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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
Cap. Flow
-$15.8M
Cap. Flow %
-4.46%
Top 10 Hldgs %
10.56%
Holding
1,084
New
421
Increased
124
Reduced
129
Closed
408

Top Buys

Rank Stock Value
1
CIEN icon
Ciena
CIEN
+$2.54M
2
DBRG icon
DigitalBridge
DBRG
+$2.43M
3
MAR icon
Marriott International
MAR
+$2.23M
4
ETFC
E*Trade Financial Corporation
ETFC
+$2.15M
5
CNC icon
Centene
CNC
+$2.09M

Top Sells

Rank Stock Value
1
EFC
Ellington Financial
EFC
+$19.5M
2
BBWI icon
Bath & Body Works
BBWI
+$2.39M
3
UVV icon
Universal Corp
UVV
+$2.25M
4
CENX icon
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
EFC
1
Ellington Financial
EFC
$1.68B
$17.3M 4.89%
970,012
-1,064,243
-52% -$19.5M
CIEN icon
2
Ciena
CIEN
$55.3B
$3.31M 0.93%
159,812
+109,212
+216% +$2.54M
CALM icon
3
Cal-Maine
CALM
$4.28B
$2.25M 0.64%
41,300
+7,005
+20% +$376K
DBRG icon
4
DigitalBridge
DBRG
$2.94B
$2.25M 0.63%
39,156
+34,631
+765% +$2.43M
MAR icon
5
Marriott International
MAR
$98.7B
$2.1M 0.59%
+30,800
New +$2.23M
TECD
6
DELISTED
Tech Data Corp
TECD
$2.1M 0.59%
30,617
+2,017
+7% +$124K
SPY icon
7
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$2.05M 0.58%
10,700
+5,100
+91% +$1.03M
LULU icon
8
lululemon athletica
LULU
$13B
$2.05M 0.58%
40,412
+25,112
+164% +$1.53M
ETFC
9
DELISTED
E*Trade Financial Corporation
ETFC
$2.04M 0.58%
+77,600
New +$2.15M
AZPN
10
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$1.99M 0.56%
52,480
+14,824
+39% +$562K
PBF icon
11
PBF Energy
PBF
$7.29B
$1.9M 0.53%
67,206
+50,690
+307% +$1.54M
EXPR
12
DELISTED
Express, Inc.
EXPR
$1.86M 0.52%
5,201
+4,296
+475% +$1.61M
CRUS icon
13
Cirrus Logic
CRUS
$6.74B
$1.81M 0.51%
57,513
+46,094
+404% +$1.41M
EXC icon
14
Exelon
EXC
$48.6B
$1.8M 0.51%
+84,821
New +$1.91M
CS
15
DELISTED
Credit Suisse Group
CS
$1.8M 0.51%
+74,800
New +$2.05M
JAH
16
DELISTED
JARDEN CORPORATION
JAH
$1.75M 0.49%
+35,722
New +$1.89M
MAS icon
17
Masco
MAS
$16B
$1.72M 0.49%
+68,400
New +$1.76M
CNC icon
18
Centene
CNC
$31.3B
$1.69M 0.48%
+62,400
New +$2.09M
HLF icon
19
Herbalife
HLF
$1.23B
$1.65M 0.47%
+60,596
New +$1.66M
TNK icon
20
Teekay Tankers
TNK
$2.63B
$1.63M 0.46%
+29,438
New +$1.59M
BC icon
21
Brunswick
BC
$5.19B
$1.6M 0.45%
+33,400
New +$1.7M
NFX
22
DELISTED
Newfield Exploration
NFX
$1.57M 0.44%
47,590
+39,090
+460% +$1.31M
SRE icon
23
Sempra
SRE
$60.8B
$1.56M 0.44%
+32,220
New +$1.59M
TCOM icon
24
Trip.com Group
TCOM
$27.5B
$1.53M 0.43%
+48,400
New +$1.68M
BR icon
25
Broadridge
BR
$17.2B
$1.5M 0.42%
27,100
+22,200
+453% +$1.19M
1
2 3 4 5

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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.