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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
CLC
1026
DELISTED
Clarcor
CLC
– –
-4,945
Closed -$308K
ARIA
1027
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-38,700
Closed -$320K
IQNT
1028
DELISTED
Inteliquent, Inc.
IQNT
– –
-28,497
Closed -$524K
LGF
1029
DELISTED
Lions Gate Entertainment
LGF
– –
-10,500
Closed -$389K
COWN
1030
DELISTED
Cowen Inc. Class A Common Stock
COWN
– –
-3,875
Closed -$99K
AMSG
1031
DELISTED
Amsurg Corp
AMSG
– –
-3,700
Closed -$259K
MOBI
1032
DELISTED
Sky-mobi Limited ADS
MOBI
– –
-41,100
Closed -$214K
PTX
1033
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
– –
-5,311
Closed -$314K
OUTR
1034
DELISTED
OUTERWALL INC
OUTR
– –
-21,112
Closed -$1.61M
FCS
1035
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-31,300
Closed -$544K
STR
1036
DELISTED
QUESTAR CORP
STR
– –
-13,300
Closed -$278K
CSH
1037
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-28,804
Closed -$754K
RSE
1038
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
– –
-18,300
Closed -$299K
JGW
1039
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
– –
-10,291
Closed -$95K
SNDK
1040
DELISTED
SANDISK CORP
SNDK
– –
-9,000
Closed -$524K
MTSN
1041
DELISTED
MATTSON TECHNOLOGY INC
MTSN
– –
-23,800
Closed -$80K
NTLS
1042
DELISTED
NTELOS HLDGS CORP COM
NTLS
– –
-115,393
Closed -$533K
TFM
1043
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-27,979
Closed -$899K
ORIG
1044
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-6
Closed -$277K
AFFX
1045
DELISTED
Affymetrix Inc
AFFX
– –
-53,605
Closed -$585K
HNT
1046
DELISTED
HEALTH NET INC
HNT
– –
-31,200
Closed -$2M
GMCR
1047
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-4,592
Closed -$352K
KING
1048
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
– –
-17,700
Closed -$252K
POZN
1049
DELISTED
POZEN INC
POZN
– –
-39,196
Closed -$404K
PBY
1050
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
– –
-16,900
Closed -$207K
40 41
42
43 44

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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.