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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
-4.47%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$146M
AUM Growth
-$68.1M
(-32%)
Cap. Flow
-$60M
Cap. Flow
% of AUM
-41.22%
Top 10 Holdings %
Top 10 Hldgs %
37.12%
Holding
614
New
190
Increased
45
Reduced
46
Closed
332
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
KATE
Kate Spade & Company
KATE
|
+$1.43M |
| 2 |
CEMIG Preferred Shares
CIG
|
+$1.31M |
| 3 |
Vaalco Energy
EGY
|
+$1.06M |
| 4 |
ScottsMiracle-Gro
SMG
|
+$1.05M |
| 5 |
ARRS
ARRIS International plc Ordinary Shares
ARRS
|
+$987K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$1.49M |
| 2 |
H&R Block
HRB
|
+$1.23M |
| 3 |
Itaú Unibanco
ITUB
|
+$1.2M |
| 4 |
CF Industries
CF
|
+$1.06M |
| 5 |
MGLN
Magellan Health Services, Inc.
MGLN
|
+$1.06M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Real Estate | 33.34% |
| 2 | Technology | 10.68% |
| 3 | Industrials | 10.37% |
| 4 | Financials | 8.52% |
| 5 | Consumer Discretionary | 7.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Forrester Research
FORR
$172M
| – | – |
-9,500
| Closed | -$360K |
|
352
Liberty Media Series A
FWONA
$22.3B
| – | – |
-9,569
| Closed | -$232K |
|
353
Greif
GEF
$4.47B
| – | – |
-4,300
| Closed | -$235K |
|
354
GameStop
GME
$9.5B
| – | – |
-22,400
| Closed | -$227K |
|
355
Generac Holdings
GNRC
$11.9B
| – | – |
-10,500
| Closed | -$512K |
|
356
Green Plains
GPRE
$1.19B
| – | – |
-7,400
| Closed | -$243K |
|
357
Guidewire Software
GWRE
$11.5B
| – | – |
-16,200
| Closed | -$659K |
|
358
Halozyme
HALO
$9.72B
| – | – |
-13,900
| Closed | -$137K |
|
359
HCA Healthcare
HCA
$84.8B
| – | – |
-4,100
| Closed | -$231K |
|
360
HCI Group
HCI
$2.28B
| – | – |
-10,400
| Closed | -$422K |
|
361
HEICO Corp
HEI
$48.9B
| – | – |
-23,682
| Closed | -$504K |
|
362
Harmonic Inc
HLIT
$1.21B
| – | – |
-19,400
| Closed | -$145K |
|
363
Healthcare Realty
HR
$7.42B
| – | – |
-27,050
| Closed | -$651K |
|
|
364
H&R Block
HRB
$5.18B
| – | – |
-36,600
| Closed | -$1.23M |
|
365
Humana
HUM
$46.7B
| – | – |
-4,000
| Closed | -$511K |
|
366
Haverty Furniture Companies
HVT
$401M
| – | – |
-10,000
| Closed | -$251K |
|
367
Hexcel
HXL
$8.32B
| – | – |
-11,700
| Closed | -$479K |
|
368
Hyster-Yale Materials Handling
HY
$593M
| – | – |
-3,500
| Closed | -$310K |
|
369
Idexx Laboratories
IDXX
$42.9B
| – | – |
-4,000
| Closed | -$267K |
|
370
Intuit
INTU
$81.1B
| – | – |
-12,600
| Closed | -$1.01M |
|
371
International Paper
IP
$22.3B
| – | – |
-14,134
| Closed | -$666K |
|
372
Interparfums
IPAR
$3.92B
| – | – |
-11,700
| Closed | -$346K |
|
373
Itron
ITRI
$3.73B
| – | – |
-5,600
| Closed | -$227K |
|
|
374
Itaú Unibanco
ITUB
$91.3B
| – | – |
-208,283
| Closed | -$1.2M |
|
375
Jacobs Solutions
J
$15.9B
| – | – |
-11,123
| Closed | -$490K |
|
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Ellington Management Group's Q3 2014 Portfolio in Review
As of Q3 2014, Ellington Management Group held 614 positions worth $146M, down 32% from $214M the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Ellington Management Group withdrew a net $60M in Q3 2014, closing 332 positions and reducing 46 holdings. Its most notable exit was Micron Technology, an estimated $1.49M position sold in full.
By sector, the portfolio is most concentrated in Real Estate at 33% of assets, up from 26% a quarter earlier, followed by Technology and Industrials.
Against the trend, Ellington Management Group opened a new position in Kate Spade & Company worth $1.09M.
- Ellington Management Group's largest Q3 2014 buy was Kate Spade & Company: 41,600 shares worth $1.09M.
- Ellington Management Group added most to Delta Air Lines in Q3 2014, an estimated $592K increase.
- Ellington Management Group's biggest Q3 2014 reduction was Glu Mobile Inc., cutting an estimated $719K.
- Ellington Management Group fully exited Micron Technology in Q3 2014, selling an estimated $1.49M.
- Ellington Management Group's ten largest holdings make up 37% of its $146M portfolio in Q3 2014.
- Ellington Management Group opened 190 new positions and closed 332 in Q3 2014.
- Ellington Management Group's portfolio value fell 32% quarter-over-quarter to $146M.
Based on Ellington Management Group's 13F filing for Q3 2014, filed 14 Nov 2014.