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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 | |
|---|---|---|---|---|---|---|
176
VeriSign
VRSN
$25.3B
| $600K | 0.17% |
+8,500
| New | +$579K |
|
|
PERY
177
DELISTED
Perry Ellis International Inc
PERY
| $600K | 0.17% |
+27,332
| New | +$650K |
|
178
Cooper Companies
COO
$13.7B
| $595K | 0.17% |
+16,000
| New | +$663K |
|
179
Textron
TXT
$16.6B
| $595K | 0.17% |
+15,800
| New | +$655K |
|
180
Anika Therapeutics
ANIK
$199M
| $594K | 0.17% |
+18,648
| New | +$650K |
|
181
Synaptics
SYNA
$4.41B
| $593K | 0.17% |
+7,187
| New | +$543K |
|
182
Zimmer Biomet
ZBH
$17.7B
| $593K | 0.17% |
+6,497
| New | +$651K |
|
|
SIVB
183
DELISTED
SVB Financial Group
SIVB
| $587K | 0.17% |
+5,082
| New | +$681K |
|
184
Wabash National
WNC
$543M
| $579K | 0.16% |
+54,700
| New | +$672K |
|
185
RTX Corp
RTX
$287B
| $578K | 0.16% |
+10,329
| New | +$636K |
|
186
Yelp
YELP
$1.38B
| $578K | 0.16% |
26,686
+12,486
| +88% | +$346K |
|
|
SYNT
187
DELISTED
Syntel Inc
SYNT
| $575K | 0.16% |
+12,700
| New | +$557K |
|
188
McKesson
MCK
$98.5B
| $574K | 0.16% |
3,100
-6,000
| -66% | -$1.27M |
|
189
Align Technology
ALGN
$12B
| $573K | 0.16% |
10,100
+3,401
| +51% | +$203K |
|
190
Lowe's Companies
LOW
$116B
| $572K | 0.16% |
8,300
-8,600
| -51% | -$591K |
|
191
Oxford Industries
OXM
$577M
| $572K | 0.16% |
7,742
+3,141
| +68% | +$261K |
|
|
B
192
DELISTED
Barnes Group Inc.
B
| $572K | 0.16% |
+15,863
| New | +$607K |
|
|
NPTN
193
DELISTED
NEOPHOTONICS CORP
NPTN
| $569K | 0.16% |
83,623
+44,707
| +115% | +$346K |
|
|
SPLS
194
DELISTED
Staples Inc
SPLS
| $567K | 0.16% |
48,300
-70,800
| -59% | -$997K |
|
|
MW
195
DELISTED
THE MENS WAREHOUSE INC
MW
| $566K | 0.16% |
+13,300
| New | +$737K |
|
196
Affiliated Managers Group
AMG
$9.46B
| $564K | 0.16% |
+3,300
| New | +$649K |
|
|
AAMI
197
Acadian Asset Management
AAMI
$2.88B
| $562K | 0.16% |
36,419
-61,769
| -63% | -$1.04M |
|
198
Worthington Enterprises
WOR
$2.76B
| $561K | 0.16% |
+34,386
| New | +$561K |
|
|
WUBA
199
DELISTED
58.com Inc
WUBA
| $560K | 0.16% |
+11,900
| New | +$617K |
|
200
CBRE Group
CBRE
$40.8B
| $554K | 0.16% |
+17,300
| New | +$614K |
|
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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.