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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 | |
|---|---|---|---|---|---|---|
|
SNCR
201
DELISTED
Synchronoss Technologies
SNCR
| $554K | 0.16% |
1,877
+1,086
| +137% | +$421K |
|
|
SGY
202
DELISTED
Stone Energy
SGY
| $550K | 0.15% |
+1,952
| New | +$744K |
|
203
Healthcare Services Group
HCSG
$1.56B
| $549K | 0.15% |
+16,300
| New | +$551K |
|
204
Highwoods Properties
HIW
$3.71B
| $546K | 0.15% |
+14,100
| New | +$567K |
|
205
Group 1 Automotive
GPI
$3.94B
| $545K | 0.15% |
+6,400
| New | +$576K |
|
|
EV
206
DELISTED
Eaton Vance Corp.
EV
| $545K | 0.15% |
16,300
-23,000
| -59% | -$846K |
|
207
Amgen
AMGN
$203B
| $539K | 0.15% |
3,900
+1,700
| +77% | +$268K |
|
208
Macy's
M
$6.15B
| $538K | 0.15% |
+10,480
| New | +$657K |
|
|
PE
209
DELISTED
PARSLEY ENERGY INC
PE
| $538K | 0.15% |
+35,700
| New | +$555K |
|
210
Crown Castle
CCI
$32.7B
| $536K | 0.15% |
6,800
-6,288
| -48% | -$511K |
|
|
RDC
211
DELISTED
Rowan Companies Plc
RDC
| $536K | 0.15% |
+33,200
| New | +$579K |
|
212
Atmos Energy
ATO
$29.9B
| $535K | 0.15% |
+9,200
| New | +$505K |
|
213
WIX.com
WIX
$2.15B
| $533K | 0.15% |
+30,603
| New | +$684K |
|
|
LOCK
214
DELISTED
LifeLock, Inc.
LOCK
| $530K | 0.15% |
+60,553
| New | +$597K |
|
|
NORD
215
DELISTED
Nord Anglia Education, Inc.
NORD
| $528K | 0.15% |
25,955
-10,483
| -29% | -$241K |
|
216
Rithm Capital
RITM
$5.09B
| $524K | 0.15% |
39,990
-23,310
| -37% | -$344K |
|
217
LGI Homes
LGIH
$1.4B
| $521K | 0.15% |
+19,160
| New | +$452K |
|
218
LG Display
LPL
$3.17B
| $520K | 0.15% |
54,700
-51,200
| -48% | -$514K |
|
|
HF
219
DELISTED
HFF Inc.
HF
| $517K | 0.15% |
+15,300
| New | +$603K |
|
220
CenterPoint Energy
CNP
$29.1B
| $516K | 0.15% |
28,600
+4,900
| +21% | +$91.6K |
|
221
Western Digital
WDC
$179B
| $516K | 0.15% |
+8,600
| New | +$517K |
|
|
LVNTA
222
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $511K | 0.14% |
12,674
+3,063
| +32% | +$124K |
|
223
Morningstar
MORN
$6.56B
| $506K | 0.14% |
+6,300
| New | +$514K |
|
224
Cognex
CGNX
$10.3B
| $505K | 0.14% |
+29,400
| New | +$584K |
|
225
Fortinet
FTNT
$112B
| $501K | 0.14% |
+59,000
| New | +$522K |
|
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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.