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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
RALY
1051
DELISTED
RALLY SOFTWARE DEV CORP
RALY
– –
-31,136
Closed -$489K
RKT
1052
DELISTED
ROCK-TENN COMPANY CL-A
RKT
– –
-3,700
Closed -$239K
AOL
1053
DELISTED
AOL INC COMMON STOCK
AOL
– –
-6,700
Closed -$265K
CJES
1054
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-19,100
Closed -$213K
ESV
1055
DELISTED
Ensco Rowan plc
ESV
– –
-10,600
Closed -$893K
MRGE
1056
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
– –
-20,000
Closed -$89K
CAM
1057
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-8,600
Closed -$388K
PDLI
1058
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-10,400
Closed -$73K
SIVB
1059
DELISTED
SVB Financial Group
SIVB
– –
-2,900
Closed -$368K
YELL
1060
DELISTED
Yellow Corporation Common Stock
YELL
– –
-64,400
Closed -$1.16M
QIWI
1061
DELISTED
QIWI PLC
QIWI
– –
-52,800
Closed -$1.27M
GRA
1062
DELISTED
W.R. Grace & Co.
GRA
– –
-2,700
Closed -$267K
CEO
1063
DELISTED
CNOOC Limited
CEO
– –
-2,900
Closed -$411K
FTR
1064
DELISTED
Frontier Communications Corp.
FTR
– –
-12,073
Closed -$1.28M
CY
1065
DELISTED
Cypress Semiconductor
CY
– –
-14,700
Closed -$207K
BAS
1066
DELISTED
Basis Energy Services, Inc.
BAS
– –
-124
Closed -$490K
AUO
1067
DELISTED
AU Optronics Corp
AUO
– –
-258,000
Closed -$1.29M
OSIR
1068
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
– –
-13,700
Closed -$241K
SHPG
1069
DELISTED
Shire pic
SHPG
– –
-6,700
Closed -$1.6M
PGEM
1070
DELISTED
Ply Gem Holdings, Inc.
PGEM
– –
-13,600
Closed -$177K
NTT
1071
DELISTED
Nippon Telegraph & Telephone
NTT
– –
-8,200
Closed -$253K
LXK
1072
DELISTED
Lexmark Intl Inc
LXK
– –
-10,300
Closed -$436K
WIBC
1073
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-11,700
Closed -$117K
RKUS
1074
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
– –
-11,400
Closed -$147K
HAWK
1075
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-50,800
Closed -$1.81M
39 40 41 42
43

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NIA
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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.