Closed | -$590K |
|
836
Orion
OEC
$394M
| – | – |
-18,172
| Closed | -$335K |
|
837
O-I Glass
OI
$1.39B
| – | – |
-9,400
| Closed | -$216K |
|
838
Universal Display
OLED
$3.71B
| – | – |
-7,000
| Closed | -$362K |
|
839
Omnicell
OMCL
$1.86B
| – | – |
-6,300
| Closed | -$238K |
|
|
ACH
840
Accendra Health
ACH
$240M
| – | – |
-16,600
| Closed | -$564K |
|
841
Opko Health
OPK
$921M
| – | – |
-23,483
| Closed | -$378K |
|
842
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| – | – |
-3,500
| Closed | -$240K |
|
843
Pacific Biosciences
PACB
$422M
| – | – |
-25,695
| Closed | -$148K |
|
844
Patrick Industries
PATK
$2.8B
| – | – |
-13,275
| Closed | -$224K |
|
845
Pitney Bowes
PBI
$2.42B
| – | – |
-23,500
| Closed | -$489K |
|
|
PBPB
846
DELISTED
Potbelly
PBPB
| – | – |
-13,194
| Closed | -$162K |
|
847
Petrobras Class A
PBR.A
$107B
| – | – |
-208,600
| Closed | -$1.7M |
|
848
PACCAR
PCAR
$69.6B
| – | – |
-9,771
| Closed | -$416K |
|
849
Pacira BioSciences
PCRX
$1.02B
| – | – |
-4,095
| Closed | -$290K |
|
850
Progressive
PGR
$124B
| – | – |
-20,100
| Closed | -$559K |
|
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.