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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 | |
|---|---|---|---|---|---|---|
126
American Tower
AMT
$77.7B
| $757K | 0.21% |
+8,600
| New | +$810K |
|
127
Netflix
NFLX
$292B
| $754K | 0.21% |
+73,000
| New | +$784K |
|
128
Sabre
SABR
$656M
| $742K | 0.21% |
27,300
+17,800
| +187% | +$481K |
|
129
First American
FAF
$7.67B
| $738K | 0.21% |
+18,900
| New | +$746K |
|
130
Strategy Inc
MSTR
$33.5B
| $732K | 0.21% |
+37,260
| New | +$739K |
|
131
KLA
KLAC
$275B
| $730K | 0.21% |
+146,000
| New | +$751K |
|
132
Koppers
KOP
$966M
| $727K | 0.2% |
+36,046
| New | +$765K |
|
133
Lithia Motors
LAD
$7.78B
| $724K | 0.2% |
6,700
+4,784
| +250% | +$537K |
|
134
Global Payments
GPN
$22.1B
| $723K | 0.2% |
+12,600
| New | +$700K |
|
|
OSG
135
Octave Specialty Group
OSG
$252M
| $721K | 0.2% |
+49,797
| New | +$808K |
|
|
RAX
136
DELISTED
Rackspace Hosting Inc
RAX
| $716K | 0.2% |
29,000
-4,679
| -14% | -$151K |
|
137
Boeing
BA
$165B
| $709K | 0.2% |
+5,417
| New | +$751K |
|
138
Movado Group
MOV
$812M
| $708K | 0.2% |
+27,425
| New | +$713K |
|
139
Apple
AAPL
$4.89T
| $706K | 0.2% |
25,608
+14,008
| +121% | +$411K |
|
140
Entegris
ENTG
$19.7B
| $704K | 0.2% |
+53,400
| New | +$737K |
|
|
CNR
141
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $701K | 0.2% |
+66,306
| New | +$811K |
|
142
MarineMax
HZO
$800M
| $696K | 0.2% |
+49,245
| New | +$866K |
|
|
ESV
143
DELISTED
Ensco Rowan plc
ESV
| $696K | 0.2% |
+12,350
| New | +$850K |
|
144
LendingTree
TREE
$544M
| $695K | 0.2% |
7,473
-8,281
| -53% | -$838K |
|
|
HDS
145
DELISTED
HD Supply Holdings, Inc.
HDS
| $693K | 0.2% |
24,200
-12,600
| -34% | -$423K |
|
146
Cognizant
CTSH
$21.5B
| $684K | 0.19% |
+10,918
| New | +$685K |
|
147
O'Reilly Automotive
ORLY
$72.4B
| $675K | 0.19% |
+40,500
| New | +$654K |
|
|
QLIK
148
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $674K | 0.19% |
18,500
-23,900
| -56% | -$924K |
|
|
ACET
149
DELISTED
Aceto Corp
ACET
| $669K | 0.19% |
+24,383
| New | +$608K |
|
150
Robert Half
RHI
$3.61B
| $665K | 0.19% |
13,000
-5,100
| -28% | -$274K |
|
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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.