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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
ZAYO
976
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-12,100
Closed -$311K
PIR
977
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-1,380
Closed -$349K
SHOS
978
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
– –
-28,501
Closed -$271K
ALDR
979
DELISTED
Alder Biopharmaceuticals
ALDR
– –
-7,610
Closed -$403K
WAGE
980
DELISTED
WageWorks, Inc.
WAGE
– –
-5,770
Closed -$233K
TCF
981
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-8,306
Closed -$275K
PETX
982
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-12,700
Closed -$192K
LABL
983
DELISTED
Multi-Color Corp
LABL
– –
-4,000
Closed -$256K
CLD
984
DELISTED
Cloud Peak Energy Inc
CLD
– –
-23,708
Closed -$110K
TFCF
985
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-46,600
Closed -$1.5M
SGYP
986
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-63,177
Closed -$524K
NXTM
987
DELISTED
NxStage Medical Inc.
NXTM
– –
-33,976
Closed -$485K
ATHN
988
DELISTED
Athenahealth, Inc.
ATHN
– –
-5,802
Closed -$665K
VVC
989
DELISTED
Vectren Corporation
VVC
– –
-7,315
Closed -$281K
TSRO
990
DELISTED
TESARO, Inc.
TSRO
– –
-4,714
Closed -$277K
IMPV
991
DELISTED
Imperva, Inc.
IMPV
– –
-11,293
Closed -$765K
FBR
992
DELISTED
Fibria Celulose Sa
FBR
– –
-20,200
Closed -$275K
ECYT
993
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-12,612
Closed -$65K
LKM
994
DELISTED
Link Motion Inc.
LKM
– –
-45,200
Closed -$239K
FCE.A
995
DELISTED
Forest City Realty Trust, Inc.
FCE.A
– –
-20,700
Closed -$457K
AET
996
DELISTED
Aetna Inc
AET
– –
-2,400
Closed -$306K
WEB
997
DELISTED
Web.com Group, Inc.
WEB
– –
-11,000
Closed -$266K
ILG
998
DELISTED
ILG, Inc Common Stock
ILG
– –
-9,834
Closed -$225K
FMI
999
DELISTED
Foundation Medicine, Inc.
FMI
– –
-5,998
Closed -$203K
RPXC
1000
DELISTED
RPX Corporation
RPXC
– –
-28,710
Closed -$485K
38 39
40
41 42

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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.