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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 | |
|---|---|---|---|---|---|---|
|
CYBR
151
DELISTED
CyberArk
CYBR
| $662K | 0.19% |
13,200
-18,818
| -59% | -$1.03M |
|
|
MLNX
152
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $662K | 0.19% |
17,522
+5,222
| +42% | +$224K |
|
153
Abbott
ABT
$180B
| $661K | 0.19% |
+16,439
| New | +$775K |
|
154
A.O. Smith
AOS
$8.38B
| $658K | 0.19% |
+20,200
| New | +$690K |
|
155
Skyworks Solutions
SWKS
$9.06B
| $657K | 0.19% |
+7,800
| New | +$714K |
|
156
Cintas
CTAS
$82.4B
| $652K | 0.18% |
30,400
-9,200
| -23% | -$197K |
|
157
AutoZone
AZO
$48.3B
| $651K | 0.18% |
+900
| New | +$638K |
|
|
IM
158
DELISTED
Ingram Micro
IM
| $651K | 0.18% |
23,900
+11,900
| +99% | +$309K |
|
|
MRC
159
DELISTED
MRC Global
MRC
| $650K | 0.18% |
+58,300
| New | +$762K |
|
|
LCI
160
DELISTED
Lannett Company, Inc.
LCI
| $648K | 0.18% |
+3,900
| New | +$856K |
|
|
SWFT
161
DELISTED
Swift Transportation Company
SWFT
| $648K | 0.18% |
+43,162
| New | +$909K |
|
162
SLB Ltd
SLB
$77.8B
| $635K | 0.18% |
+9,200
| New | +$728K |
|
163
Liberty Media Series A
FWONA
$22.3B
| $629K | 0.18% |
+26,177
| New | +$652K |
|
164
KT
KT
$8.84B
| $629K | 0.18% |
48,100
+30,100
| +167% | +$378K |
|
165
Braskem
BAK
$980M
| $622K | 0.18% |
73,800
-300
| -0.4% | -$2.31K |
|
166
Newell Brands
NWL
$2.16B
| $619K | 0.17% |
+15,600
| New | +$655K |
|
167
Piper Sandler
PIPR
$5.14B
| $617K | 0.17% |
+68,204
| New | +$700K |
|
168
Community Health Systems
CYH
$385M
| $616K | 0.17% |
17,424
-13,915
| -44% | -$638K |
|
169
Public Storage
PSA
$60.2B
| $614K | 0.17% |
+2,900
| New | +$591K |
|
|
MRD
170
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $607K | 0.17% |
34,501
+18,701
| +118% | +$337K |
|
171
Axos Financial
AX
$5.45B
| $606K | 0.17% |
18,800
+10,400
| +124% | +$311K |
|
172
Collegium Pharmaceutical
COLL
$1.14B
| $604K | 0.17% |
+27,300
| New | +$494K |
|
173
Post Holdings
POST
$4.12B
| $603K | 0.17% |
+15,586
| New | +$612K |
|
|
SKX
174
DELISTED
Skechers
SKX
| $603K | 0.17% |
13,500
| – | – |
|
175
Equinix
EQIX
$107B
| $601K | 0.17% |
+2,200
| New | +$603K |
|
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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.