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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 | |
|---|---|---|---|---|---|---|
751
Guidewire Software
GWRE
$11.5B
| – | – |
-11,900
| Closed | -$626K |
|
752
Hyatt Hotels
H
$17.6B
| – | – |
-17,560
| Closed | -$1.04M |
|
753
HDFC Bank
HDB
$119B
| – | – |
-26,400
| Closed | -$389K |
|
|
HES
754
DELISTED
Hess
HES
| – | – |
-6,900
| Closed | -$468K |
|
755
HNI Corp
HNI
$3B
| – | – |
-21,000
| Closed | -$1.16M |
|
756
Harley-Davidson
HOG
$2.68B
| – | – |
-5,800
| Closed | -$352K |
|
|
HSII
757
DELISTED
Heidrick & Struggles
HSII
| – | – |
-11,200
| Closed | -$275K |
|
758
Hershey
HSY
$35.4B
| – | – |
-2,800
| Closed | -$283K |
|
759
HubSpot
HUBS
$10.5B
| – | – |
-10,100
| Closed | -$403K |
|
760
Humana
HUM
$46.7B
| – | – |
-1,900
| Closed | -$338K |
|
761
Huron Consulting
HURN
$1.82B
| – | – |
-4,200
| Closed | -$278K |
|
762
Hyster-Yale Materials Handling
HY
$593M
| – | – |
-6,500
| Closed | -$476K |
|
763
ICICI Bank
IBN
$106B
| – | – |
-14,080
| Closed | -$133K |
|
764
Illumina
ILMN
$29.4B
| – | – |
-1,850
| Closed | -$334K |
|
|
IMOS
765
ChipMOS TECHNOLOGIES
IMOS
$1.92B
| – | – |
-35,666
| Closed | -$969K |
|
766
Infosys
INFY
$45B
| – | – |
-98,800
| Closed | -$866K |
|
767
Inogen
INGN
$167M
| – | – |
-8,400
| Closed | -$269K |
|
768
Intel
INTC
$466B
| – | – |
-16,500
| Closed | -$516K |
|
769
Ionis Pharmaceuticals
IONS
$9.35B
| – | – |
-11,600
| Closed | -$739K |
|
770
Interparfums
IPAR
$3.92B
| – | – |
-12,200
| Closed | -$398K |
|
|
IPG
771
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-33,400
| Closed | -$739K |
|
772
IQVIA
IQV
$34.7B
| – | – |
-15,100
| Closed | -$1.01M |
|
|
IRS
773
IRSA Inversiones y Representaciones
IRS
$1.26B
| – | – |
-11,005
| Closed | -$209K |
|
774
Ironwood Pharmaceuticals
IRWD
$611M
| – | – |
-16,119
| Closed | -$216K |
|
|
775
Itaú Unibanco
ITUB
$91.3B
| – | – |
-714,398
| Closed | -$3.17M |
|
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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.