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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 | |
|---|---|---|---|---|---|---|
101
Service Corp International
SCI
$11.4B
| $854K | 0.24% |
+31,500
| New | +$931K |
|
102
Stagwell
STGW
$1.84B
| $851K | 0.24% |
+46,175
| New | +$864K |
|
103
Altisource Portfolio Solutions
ASPS
$65.4M
| $836K | 0.24% |
+4,383
| New | +$1.03M |
|
|
RSPP
104
DELISTED
RSP Permian, Inc.
RSPP
| $836K | 0.24% |
+41,261
| New | +$974K |
|
105
Comfort Systems
FIX
$61B
| $834K | 0.23% |
+30,600
| New | +$820K |
|
|
PDCE
106
DELISTED
PDC Energy, Inc.
PDCE
| $832K | 0.23% |
15,700
+11,400
| +265% | +$584K |
|
|
WBA
107
DELISTED
Walgreens Boots Alliance
WBA
| $831K | 0.23% |
+10,000
| New | +$904K |
|
|
JNS
108
DELISTED
Janus Capital Group Inc
JNS
| $827K | 0.23% |
60,800
+40,487
| +199% | +$630K |
|
109
Tractor Supply
TSCO
$16.3B
| $826K | 0.23% |
+49,000
| New | +$873K |
|
110
RB Global
RBA
$20.8B
| $822K | 0.23% |
31,750
-14,745
| -32% | -$403K |
|
111
Amazon
AMZN
$2.5T
| $819K | 0.23% |
+32,000
| New | +$809K |
|
112
Mohawk Industries
MHK
$6.9B
| $818K | 0.23% |
4,500
+3,406
| +311% | +$675K |
|
113
NetEase
NTES
$76.5B
| $817K | 0.23% |
34,000
+22,500
| +196% | +$580K |
|
114
Elevance Health
ELV
$81.9B
| $812K | 0.23% |
5,800
+2,700
| +87% | +$406K |
|
115
Expedia Group
EXPE
$31.2B
| $812K | 0.23% |
6,900
-1,952
| -22% | -$225K |
|
116
Titan Machinery
TITN
$466M
| $809K | 0.23% |
+70,500
| New | +$959K |
|
117
Mastercard
MA
$477B
| $802K | 0.23% |
+8,900
| New | +$836K |
|
|
RHT
118
DELISTED
Red Hat Inc
RHT
| $798K | 0.22% |
+11,100
| New | +$835K |
|
119
Advance Auto Parts
AAP
$3.37B
| $796K | 0.22% |
+4,200
| New | +$728K |
|
|
ELP
120
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $786K | 0.22% |
239,250
+30,500
| +15% | +$114K |
|
121
Sherwin-Williams
SHW
$78.3B
| $780K | 0.22% |
+10,500
| New | +$921K |
|
|
RDUS
122
DELISTED
Radius Recycling
RDUS
| $779K | 0.22% |
57,526
+32,726
| +132% | +$535K |
|
|
MTOR
123
DELISTED
MERITOR, Inc.
MTOR
| $778K | 0.22% |
73,200
-67,580
| -48% | -$873K |
|
|
CCRN
124
DELISTED
Cross Country Healthcare
CCRN
| $771K | 0.22% |
+56,665
| New | +$770K |
|
|
OA
125
DELISTED
Orbital ATK, Inc.
OA
| $762K | 0.21% |
10,600
+1,800
| +20% | +$134K |
|
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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.