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
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
LMNX
951
DELISTED
Luminex Corp
LMNX
– –
-21,300
Closed -$341K
CATM
952
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-9,400
Closed -$353K
CTB
953
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-39,400
Closed -$1.69M
CLGX
954
DELISTED
Corelogic, Inc.
CLGX
– –
-11,700
Closed -$413K
CUB
955
DELISTED
Cubic Corporation
CUB
– –
-12,700
Closed -$657K
FLIR
956
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-21,900
Closed -$685K
EGOV
957
DELISTED
NIC Inc
EGOV
– –
-29,200
Closed -$516K
FPRX
958
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-8,900
Closed -$203K
HMSY
959
DELISTED
HMS Holdings Corp.
HMSY
– –
-31,610
Closed -$488K
ANH
960
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-16,200
Closed -$82K
QEP
961
DELISTED
QEP RESOURCES, INC.
QEP
– –
-88,100
Closed -$1.84M
WPX
962
DELISTED
WPX Energy, Inc.
WPX
– –
-245,300
Closed -$2.68M
TIF
963
DELISTED
Tiffany & Co.
TIF
– –
-11,300
Closed -$995K
VER
964
DELISTED
VEREIT, Inc.
VER
– –
-3,300
Closed -$163K
MNTA
965
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-28,498
Closed -$433K
CCMP
966
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-5,100
Closed -$255K
GCAP
967
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-54,311
Closed -$531K
DNR
968
DELISTED
Denbury Resources, Inc.
DNR
– –
-11,100
Closed -$81K
IBKC
969
DELISTED
IBERIABANK Corp
IBKC
– –
-3,800
Closed -$240K
PGNX
970
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-64,400
Closed -$385K
LTM
971
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-99,200
Closed -$800K
TIVO
972
DELISTED
Tivo Inc
TIVO
– –
-65,500
Closed -$1.19M
JCP
973
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-198,300
Closed -$1.67M
SSI
974
DELISTED
Stage Stores Inc
SSI
– –
-29,500
Closed -$676K
AGN
975
DELISTED
Allergan plc
AGN
– –
-1,900
Closed -$565K
37 38
39
40 41

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.