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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
+3.09%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$409M
AUM Growth
-$74.1M
Cap. Flow
-$69.3M
Cap. Flow %
-16.94%
Top 10 Hldgs %
14.5%
Holding
1,076
New
423
Increased
107
Reduced
131
Closed
413

Top Buys

Rank Stock Value
1
SDRL
Seadrill Limited Common Stock
SDRL
+$2.64M
2
BBWI icon
Bath & Body Works
BBWI
+$2.25M
3
INVN
Invensense Inc
INVN
+$2.23M
4
TSM icon
TSMC
TSM
+$2.19M
5
VRSK icon
Verisk Analytics
VRSK
+$2.14M

Top Sells

Rank Stock Value
1
JLL icon
Jones Lang LaSalle
JLL
+$3.64M
2
BIG
Big Lots, Inc.
BIG
+$3.39M
3
CBI
Chicago Bridge & Iron Nv
CBI
+$3.34M
4
EXP icon
Eagle Materials
EXP
+$3.33M
5
ITUB icon
Itaú Unibanco
ITUB
+$3.17M

Sector Composition

Rank Sector Weight
1 Technology 14.4%
2 Consumer Discretionary 12.57%
3 Real Estate 12.41%
4 Financials 11.63%
5 Industrials 10.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IPI icon
426
Intrepid Potash
IPI
$460M
$300K 0.07%
2,510
+941
+60% +$111K
IM
427
DELISTED
Ingram Micro
IM
$300K 0.07%
+12,000
New +$314K
MRD
428
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$300K 0.07%
+15,800
New +$305K
PHI icon
429
PLDT
PHI
$4.25B
$299K 0.07%
+4,800
New +$307K
RSE
430
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$299K 0.07%
+18,300
New +$320K
TTWO icon
431
Take-Two Interactive
TTWO
$43B
$298K 0.07%
10,800
-110,100
-91% -$2.89M
UHS icon
432
Universal Health Services
UHS
$9.43B
$297K 0.07%
+2,091
New +$262K
MDC
433
DELISTED
M.D.C. Holdings, Inc.
MDC
$296K 0.07%
+13,727
New +$281K
MDR
434
DELISTED
McDermott International
MDR
$296K 0.07%
+18,467
New +$288K
AEGN
435
DELISTED
Aegion Corp
AEGN
$294K 0.07%
+15,499
New +$285K
HABT
436
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$294K 0.07%
+9,404
New +$324K
LGND icon
437
Ligand Pharmaceuticals
LGND
$6.02B
$293K 0.07%
+4,649
New +$254K
INFI
438
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$292K 0.07%
+26,700
New +$343K
MBLY
439
DELISTED
Mobileye N.V.
MBLY
$292K 0.07%
5,500
-17,800
-76% -$843K
IL
440
DELISTED
IntraLinks Holdings Inc.
IL
$292K 0.07%
+24,494
New +$259K
BNFT
441
DELISTED
Benefitfocus, Inc.
BNFT
$291K 0.07%
+6,638
New +$250K
PCRX icon
442
Pacira BioSciences
PCRX
$1.02B
$290K 0.07%
4,095
-19,005
-82% -$1.5M
NUVA
443
DELISTED
NuVasive, Inc.
NUVA
$289K 0.07%
6,096
-3,804
-38% -$178K
EBIX
444
DELISTED
Ebix Inc
EBIX
$288K 0.07%
8,825
-275
-3% -$8.83K
DIN icon
445
Dine Brands
DIN
$432M
$287K 0.07%
2,900
+700
+32% +$69.8K
CBI
446
DELISTED
Chicago Bridge & Iron Nv
CBI
$285K 0.07%
5,700
-64,300
-92% -$3.34M
VXX
447
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$283K 0.07%
+881
New +$287K
AWI icon
448
Armstrong World Industries
AWI
$6.86B
$282K 0.07%
+5,300
New +$295K
SBY
449
DELISTED
Silver Bay Realty Trust Corp.
SBY
$282K 0.07%
+17,304
New +$272K
FCH
450
DELISTED
Felcor Lodging Trust
FCH
$282K 0.07%
28,550
+12,550
+78% +$137K
16 17
18
19 20

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NIA
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Ellington Management Group's Q2 2015 Portfolio in Review

As of Q2 2015, Ellington Management Group held 1,076 positions worth $409M, down 15% from $483M the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Ellington Management Group withdrew a net $69.3M in Q2 2015, closing 413 positions and reducing 131 holdings. Its most notable exit was Jones Lang LaSalle, an estimated $3.64M position sold in full.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Real Estate.

Against the trend, Ellington Management Group opened a new position in Seadrill Limited Common Stock worth $2.26M.

  • Ellington Management Group's largest Q2 2015 buy was Seadrill Limited Common Stock: 818 shares worth $2.26M.
  • Ellington Management Group added most to Bath & Body Works in Q2 2015, an estimated $2.25M increase.
  • Ellington Management Group's biggest Q2 2015 reduction was Big Lots, Inc., cutting an estimated $3.39M.
  • Ellington Management Group fully exited Jones Lang LaSalle in Q2 2015, selling an estimated $3.64M.
  • Ellington Management Group's ten largest holdings make up 15% of its $409M portfolio in Q2 2015.
  • Ellington Management Group opened 423 new positions and closed 413 in Q2 2015.
  • Ellington Management Group's portfolio value fell 15% quarter-over-quarter to $409M.

Based on Ellington Management Group's 13F filing for Q2 2015, filed 14 Aug 2015.