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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
BEE
1051
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
– –
-48,458
Closed -$587K
SIAL
1052
DELISTED
SIGMA - ALDRICH CORP
SIAL
– –
-7,300
Closed -$1.02M
XOOM
1053
DELISTED
XOOM CORP COM
XOOM
– –
-21,110
Closed -$444K
THOR
1054
DELISTED
THORATEC CORPORATION
THOR
– –
-6,300
Closed -$281K
HILL
1055
DELISTED
DOT HILL SYSTEMS CORP
HILL
– –
-79,550
Closed -$487K
ZU
1056
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
– –
-17,783
Closed -$232K
RELY
1057
DELISTED
Real Industry, Inc.
RELY
– –
-36,900
Closed -$419K
GTT
1058
DELISTED
GTT Communications, Inc.
GTT
– –
-15,282
Closed -$365K
CMCSK
1059
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
– –
-16,700
Closed -$1M
ATVI
1060
DELISTED
Activision Blizzard
ATVI
– –
-12,648
Closed -$306K
BIND
1061
DELISTED
BIND THERAPEUTICS INC
BIND
– –
-18,638
Closed -$104K
EBIX
1062
DELISTED
Ebix Inc
EBIX
– –
-8,825
Closed -$288K
SBNY
1063
DELISTED
Signature Bank
SBNY
– –
-7,200
Closed -$1.05M
REGI
1064
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-26,328
Closed -$304K
BDSI
1065
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-22,997
Closed -$183K
MBT
1066
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-16,000
Closed -$156K
CHL
1067
DELISTED
China Mobile Limited
CHL
– –
-7,300
Closed -$468K
EFII
1068
DELISTED
Electronics for Imaging
EFII
– –
-5,100
Closed -$222K
LPNT
1069
DELISTED
LifePoint Health, Inc.
LPNT
– –
-18,800
Closed -$1.64M
GLF
1070
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-14,769
Closed -$171K
ABAX
1071
DELISTED
Abaxis Inc
ABAX
– –
-4,200
Closed -$216K
OREX
1072
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-1,520
Closed -$75K
BOBE
1073
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-4,500
Closed -$230K
FCH
1074
DELISTED
Felcor Lodging Trust
FCH
– –
-28,550
Closed -$282K
WNR
1075
DELISTED
Western Refining Inc
WNR
– –
-23,900
Closed -$1.04M
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.