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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 | |
|---|---|---|---|---|---|---|
701
Carnival Corporation Ltd
CCL
$36.1B
| – | – |
-10,300
| Closed | -$493K |
|
702
Crown Holdings
CCK
$12.8B
| – | – |
-38,900
| Closed | -$2.1M |
|
703
Cogent Communications
CCOI
$594M
| – | – |
-13,500
| Closed | -$477K |
|
|
CCRN
704
DELISTED
Cross Country Healthcare
CCRN
| – | – |
-23,500
| Closed | -$279K |
|
705
CDW
CDW
$17.1B
| – | – |
-15,200
| Closed | -$566K |
|
706
Citizens Financial Group
CFG
$30.4B
| – | – |
-23,700
| Closed | -$572K |
|
707
Chemed
CHE
$6.78B
| – | – |
-11,500
| Closed | -$1.37M |
|
708
C.H. Robinson
CHRW
$22B
| – | – |
-25,200
| Closed | -$1.84M |
|
709
Clarus
CLAR
$125M
| – | – |
-35,256
| Closed | -$332K |
|
710
Cleveland-Cliffs
CLF
$6.81B
| – | – |
-488,000
| Closed | -$2.35M |
|
711
Cimpress
CMPR
$2.37B
| – | – |
-7,100
| Closed | -$599K |
|
712
Centene
CNC
$31.3B
| – | – |
-78,400
| Closed | -$2.77M |
|
713
CNO Financial Group
CNO
$4.97B
| – | – |
-42,900
| Closed | -$739K |
|
714
Cohen & Steers
CNS
$4.18B
| – | – |
-11,300
| Closed | -$463K |
|
715
Columbia Sportswear
COLM
$3.19B
| – | – |
-24,100
| Closed | -$1.47M |
|
|
VISN
716
Vistance Networks Inc
VISN
$2.66B
| – | – |
-7,800
| Closed | -$223K |
|
717
Carpenter Technology
CRS
$30B
| – | – |
-5,200
| Closed | -$202K |
|
718
Covenant Logistics
CVLG
$1.18B
| – | – |
-33,200
| Closed | -$550K |
|
719
Cemex
CX
$17.4B
| – | – |
-11,474
| Closed | -$97K |
|
720
Crane NXT
CXT
$3.04B
| – | – |
-17,274
| Closed | -$374K |
|
721
Delta Air Lines
DAL
$55.9B
| – | – |
-14,800
| Closed | -$665K |
|
722
Deckers Outdoor
DECK
$13.3B
| – | – |
-76,800
| Closed | -$933K |
|
723
D.R. Horton
DHI
$41B
| – | – |
-15,400
| Closed | -$439K |
|
724
Dick's Sporting Goods
DKS
$18.4B
| – | – |
-37,100
| Closed | -$2.11M |
|
725
Dollar Tree
DLTR
$23.1B
| – | – |
-11,600
| Closed | -$941K |
|
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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.