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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
TWX
1001
DELISTED
Time Warner Inc
TWX
– –
-10,400
Closed -$909K
LAYN
1002
DELISTED
Layne Christensen Co
LAYN
– –
-20,995
Closed -$188K
BGC
1003
DELISTED
General Cable Corporation
BGC
– –
-74,000
Closed -$1.46M
CBI
1004
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-5,700
Closed -$285K
JUNO
1005
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-9,897
Closed -$528K
RXDX
1006
DELISTED
Ignyta, Inc.
RXDX
– –
-28,000
Closed -$423K
IXYS
1007
DELISTED
IXYS Corp
IXYS
– –
-39,945
Closed -$611K
GIMO
1008
DELISTED
Gigamon Inc.
GIMO
– –
-49,498
Closed -$1.63M
VWR
1009
DELISTED
VWR Corporation
VWR
– –
-8,556
Closed -$229K
BRCD
1010
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-22,974
Closed -$273K
SCLN
1011
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-33,065
Closed -$325K
ATW
1012
DELISTED
Atwood Oceanics
ATW
– –
-41,200
Closed -$1.09M
ALR
1013
DELISTED
Alere Inc
ALR
– –
-10,725
Closed -$566K
ZPIN
1014
DELISTED
Zhaopin Limited
ZPIN
– –
-13,400
Closed -$206K
CAB
1015
DELISTED
Cabela's Inc
CAB
– –
-9,500
Closed -$475K
MBLY
1016
DELISTED
Mobileye N.V.
MBLY
– –
-5,500
Closed -$292K
SNOW
1017
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
– –
-14,000
Closed -$163K
KCG
1018
DELISTED
KCG Holdings, Inc.
KCG
– –
-22,616
Closed -$279K
PNRA
1019
DELISTED
Panera Bread Co
PNRA
– –
-1,525
Closed -$267K
PVTB
1020
DELISTED
PrivateBancorp Inc
PVTB
– –
-17,500
Closed -$697K
JIVE
1021
DELISTED
Jive Software, Inc.
JIVE
– –
-44,526
Closed -$234K
EXAR
1022
DELISTED
Exar Corporation
EXAR
– –
-17,414
Closed -$170K
SBY
1023
DELISTED
Silver Bay Realty Trust Corp.
SBY
– –
-17,304
Closed -$282K
ZLTQ
1024
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-28,617
Closed -$843K
CEB
1025
DELISTED
CEB Inc.
CEB
– –
-7,500
Closed -$653K
39 40
41
42 43

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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.