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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
ESRX
1001
DELISTED
Express Scripts Holding Company
ESRX
– –
-2,800
Closed -$243K
SONC
1002
DELISTED
Sonic Corp
SONC
– –
-13,100
Closed -$415K
MITL
1003
DELISTED
Mitel Networks Corporation
MITL
– –
-27,000
Closed -$275K
AFSI
1004
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-49,400
Closed -$1.41M
COL
1005
DELISTED
Rockwell Collins
COL
– –
-2,800
Closed -$270K
ANW
1006
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-38,100
Closed -$547K
SHLD
1007
DELISTED
Sears Holding Corporation
SHLD
– –
-19,900
Closed -$823K
XCRA
1008
DELISTED
Xcerra Corporation
XCRA
– –
-49,500
Closed -$440K
FNGN
1009
DELISTED
Financial Engines, Inc.
FNGN
– –
-7,600
Closed -$318K
FINL
1010
DELISTED
Finish Line
FINL
– –
-24,600
Closed -$603K
MON
1011
DELISTED
Monsanto Co
MON
– –
-3,700
Closed -$416K
CALD
1012
DELISTED
Callidus Software, Inc.
CALD
– –
-18,900
Closed -$240K
GNCMA
1013
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
– –
-14,200
Closed -$224K
SCMP
1014
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-37,300
Closed -$580K
HSNI
1015
DELISTED
HSN, Inc.
HSNI
– –
-6,400
Closed -$437K
POT
1016
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-9,200
Closed -$297K
OME
1017
DELISTED
Omega Protein
OME
– –
-13,600
Closed -$186K
RATE
1018
DELISTED
Bankrate Inc
RATE
– –
-16,597
Closed -$188K
LVLT
1019
DELISTED
Level 3 Communications Inc
LVLT
– –
-25,300
Closed -$1.36M
LDR
1020
DELISTED
Landauer Inc
LDR
– –
-6,100
Closed -$214K
PKY
1021
DELISTED
Parkway, Inc.
PKY
– –
-34,400
Closed -$597K
WSTC
1022
DELISTED
West Corporation
WSTC
– –
-20,900
Closed -$705K
MYCC
1023
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-19,100
Closed -$370K
DD
1024
DELISTED
Du Pont De Nemours E I
DD
– –
-5,686
Closed -$386K
WFM
1025
DELISTED
Whole Foods Market Inc
WFM
– –
-4,600
Closed -$240K
39 40
41
42 43

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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.