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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
NPKI
926
NPK International
NPKI
$1.21B
– –
-57,060
Closed -$464K
JBTM
927
JBT Marel
JBTM
$7.14B
– –
-7,320
Closed -$275K
QVCGA
928
DELISTED
QVC Group Inc Series A
QVCGA
– –
-428
Closed -$577K
CMRX
929
DELISTED
Chimerix, Inc.
CMRX
– –
-7,495
Closed -$346K
PDCO
930
DELISTED
Patterson Companies, Inc.
PDCO
– –
-9,200
Closed -$448K
RVNC
931
DELISTED
Revance Therapeutics, Inc.
RVNC
– –
-19,100
Closed -$611K
BIG
932
DELISTED
Big Lots, Inc.
BIG
– –
-7,700
Closed -$346K
CONN
933
DELISTED
Conn's Inc.
CONN
– –
-5,591
Closed -$222K
CAMP
934
DELISTED
CalAmp Corp.
CAMP
– –
-948
Closed -$398K
MDC
935
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-13,727
Closed -$296K
SPLK
936
DELISTED
Splunk Inc
SPLK
– –
-4,000
Closed -$278K
MDRX
937
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-35,200
Closed -$482K
IMGN
938
DELISTED
Immunogen Inc
IMGN
– –
-29,743
Closed -$428K
RPT
939
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-12,408
Closed -$202K
PACW
940
DELISTED
PacWest Bancorp
PACW
– –
-4,700
Closed -$220K
AVTA
941
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-22,500
Closed -$363K
AVID
942
DELISTED
Avid Technology Inc
AVID
– –
-14,300
Closed -$191K
NUVA
943
DELISTED
NuVasive, Inc.
NUVA
– –
-6,096
Closed -$289K
STOR
944
DELISTED
STORE Capital Corporation
STOR
– –
-10,477
Closed -$211K
AERI
945
DELISTED
Aerie Pharmaceuticals
AERI
– –
-12,400
Closed -$219K
MN
946
DELISTED
MANNING & NAPIER, INC.
MN
– –
-11,709
Closed -$117K
LFC
947
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-12,800
Closed -$279K
ENDP
948
DELISTED
Endo International plc
ENDP
– –
-4,694
Closed -$374K
ACC
949
DELISTED
American Campus Communities, Inc.
ACC
– –
-9,400
Closed -$354K
CALA
950
DELISTED
Calithera Biosciences, Inc
CALA
– –
-3,994
Closed -$570K
36 37
38
39 40

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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.