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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
JOBS
951
DELISTED
51job Inc
JOBS
– –
-9,100
Closed -$302K
CONE
952
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-9,427
Closed -$278K
NUAN
953
DELISTED
Nuance Communications, Inc.
NUAN
– –
-15,939
Closed -$242K
INFO
954
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-16,100
Closed -$412K
RDS.A
955
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-6,000
Closed -$342K
COR
956
DELISTED
Coresite Realty Corporation
COR
– –
-9,410
Closed -$428K
ZIXI
957
DELISTED
Zix Corporation
ZIXI
– –
-20,494
Closed -$106K
HRC
958
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-10,500
Closed -$570K
ADMS
959
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-17,200
Closed -$451K
TLGT
960
DELISTED
Teligent, Inc
TLGT
– –
-1,020
Closed -$64K
CORE
961
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-8,716
Closed -$258K
PFPT
962
DELISTED
Proofpoint, Inc.
PFPT
– –
-7,000
Closed -$446K
PRAH
963
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-6,000
Closed -$218K
SINA
964
DELISTED
Sina Corp
SINA
– –
-6,600
Closed -$354K
CZZ
965
DELISTED
Cosan Limited
CZZ
– –
-10,084
Closed -$62K
TNAV
966
DELISTED
Telenav Inc.
TNAV
– –
-25,073
Closed -$202K
WMGI
967
DELISTED
Wright Medical Group Inc
WMGI
– –
-19,592
Closed -$514K
BITA
968
DELISTED
Bitauto Holdings Limited
BITA
– –
-19,000
Closed -$970K
APEX
969
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-380
Closed -$321K
RST
970
DELISTED
ROSETTA STONE INC
RST
– –
-10,800
Closed -$86K
SMRT
971
DELISTED
Stein Mart Inc
SMRT
– –
-11,767
Closed -$123K
CHK
972
DELISTED
Chesapeake Energy Corporation
CHK
– –
-103
Closed -$229K
I
973
DELISTED
INTELSAT S. A.
I
– –
-16,550
Closed -$164K
CYOU
974
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-10,700
Closed -$319K
HABT
975
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-9,404
Closed -$294K
37 38
39
40 41

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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.