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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
KFY icon
801
Korn Ferry
KFY
$3.98B
– –
-7,700
Closed -$268K
KMI icon
802
Kinder Morgan
KMI
$73.1B
– –
-17,203
Closed -$660K
KRNY icon
803
Kearny Financial
KRNY
$592M
– –
-21,300
Closed -$238K
HAPN
804
Happen Inc
HAPN
$2.08B
– –
-2,558
Closed -$189K
LGND icon
805
Ligand Pharmaceuticals
LGND
$6.02B
– –
-4,649
Closed -$293K
LNN icon
806
Lindsay Corp
LNN
$1.16B
– –
-5,100
Closed -$448K
LPG icon
807
Dorian LPG
LPG
$1.94B
– –
-28,800
Closed -$480K
LXRX icon
808
Lexicon Pharmaceuticals
LXRX
$1.02B
– –
-15,000
Closed -$121K
LYG icon
809
Lloyds Banking Group
LYG
$87.4B
– –
-47,400
Closed -$257K
MAC icon
810
Macerich
MAC
$7.32B
– –
-4,400
Closed -$328K
MATX icon
811
Matsons
MATX
$6.37B
– –
-7,400
Closed -$311K
MCO icon
812
Moody's
MCO
$81.7B
– –
-6,496
Closed -$701K
MFIC icon
813
MidCap Financial Investment
MFIC
$784M
– –
-7,492
Closed -$159K
MGA icon
814
Magna International
MGA
$17.9B
– –
-13,190
Closed -$740K
MGNI icon
815
Magnite
MGNI
$2.65B
– –
-25,191
Closed -$377K
MKC icon
816
McCormick & Company Non-Voting
MKC
$13.4B
– –
-11,800
Closed -$478K
MPAA icon
817
Motorcar Parts of America
MPAA
$261M
– –
-16,483
Closed -$496K
MRTN icon
818
Marten Transport
MRTN
$1.33B
– –
-52,000
Closed -$451K
MSGS icon
819
Madison Square Garden
MSGS
$9.54B
– –
-11,216
Closed -$668K
MT icon
820
ArcelorMittal
MT
$50.4B
– –
-21,429
Closed -$476K
MTDR icon
821
Matador Resources
MTDR
$6.31B
– –
-13,400
Closed -$335K
MUFG icon
822
Mitsubishi UFJ Financial
MUFG
$258B
– –
-23,900
Closed -$173K
MXL icon
823
MaxLinear
MXL
$6.49B
– –
-23,082
Closed -$279K
MYRG icon
824
MYR Group
MYRG
$5.9B
– –
-12,101
Closed -$375K
NAVI icon
825
Navient
NAVI
$774M
– –
-18,400
Closed -$335K
31 32
33
34 35

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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.