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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
EFC
1
Ellington Financial
EFC
$1.68B
$37.7M 9.21%
2,034,255
– –
IDTI
2
DELISTED
Integrated Device Technology I
IDTI
$3.48M 0.85%
160,400
+31,600
+25% +$682K
PPC icon
3
Pilgrim's Pride
PPC
$6.82B
$2.42M 0.59%
105,500
+46,600
+79% +$1.15M
BBWI icon
4
Bath & Body Works
BBWI
$4.01B
$2.39M 0.58%
34,505
+31,289
+973% +$2.25M
WGO icon
5
Winnebago Industries
WGO
$870M
$2.29M 0.56%
+97,079
New +$2.07M
SDRL
6
DELISTED
Seadrill Limited Common Stock
SDRL
$2.26M 0.55%
+818
New +$2.64M
UVV icon
7
Universal Corp
UVV
$1.34B
$2.25M 0.55%
39,202
+10,602
+37% +$536K
INVN
8
DELISTED
Invensense Inc
INVN
$2.23M 0.55%
+147,702
New +$2.23M
CENX icon
9
Century Aluminum
CENX
$4.57B
$2.21M 0.54%
212,109
+57,309
+37% +$730K
VRSK icon
10
Verisk Analytics
VRSK
$26.4B
$2.12M 0.52%
+29,100
New +$2.14M
TSM icon
11
TSMC
TSM
$2.09T
$2.08M 0.51%
+91,800
New +$2.19M
AAN.A
12
DELISTED
The Aaron's Company Inc Class A
AAN.A
$2.06M 0.5%
+56,800
New +$2.06M
CSIQ icon
13
Canadian Solar
CSIQ
$906M
$2.06M 0.5%
71,895
+53,195
+284% +$1.82M
MCK icon
14
McKesson
MCK
$98.5B
$2.05M 0.5%
+9,100
New +$2.1M
OIS icon
15
Oil States International
OIS
$522M
$2.03M 0.5%
54,589
-15,611
-22% -$657K
CYBR
16
DELISTED
CyberArk
CYBR
$2.01M 0.49%
32,018
+25,618
+400% +$1.64M
HNT
17
DELISTED
HEALTH NET INC
HNT
$2M 0.49%
+31,200
New +$1.86M
HBI
18
DELISTED
Hanesbrands
HBI
$1.92M 0.47%
57,600
+2,600
+5% +$85.1K
FDS icon
19
Factset
FDS
$9.05B
$1.92M 0.47%
+11,800
New +$1.92M
INTU icon
20
Intuit
INTU
$81.1B
$1.89M 0.46%
+18,800
New +$1.92M
AEO icon
21
American Eagle Outfitters
AEO
$2.85B
$1.86M 0.46%
108,317
+60,117
+125% +$1.01M
MTOR
22
DELISTED
MERITOR, Inc.
MTOR
$1.85M 0.45%
+140,780
New +$1.89M
WT icon
23
WisdomTree
WT
$2.97B
$1.82M 0.45%
83,000
+71,800
+641% +$1.51M
SPLS
24
DELISTED
Staples Inc
SPLS
$1.82M 0.45%
119,100
+32,800
+38% +$534K
CALM icon
25
Cal-Maine
CALM
$4.28B
$1.79M 0.44%
+34,295
New +$1.69M
1
2 3 4 5

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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.