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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
(-15%)
Cap. Flow
-$69.3M
Cap. Flow
% of AUM
-16.94%
Top 10 Holdings %
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 |
Bath & Body Works
BBWI
|
+$2.25M |
| 3 |
INVN
Invensense Inc
INVN
|
+$2.23M |
| 4 |
TSMC
TSM
|
+$2.19M |
| 5 |
Verisk Analytics
VRSK
|
+$2.14M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Jones Lang LaSalle
JLL
|
+$3.64M |
| 2 |
BIG
Big Lots, Inc.
BIG
|
+$3.39M |
| 3 |
CBI
Chicago Bridge & Iron Nv
CBI
|
+$3.34M |
| 4 |
Eagle Materials
EXP
|
+$3.33M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
Photronics
PLAB
$1.79B
| $423K | 0.1% |
+44,447
| New | +$417K |
|
|
RXDX
302
DELISTED
Ignyta, Inc.
RXDX
| $423K | 0.1% |
+28,000
| New | +$339K |
|
303
Bausch Health
BHC
$1.65B
| $422K | 0.1% |
+1,900
| New | +$421K |
|
304
Principal Financial Group
PFG
$23.6B
| $421K | 0.1% |
+8,200
| New | +$425K |
|
305
Align Technology
ALGN
$12B
| $420K | 0.1% |
6,699
-9,501
| -59% | -$561K |
|
306
Jabil
JBL
$32.8B
| $419K | 0.1% |
19,700
-60,900
| -76% | -$1.44M |
|
|
RELY
307
DELISTED
Real Industry, Inc.
RELY
| $419K | 0.1% |
+36,900
| New | +$383K |
|
308
Cardinal Health
CAH
$53.4B
| $418K | 0.1% |
5,000
-18,000
| -78% | -$1.59M |
|
309
Quad
QUAD
$430M
| $418K | 0.1% |
22,600
+3,800
| +20% | +$80K |
|
310
PACCAR
PCAR
$69.6B
| $416K | 0.1% |
+9,771
| New | +$422K |
|
|
CPL
311
DELISTED
CPFL Energia S.A.
CPL
| $415K | 0.1% |
34,750
-1,851
| -5% | -$23.2K |
|
312
ING
ING
$93.8B
| $413K | 0.1% |
24,900
-14,900
| -37% | -$237K |
|
313
Marriott Vacations Worldwide
VAC
$3.24B
| $413K | 0.1% |
+4,500
| New | +$384K |
|
|
USAK
314
DELISTED
USA Truck Inc
USAK
| $412K | 0.1% |
+19,400
| New | +$481K |
|
|
INFO
315
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $412K | 0.1% |
+16,100
| New | +$425K |
|
316
Enphase Energy
ENPH
$4.84B
| $408K | 0.1% |
53,549
-47,951
| -47% | -$521K |
|
317
Kforce
KFRC
$983M
| $407K | 0.1% |
+17,800
| New | +$395K |
|
|
POZN
318
DELISTED
POZEN INC
POZN
| $404K | 0.1% |
+39,196
| New | +$323K |
|
|
ALDR
319
DELISTED
Alder Biopharmaceuticals
ALDR
| $403K | 0.1% |
+7,610
| New | +$277K |
|
320
Oxford Industries
OXM
$577M
| $402K | 0.1% |
4,601
-6,699
| -59% | -$531K |
|
321
SLM Corp
SLM
$4.57B
| $402K | 0.1% |
+40,700
| New | +$412K |
|
322
Sunstone Hotel Investors
SHO
$2.19B
| $399K | 0.1% |
26,601
-8,399
| -24% | -$132K |
|
|
CAMP
323
DELISTED
CalAmp Corp.
CAMP
| $398K | 0.1% |
948
-295
| -24% | -$129K |
|
324
New Jersey Resources
NJR
$6.06B
| $394K | 0.1% |
+14,300
| New | +$428K |
|
|
AIV
325
Aimco
AIV
$380M
| $391K | 0.1% |
+79,572
| New | +$402K |
|
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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.