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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 | |
|---|---|---|---|---|---|---|
26
Ziff Davis
ZD
$1.9B
| $819K | 0.38% |
18,515
+2,530
| +16% | +$106K |
|
27
Credicorp
BAP
$30.9B
| $808K | 0.38% |
5,200
-2,177
| -30% | -$326K |
|
28
Avery Dennison
AVY
$12.3B
| $784K | 0.37% |
15,300
-2,400
| -14% | -$119K |
|
|
CATM
29
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $774K | 0.36% |
+22,700
| New | +$758K |
|
30
Pfizer
PFE
$140B
| $772K | 0.36% |
27,404
+20,131
| +277% | +$574K |
|
31
Mastercard
MA
$477B
| $757K | 0.35% |
10,300
-200
| -2% | -$14.9K |
|
32
Strategic Education
STRA
$1.71B
| $756K | 0.35% |
+14,400
| New | +$728K |
|
|
CSH
33
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $742K | 0.35% |
+36,807
| New | +$739K |
|
34
Whirlpool
WHR
$2.42B
| $738K | 0.35% |
5,300
-300
| -5% | -$44K |
|
|
MITT
35
TPG Mortgage Investment Trust
MITT
$230M
| $734K | 0.34% |
12,933
+7,133
| +123% | +$393K |
|
36
Liberty Global Class A
LBTYA
$3.28B
| $730K | 0.34% |
20,006
+7,518
| +60% | +$263K |
|
37
LXP Industrial Trust
LXP
$3.53B
| $728K | 0.34% |
+13,220
| New | +$733K |
|
38
Boston Beer
SAM
$1.88B
| $715K | 0.33% |
+3,200
| New | +$729K |
|
39
Acadia Healthcare
ACHC
$3.17B
| $714K | 0.33% |
15,700
-3,300
| -17% | -$145K |
|
|
FMER
40
DELISTED
FIRSTMERIT CORP
FMER
| $709K | 0.33% |
35,900
+5,500
| +18% | +$108K |
|
41
Kulicke & Soffa
KLIC
$5.3B
| $707K | 0.33% |
+49,600
| New | +$680K |
|
|
ENT
42
DELISTED
Global Eagle Entertainment Inc.
ENT
| $706K | 0.33% |
2,276
+1,272
| +127% | +$377K |
|
|
MRC
43
DELISTED
MRC Global
MRC
| $702K | 0.33% |
24,800
+4,600
| +23% | +$131K |
|
44
Banco Bradesco
BBD
$38.1B
| $700K | 0.33% |
+122,961
| New | +$719K |
|
|
VR
45
DELISTED
Validus Hold Ltd
VR
| $700K | 0.33% |
18,300
+11,100
| +154% | +$413K |
|
|
GLUU
46
DELISTED
Glu Mobile Inc.
GLUU
| $697K | 0.33% |
139,300
-114,600
| -45% | -$458K |
|
47
Medtronic
MDT
$107B
| $689K | 0.32% |
+10,800
| New | +$656K |
|
|
CHMT
48
DELISTED
Chemtura Corporation
CHMT
| $685K | 0.32% |
26,200
-9,200
| -26% | -$227K |
|
|
AWH
49
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $684K | 0.32% |
18,000
-22,500
| -56% | -$819K |
|
50
Flowers Foods
FLO
$1.64B
| $679K | 0.32% |
32,200
+2,000
| +7% | +$41.3K |
|
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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.