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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
HCKT icon
601
Hackett Group
HCKT
$245M
$182K 0.05%
+13,258
New +$182K
CVLG icon
602
Covenant Logistics
CVLG
$1.18B
$181K 0.05%
+20,142
New +$236K
ANH
603
DELISTED
Anworth Mortgage Asset Corporation
ANH
$181K 0.05%
+36,605
New +$186K
SPNC
604
DELISTED
Spectranetics Corp
SPNC
$175K 0.05%
+14,831
New +$266K
TRR
605
DELISTED
Trc Companies
TRR
$171K 0.05%
+14,497
New +$149K
FLY
606
DELISTED
Fly Leasing Limited
FLY
$170K 0.05%
+12,900
New +$182K
SPIL
607
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$168K 0.05%
+26,800
New +$167K
RFP
608
DELISTED
Resolute Forest Products Inc.
RFP
$165K 0.05%
19,823
-21,078
-52% -$204K
JMEI
609
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$165K 0.05%
+1,670
New +$244K
ARWR icon
610
Arrowhead Research
ARWR
$12.1B
$163K 0.05%
+28,325
New +$178K
LXU icon
611
LSB Industries
LXU
$881M
$162K 0.05%
+13,759
New +$305K
SRNE
612
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$162K 0.05%
19,252
+5,073
+36% +$80.8K
HSTO
613
DELISTED
Histogen Inc. Common Stock
HSTO
$162K 0.05%
+182
New +$166K
OMER icon
614
Omeros
OMER
$709M
$161K 0.05%
+14,678
New +$229K
TTSH
615
DELISTED
Tile Shop Holdings
TTSH
$161K 0.05%
13,424
-2,412
-15% -$31.9K
HOS
616
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$161K 0.05%
+11,883
New +$211K
PMCS
617
DELISTED
P M C SIERRA INC
PMCS
$161K 0.05%
23,788
-16,715
-41% -$114K
ON icon
618
ON Semiconductor
ON
$33.8B
$160K 0.05%
17,000
-75,504
-82% -$767K
VNCE icon
619
Vince Holding Corp
VNCE
$76.2M
$159K 0.04%
4,640
+1,943
+72% +$160K
QUAD icon
620
Quad
QUAD
$430M
$158K 0.04%
13,081
-9,519
-42% -$144K
MTW icon
621
Manitowoc
MTW
$516M
$153K 0.04%
+11,288
New +$174K
FPO
622
DELISTED
First Potomac Realty Trust
FPO
$152K 0.04%
+13,800
New +$151K
EGLT
623
DELISTED
Egalet Corporation
EGLT
$149K 0.04%
+11,328
New +$144K
SAAS
624
DELISTED
inContact, Inc.
SAAS
$149K 0.04%
+19,832
New +$164K
PDLI
625
DELISTED
PDL BioPharma, Inc.
PDLI
$149K 0.04%
+29,600
New +$170K
23 24
25
26 27

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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.