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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
+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
(-37%)
Cap. Flow
-$132M
Cap. Flow
% of AUM
-61.82%
Top 10 Holdings %
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 |
H&R Block
HRB
|
+$1.09M |
| 3 |
CF Industries
CF
|
+$1.08M |
| 4 |
MGLN
Magellan Health Services, Inc.
MGLN
|
+$999K |
| 5 |
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 |
Take-Two Interactive
TTWO
|
+$2.26M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
426
Abbott
ABT
$180B
| – | – |
-9,100
| Closed | -$350K |
|
427
Acco Brands
ACCO
$369M
| – | – |
-82,700
| Closed | -$509K |
|
428
American Coastal Insurance
ACIC
$498M
| – | – |
-63,200
| Closed | -$923K |
|
429
Archer Daniels Midland
ADM
$41.4B
| – | – |
-5,300
| Closed | -$230K |
|
430
Addus HomeCare
ADUS
$2.14B
| – | – |
-17,900
| Closed | -$413K |
|
431
Advanced Energy
AEIS
$12.2B
| – | – |
-14,000
| Closed | -$343K |
|
432
AES
AES
$10.6B
| – | – |
-44,500
| Closed | -$635K |
|
433
Aflac
AFL
$63.9B
| – | – |
-9,200
| Closed | -$290K |
|
434
AGCO
AGCO
$8.78B
| – | – |
-11,900
| Closed | -$656K |
|
435
American International
AIG
$41.9B
| – | – |
-7,800
| Closed | -$390K |
|
|
ALEX
436
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-7,500
| Closed | -$319K |
|
437
Align Technology
ALGN
$12B
| – | – |
-7,700
| Closed | -$399K |
|
438
Alnylam Pharmaceuticals
ALNY
$36.3B
| – | – |
-9,300
| Closed | -$624K |
|
439
Ambarella
AMBA
$2.99B
| – | – |
-15,900
| Closed | -$425K |
|
440
America Movil
AMX
$78.1B
| – | – |
-23,400
| Closed | -$465K |
|
441
Amazon
AMZN
$2.5T
| – | – |
-46,000
| Closed | -$774K |
|
|
ANSS
442
DELISTED
Ansys
ANSS
| – | – |
-4,800
| Closed | -$370K |
|
443
Artivion
AORT
$1.23B
| – | – |
-11,300
| Closed | -$113K |
|
|
ARI
444
Apollo Commercial Real Estate
ARI
$887M
| – | – |
-14,400
| Closed | -$239K |
|
445
AvalonBay Communities
AVB
$27.1B
| – | – |
-3,000
| Closed | -$394K |
|
446
Avient
AVNT
$3.45B
| – | – |
-5,900
| Closed | -$216K |
|
447
American Water Works
AWK
$26.3B
| – | – |
-6,200
| Closed | -$281K |
|
448
Boise Cascade
BCC
$2.74B
| – | – |
-10,400
| Closed | -$298K |
|
449
Brink's
BCO
$5.02B
| – | – |
-30,400
| Closed | -$868K |
|
450
BioCryst Pharmaceuticals
BCRX
$2.37B
| – | – |
-32,500
| Closed | -$344K |
|
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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.