We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
826
Par Pacific Holdings
PARR
$3.88B
| – | – |
-19,600
| Closed | -$455K |
|
827
Paycom
PAYC
$6.78B
| – | – |
-9,700
| Closed | -$311K |
|
|
PDM
828
Piedmont Realty Trust
PDM
$1.22B
| – | – |
-11,800
| Closed | -$220K |
|
829
PENN Entertainment
PENN
$2.74B
| – | – |
-22,700
| Closed | -$355K |
|
830
Pultegroup
PHM
$24.5B
| – | – |
-13,200
| Closed | -$293K |
|
831
Polaris
PII
$4.15B
| – | – |
-2,900
| Closed | -$409K |
|
832
Prologis
PLD
$138B
| – | – |
-13,200
| Closed | -$575K |
|
833
Douglas Dynamics
PLOW
$1.07B
| – | – |
-23,300
| Closed | -$532K |
|
834
Power Integrations
POWI
$3.54B
| – | – |
-11,400
| Closed | -$297K |
|
|
PPL
835
PPL Corp
PPL
$27.3B
| – | – |
-27,271
| Closed | -$855K |
|
836
Perdoceo Education
PRDO
$1.9B
| – | – |
-29,637
| Closed | -$149K |
|
837
Primerica
PRI
$9.81B
| – | – |
-4,300
| Closed | -$219K |
|
838
FreightCar America
RAIL
$275M
| – | – |
-20,900
| Closed | -$657K |
|
839
Royal Caribbean
RCL
$78.7B
| – | – |
-10,800
| Closed | -$884K |
|
840
Radian Group
RDN
$5.14B
| – | – |
-15,300
| Closed | -$257K |
|
841
RadNet
RDNT
$4.84B
| – | – |
-52,300
| Closed | -$439K |
|
842
Regency Centers
REG
$15B
| – | – |
-3,300
| Closed | -$225K |
|
843
Regions Financial
RF
$26.3B
| – | – |
-16,000
| Closed | -$151K |
|
844
Reinsurance Group of America
RGA
$15.7B
| – | – |
-5,600
| Closed | -$522K |
|
|
RGLS
845
DELISTED
Regulus Therapeutics
RGLS
| – | – |
-156
| Closed | -$317K |
|
846
Regis Corp
RGS
$69.9M
| – | – |
-875
| Closed | -$286K |
|
847
RLJ Lodging Trust
RLJ
$1.87B
| – | – |
-16,700
| Closed | -$523K |
|
848
Rambus
RMBS
$10.4B
| – | – |
-21,700
| Closed | -$273K |
|
849
RenaissanceRe
RNR
$13.7B
| – | – |
-10,600
| Closed | -$1.06M |
|
850
RPM International
RPM
$13.7B
| – | – |
-9,700
| Closed | -$466K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.