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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
Cap. Flow
-$60M
Cap. Flow %
-41.22%
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
CIG icon
CEMIG Preferred Shares
CIG
+$1.31M
3
EGY icon
Vaalco Energy
EGY
+$1.06M
4
SMG icon
ScottsMiracle-Gro
SMG
+$1.05M
5
ARRS
ARRIS International plc Ordinary Shares
ARRS
+$987K

Top Sells

Rank Stock Value
1
MU icon
Micron Technology
MU
+$1.49M
2
HRB icon
H&R Block
HRB
+$1.23M
3
ITUB icon
Itaú Unibanco
ITUB
+$1.2M
4
CF icon
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
STI
526
DELISTED
SunTrust Banks, Inc.
STI
– –
-5,700
Closed -$228K
SEMG
527
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-7,800
Closed -$615K
DF
528
DELISTED
Dean Foods Company
DF
– –
-24,600
Closed -$433K
BID
529
DELISTED
Sotheby's
BID
– –
-5,500
Closed -$231K
CRAY
530
DELISTED
Cray, Inc.
CRAY
– –
-14,600
Closed -$388K
UPL
531
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-11,700
Closed -$347K
INSY
532
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-18,400
Closed -$287K
BRS
533
DELISTED
Bristow Group, Inc.
BRS
– –
-6,700
Closed -$540K
HZNP
534
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-12,600
Closed -$199K
ELLI
535
DELISTED
Ellie Mae Inc
ELLI
– –
-7,200
Closed -$224K
ITG
536
DELISTED
Investment Technology Group Inc
ITG
– –
-21,800
Closed -$368K
DNB
537
DELISTED
Dun & Bradstreet
DNB
– –
-6,100
Closed -$672K
LKM
538
DELISTED
Link Motion Inc.
LKM
– –
-15,900
Closed -$98K
EGN
539
DELISTED
Energen
EGN
– –
-2,900
Closed -$258K
EDR
540
DELISTED
Education Realty Trust Inc
EDR
– –
-5,767
Closed -$186K
VR
541
DELISTED
Validus Hold Ltd
VR
– –
-18,300
Closed -$700K
WGL
542
DELISTED
Wgl Holdings
WGL
– –
-6,700
Closed -$289K
BGC
543
DELISTED
General Cable Corporation
BGC
– –
-22,200
Closed -$570K
CBI
544
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-4,400
Closed -$300K
CALD
545
DELISTED
Callidus Software, Inc.
CALD
– –
-15,600
Closed -$186K
LVNTA
546
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-8,140
Closed -$295K
ACTA
547
DELISTED
Actua Corp
ACTA
– –
-9,700
Closed -$203K
LMOS
548
DELISTED
Lumos Networks Corp
LMOS
– –
-14,200
Closed -$205K
BRCD
549
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-28,800
Closed -$265K
ALR
550
DELISTED
Alere Inc
ALR
– –
-5,500
Closed -$206K
20 21
22
23 24

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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.