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
+2.43%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$214M
AUM Growth
-$128M
Cap. Flow
-$132M
Cap. Flow %
-61.82%
Top 10 Hldgs %
27.79%
Holding
848
New
262
Increased
59
Reduced
99
Closed
424

Top Buys

Rank Stock Value
1
DST
DST Systems Inc.
DST
+$1.17M
2
HRB icon
H&R Block
HRB
+$1.09M
3
CF icon
CF Industries
CF
+$1.08M
4
MGLN
Magellan Health Services, Inc.
MGLN
+$999K
5
INTU icon
Intuit
INTU
+$972K

Top Sells

Rank Stock Value
1
DNY
DONNELLEY R R & SONS CO
DNY
+$2.44M
2
QIWI
QIWI PLC
QIWI
+$2.33M
3
TTWO icon
Take-Two Interactive
TTWO
+$2.26M
4
PCRX icon
Pacira BioSciences
PCRX
+$2.2M
5
BSMX
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
+$2.06M

Sector Composition

Rank Sector Weight
1 Real Estate 26.32%
2 Technology 12.64%
3 Consumer Discretionary 11.94%
4 Industrials 9.17%
5 Financials 8.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PDFS icon
151
PDF Solutions
PDFS
$2.13B
$418K 0.2%
+19,700
New +$377K
SLCA
152
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$416K 0.19%
+7,500
New +$353K
TRN icon
153
Trinity Industries
TRN
$2.97B
$415K 0.19%
+13,196
New +$374K
INFN
154
DELISTED
Infinera Corporation Common Stock
INFN
$407K 0.19%
44,200
+13,000
+42% +$115K
PRTA icon
155
Prothena Corp
PRTA
$458M
$406K 0.19%
+18,000
New +$450K
RTN
156
DELISTED
Raytheon Company
RTN
$406K 0.19%
+4,400
New +$427K
DRH icon
157
Diamondrock Hospitality Co
DRH
$2.63B
$404K 0.19%
+31,500
New +$387K
MGAM
158
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$400K 0.19%
+13,500
New +$385K
SALE
159
DELISTED
RetailMeNot, Inc. Series 1
SALE
$394K 0.18%
+14,800
New +$430K
GAS
160
DELISTED
AGL Resources Inc
GAS
$391K 0.18%
+7,100
New +$373K
MTOR
161
DELISTED
MERITOR, Inc.
MTOR
$390K 0.18%
+29,900
New +$393K
CRAY
162
DELISTED
Cray, Inc.
CRAY
$388K 0.18%
14,600
-22,900
-61% -$661K
CVSA
163
Covista Inc
CVSA
$3.94B
$385K 0.18%
+9,100
New +$387K
ADEP
164
DELISTED
Adept Technology Inc
ADEP
$382K 0.18%
+36,400
New +$466K
UCTT
165
Ultra Clean Holdings
UCTT
$4.16B
$380K 0.18%
42,000
+19,800
+89% +$189K
REN
166
DELISTED
Resolute Energy Corporaton
REN
$378K 0.18%
+8,740
New +$345K
PEGA icon
167
Pegasystems
PEGA
$4.41B
$376K 0.18%
+35,600
New +$341K
MKSI icon
168
MKS Inc
MKSI
$22.2B
$375K 0.18%
+12,000
New +$348K
MHK icon
169
Mohawk Industries
MHK
$6.9B
$374K 0.18%
2,700
-2,200
-45% -$297K
WTFC icon
170
Wintrust Financial
WTFC
$10.7B
$373K 0.17%
+8,100
New +$367K
MWIV
171
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$369K 0.17%
+2,600
New +$382K
ITG
172
DELISTED
Investment Technology Group Inc
ITG
$368K 0.17%
21,800
+1,600
+8% +$30.3K
EXPD icon
173
Expeditors International
EXPD
$22.9B
$367K 0.17%
+8,300
New +$357K
PEG icon
174
Public Service Enterprise Group
PEG
$39.8B
$363K 0.17%
+8,900
New +$346K
RYL
175
DELISTED
RYLAND GROUP INC
RYL
$363K 0.17%
+9,200
New +$353K
5 6
7
8 9

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 2014 Portfolio in Review

As of Q2 2014, Ellington Management Group held 848 positions worth $214M, down 37% from $342M the previous quarter. Its ten largest holdings account for 28% of the portfolio.

Ellington Management Group withdrew a net $132M in Q2 2014, closing 424 positions and reducing 99 holdings. Its most notable exit was DONNELLEY R R & SONS CO, an estimated $2.44M position sold in full.

By sector, the portfolio is most concentrated in Real Estate at 26% of assets, up from 17% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Ellington Management Group opened a new position in DST Systems Inc. worth $1.17M.

  • Ellington Management Group's largest Q2 2014 buy was DST Systems Inc.: 25,400 shares worth $1.17M.
  • Ellington Management Group added most to Enpro in Q2 2014, an estimated $698K increase.
  • Ellington Management Group's biggest Q2 2014 reduction was GameStop, cutting an estimated $1.89M.
  • Ellington Management Group fully exited DONNELLEY R R & SONS CO in Q2 2014, selling an estimated $2.44M.
  • Ellington Management Group's ten largest holdings make up 28% of its $214M portfolio in Q2 2014.
  • Ellington Management Group opened 262 new positions and closed 424 in Q2 2014.
  • Ellington Management Group's portfolio value fell 37% quarter-over-quarter to $214M.

Based on Ellington Management Group's 13F filing for Q2 2014, filed 14 Aug 2014.