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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
HRB icon
76
H&R Block
HRB
$5.18B
$1.19M 0.29%
40,236
+26,936
+203% +$845K
GILD icon
77
Gilead Sciences
GILD
$161B
$1.16M 0.28%
9,900
+3,300
+50% +$361K
BDN
78
Brandywine Realty Trust
BDN
$551M
$1.15M 0.28%
86,900
+61,282
+239% +$887K
SPY icon
79
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$1.15M 0.28%
5,600
+2,800
+100% +$589K
EWBC icon
80
East-West Bancorp
EWBC
$17.9B
$1.15M 0.28%
+25,700
New +$1.1M
GPRO icon
81
GoPro
GPRO
$116M
$1.14M 0.28%
21,700
-15,200
-41% -$781K
MTG icon
82
MGIC Investment
MTG
$6.27B
$1.14M 0.28%
100,400
+62,850
+167% +$671K
LOW icon
83
Lowe's Companies
LOW
$116B
$1.13M 0.28%
+16,900
New +$1.21M
UAL icon
84
United Airlines
UAL
$38.4B
$1.13M 0.28%
+21,300
New +$1.23M
SHAK icon
85
Shake Shack
SHAK
$2.3B
$1.11M 0.27%
+18,447
New +$1.26M
AA icon
86
Alcoa
AA
$11.7B
$1.11M 0.27%
41,407
-71,285
-63% -$2.21M
ATW
87
DELISTED
Atwood Oceanics
ATW
$1.09M 0.27%
41,200
+19,200
+87% +$590K
ON icon
88
ON Semiconductor
ON
$33.8B
$1.08M 0.26%
92,504
+72,186
+355% +$886K
ATHM icon
89
Autohome
ATHM
$2.43B
$1.07M 0.26%
+21,200
New +$1.04M
ABBV icon
90
AbbVie
ABBV
$458B
$1.07M 0.26%
15,900
-900
-5% -$58.8K
SBNY
91
DELISTED
Signature Bank
SBNY
$1.05M 0.26%
7,200
+3,200
+80% +$444K
CCI icon
92
Crown Castle
CCI
$32.7B
$1.05M 0.26%
+13,088
New +$1.09M
HRTG icon
93
Heritage Insurance Holdings
HRTG
$842M
$1.04M 0.26%
45,401
-8,484
-16% -$182K
WNR
94
DELISTED
Western Refining Inc
WNR
$1.04M 0.26%
23,900
-14,700
-38% -$653K
NTRI
95
DELISTED
NutriSystem, Inc.
NTRI
$1.03M 0.25%
+41,498
New +$932K
SIAL
96
DELISTED
SIGMA - ALDRICH CORP
SIAL
$1.02M 0.25%
7,300
-200
-3% -$27.8K
RHI icon
97
Robert Half
RHI
$3.61B
$1M 0.25%
18,100
+10,500
+138% +$601K
CMCSK
98
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$1M 0.24%
16,700
+8,100
+94% +$486K
JACK icon
99
Jack in the Box
JACK
$278M
$1M 0.24%
11,339
-8,161
-42% -$733K
LULU icon
100
lululemon athletica
LULU
$13B
$999K 0.24%
15,300
+11,300
+283% +$735K
2 3
4
5 6

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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.