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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 | |
|---|---|---|---|---|---|---|
851
PLDT
PHI
$4.25B
| – | – |
-4,800
| Closed | -$299K |
|
852
ePlus
PLUS
$2.33B
| – | – |
-33,200
| Closed | -$636K |
|
853
Plexus
PLXS
$6.81B
| – | – |
-16,800
| Closed | -$737K |
|
854
Pentair
PNR
$10.2B
| – | – |
-26,775
| Closed | -$1.24M |
|
855
PRA Group
PRAA
$648M
| – | – |
-3,205
| Closed | -$200K |
|
856
Prudential Financial
PRU
$41.7B
| – | – |
-9,800
| Closed | -$858K |
|
857
PTC Therapeutics
PTCT
$6.37B
| – | – |
-10,400
| Closed | -$501K |
|
858
Pixelworks
PXLW
$38.8M
| – | – |
-1,150
| Closed | -$81K |
|
859
QCR Holdings
QCRH
$1.65B
| – | – |
-10,000
| Closed | -$218K |
|
860
QuidelOrtho
QDEL
$1.09B
| – | – |
-32,189
| Closed | -$739K |
|
861
RBC Bearings
RBC
$18.8B
| – | – |
-3,200
| Closed | -$230K |
|
862
REX American Resources
REX
$1.46B
| – | – |
-29,400
| Closed | -$312K |
|
863
Royal Gold
RGLD
$17.1B
| – | – |
-4,100
| Closed | -$253K |
|
864
Transocean
RIG
$5.92B
| – | – |
-10,793
| Closed | -$174K |
|
865
Raymond James Financial
RJF
$32.5B
| – | – |
-5,850
| Closed | -$232K |
|
866
Radiant Logistics
RLGT
$416M
| – | – |
-20,500
| Closed | -$150K |
|
867
RingCentral
RNG
$4.05B
| – | – |
-14,588
| Closed | -$270K |
|
868
Ross Stores
ROST
$76.6B
| – | – |
-31,600
| Closed | -$1.54M |
|
869
Banco Santander
SAN
$194B
| – | – |
-12,211
| Closed | -$81K |
|
870
Sabesp
SBS
$19.7B
| – | – |
-140,773
| Closed | -$141K |
|
|
SHOE
871
Shoe Station Group
SHOE
$395M
| – | – |
-14,868
| Closed | -$215K |
|
|
SEE
872
DELISTED
Sealed Air
SEE
| – | – |
-25,600
| Closed | -$1.31M |
|
873
SEI Investments
SEIC
$11.9B
| – | – |
-7,290
| Closed | -$357K |
|
874
Shake Shack
SHAK
$2.3B
| – | – |
-18,447
| Closed | -$1.11M |
|
875
Sunstone Hotel Investors
SHO
$2.19B
| – | – |
-26,601
| Closed | -$399K |
|
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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.