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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 | |
|---|---|---|---|---|---|---|
626
RenaissanceRe
RNR
$13.7B
| – | – |
-12,900
| Closed | -$1.26M |
|
|
ECHO
627
EchoStar
ECHO
$25.5B
| – | – |
-11,106
| Closed | -$428K |
|
628
SBA Communications
SBAC
$18.4B
| – | – |
-4,500
| Closed | -$409K |
|
629
Sabesp
SBS
$19.7B
| – | – |
-179,963
| Closed | -$323K |
|
|
SCS
630
DELISTED
Steelcase
SCS
| – | – |
-17,500
| Closed | -$291K |
|
|
SEE
631
DELISTED
Sealed Air
SEE
| – | – |
-6,800
| Closed | -$224K |
|
|
SF
632
Stifel
SF
$12.3B
| – | – |
-56,250
| Closed | -$1.24M |
|
633
SFL Corp
SFL
$1.59B
| – | – |
-12,200
| Closed | -$219K |
|
634
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-12,000
| Closed | -$432K |
|
635
Silicom
SILC
$228M
| – | – |
-8,200
| Closed | -$509K |
|
636
J.M. Smucker
SJM
$12.6B
| – | – |
-2,700
| Closed | -$263K |
|
|
SKX
637
DELISTED
Skechers
SKX
| – | – |
-45,900
| Closed | -$559K |
|
638
SLB Ltd
SLB
$77.8B
| – | – |
-2,100
| Closed | -$205K |
|
639
Semtech
SMTC
$11.7B
| – | – |
-25,600
| Closed | -$649K |
|
640
Sony
SONY
$123B
| – | – |
-51,500
| Closed | -$197K |
|
641
Simon Property Group
SPG
$74.5B
| – | – |
-4,465
| Closed | -$689K |
|
642
SiriusPoint
SPNT
$2.98B
| – | – |
-12,900
| Closed | -$204K |
|
643
Steris
STE
$20.9B
| – | – |
-10,700
| Closed | -$511K |
|
644
State Street
STT
$50.9B
| – | – |
-3,400
| Closed | -$236K |
|
645
Seagate
STX
$193B
| – | – |
-12,500
| Closed | -$702K |
|
646
The Bancorp
TBBK
$2.79B
| – | – |
-13,500
| Closed | -$254K |
|
647
Telephone and Data Systems
TDS
$3.91B
| – | – |
-20,300
| Closed | -$532K |
|
648
Teledyne Technologies
TDY
$30.4B
| – | – |
-2,200
| Closed | -$214K |
|
|
THR
649
DELISTED
Thermon Group Holdings
THR
| – | – |
-13,500
| Closed | -$313K |
|
650
TJX Companies
TJX
$170B
| – | – |
-9,200
| Closed | -$279K |
|
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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.