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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 | |
|---|---|---|---|---|---|---|
426
OraSure Technologies
OSUR
$273M
| – | – |
-25,300
| Closed | -$218K |
|
427
Ovintiv
OVV
$17.5B
| – | – |
-3,660
| Closed | -$434K |
|
428
Oxford Industries
OXM
$577M
| – | – |
-4,400
| Closed | -$293K |
|
429
Penske Automotive Group
PAG
$14.3B
| – | – |
-4,700
| Closed | -$233K |
|
430
Pampa Energía
PAM
$4.64B
| – | – |
-32,600
| Closed | -$319K |
|
431
PDF Solutions
PDFS
$2.13B
| – | – |
-19,700
| Closed | -$418K |
|
432
Public Service Enterprise Group
PEG
$39.8B
| – | – |
-8,900
| Closed | -$363K |
|
433
Pegasystems
PEGA
$4.41B
| – | – |
-35,600
| Closed | -$376K |
|
434
Pfizer
PFE
$140B
| – | – |
-27,404
| Closed | -$772K |
|
435
Packaging Corp of America
PKG
$22.7B
| – | – |
-8,000
| Closed | -$572K |
|
436
Plexus
PLXS
$6.81B
| – | – |
-4,800
| Closed | -$208K |
|
|
PMT
437
PennyMac Mortgage Investment
PMT
$849M
| – | – |
-19,700
| Closed | -$432K |
|
438
Prothena Corp
PRTA
$458M
| – | – |
-18,000
| Closed | -$406K |
|
439
PTC
PTC
$13.7B
| – | – |
-16,700
| Closed | -$648K |
|
440
Pixelworks
PXLW
$38.8M
| – | – |
-6,883
| Closed | -$625K |
|
441
Papa John's
PZZA
$999M
| – | – |
-11,800
| Closed | -$500K |
|
442
LiveRamp
RAMP
$2.29B
| – | – |
-10,500
| Closed | -$228K |
|
443
RadNet
RDNT
$4.84B
| – | – |
-11,000
| Closed | -$73K |
|
444
REX American Resources
REX
$1.46B
| – | – |
-45,000
| Closed | -$550K |
|
445
Repligen
RGEN
$7.44B
| – | – |
-14,100
| Closed | -$321K |
|
446
Regis Corp
RGS
$69.9M
| – | – |
-590
| Closed | -$166K |
|
447
Rio Tinto
RIO
$148B
| – | – |
-4,200
| Closed | -$228K |
|
448
Rithm Capital
RITM
$5.09B
| – | – |
-41,150
| Closed | -$518K |
|
449
Regional Management Corp
RM
$384M
| – | – |
-19,300
| Closed | -$299K |
|
450
Ross Stores
ROST
$76.6B
| – | – |
-7,000
| Closed | -$231K |
|
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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.