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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 | |
|---|---|---|---|---|---|---|
|
ZLTQ
126
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $843K | 0.21% |
28,617
-32,983
| -54% | -$996K |
|
127
F5
FFIV
$22.1B
| $842K | 0.21% |
7,000
-14,700
| -68% | -$1.81M |
|
128
Cintas
CTAS
$82.4B
| $837K | 0.2% |
39,600
+8,400
| +27% | +$176K |
|
|
ANDV
129
DELISTED
Andeavor
ANDV
| $836K | 0.2% |
9,900
-700
| -7% | -$60.8K |
|
130
Universal Insurance Holdings
UVE
$1.16B
| $832K | 0.2% |
+34,400
| New | +$878K |
|
131
UGI
UGI
$8B
| $830K | 0.2% |
+24,092
| New | +$855K |
|
132
Broadcom
AVGO
$1.82T
| $824K | 0.2% |
+62,000
| New | +$812K |
|
133
Coca-Cola Femsa
KOF
$21.6B
| $802K | 0.2% |
+10,100
| New | +$824K |
|
|
SIGM
134
DELISTED
Sigma Designs Inc
SIGM
| $801K | 0.2% |
67,156
+5,556
| +9% | +$51K |
|
|
PAY
135
DELISTED
Verifone Systems Inc
PAY
| $798K | 0.2% |
23,500
+3,000
| +15% | +$109K |
|
|
AAWW
136
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $797K | 0.19% |
+14,500
| New | +$750K |
|
137
Sanmina
SANM
$11.2B
| $796K | 0.19% |
+39,500
| New | +$863K |
|
138
AerCap
AER
$23.9B
| $779K | 0.19% |
+17,007
| New | +$806K |
|
139
Manhattan Associates
MANH
$8.97B
| $769K | 0.19% |
12,900
-8,300
| -39% | -$459K |
|
140
InterDigital
IDCC
$6.68B
| $767K | 0.19% |
13,484
+7,184
| +114% | +$401K |
|
141
Target
TGT
$62.1B
| $767K | 0.19% |
+9,400
| New | +$761K |
|
142
The Ensign Group
ENSG
$10.1B
| $766K | 0.19% |
32,070
-3,241
| -9% | -$71.2K |
|
|
IMPV
143
DELISTED
Imperva, Inc.
IMPV
| $765K | 0.19% |
+11,293
| New | +$623K |
|
144
Lincoln National
LNC
$7.91B
| $764K | 0.19% |
12,900
+8,300
| +180% | +$486K |
|
145
Nucor
NUE
$56.4B
| $762K | 0.19% |
+17,300
| New | +$830K |
|
146
Synchrony
SYF
$23.7B
| $754K | 0.18% |
+22,900
| New | +$731K |
|
|
CSH
147
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $754K | 0.18% |
28,804
-15,496
| -35% | -$411K |
|
|
HA
148
DELISTED
Hawaiian Holdings, Inc.
HA
| $753K | 0.18% |
+31,702
| New | +$741K |
|
149
8x8 Inc
EGHT
$247M
| $744K | 0.18% |
+83,038
| New | +$733K |
|
150
Magna International
MGA
$17.9B
| $740K | 0.18% |
13,190
+3,290
| +33% | +$183K |
|
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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.