We are live on ! Find out more
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
NTRI
51
DELISTED
NutriSystem, Inc.
NTRI
$498K 0.34%
32,400
-1,700
-5% -$28.2K
BGG
52
DELISTED
Briggs & Stratton Corp.
BGG
$494K 0.34%
27,400
+10,100
+58% +$198K
BCC icon
53
Boise Cascade
BCC
$2.74B
$491K 0.34%
+16,300
New +$477K
BAH icon
54
Booz Allen Hamilton
BAH
$8.7B
$489K 0.34%
20,900
-8,900
-30% -$196K
SWFT
55
DELISTED
Swift Transportation Company
SWFT
$485K 0.33%
23,100
+1,600
+7% +$35.1K
DST
56
DELISTED
DST Systems Inc.
DST
$478K 0.33%
11,400
-14,000
-55% -$635K
AMWD
57
DELISTED
American Woodmark
AMWD
$475K 0.33%
12,900
+3,200
+33% +$110K
YELL
58
DELISTED
Yellow Corporation Common Stock
YELL
$465K 0.32%
22,900
+15,400
+205% +$368K
PPL
59
PPL Corp
PPL
$27.3B
$463K 0.32%
+15,139
New +$474K
OCR
60
DELISTED
OMNICARE INC
OCR
$461K 0.32%
+7,400
New +$470K
MDLZ icon
61
Mondelez International
MDLZ
$77.7B
$452K 0.31%
+13,200
New +$481K
CTP
62
DELISTED
CTPARTNERS EXECUTIVE SEARCH INC (DE)
CTP
$451K 0.31%
+28,900
New +$429K
TER icon
63
Teradyne
TER
$54.8B
$450K 0.31%
23,200
-21,500
-48% -$422K
ZLTQ
64
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$446K 0.31%
+19,700
New +$390K
OSPN icon
65
OneSpan
OSPN
$562M
$443K 0.3%
+23,600
New +$345K
IPGP icon
66
IPG Photonics
IPGP
$3.89B
$440K 0.3%
+6,400
New +$431K
ARCB icon
67
ArcBest
ARCB
$3.44B
$436K 0.3%
+11,700
New +$444K
SLRC icon
68
SLR Investment Corp
SLRC
$706M
$436K 0.3%
23,337
+10,697
+85% +$215K
GNW icon
69
Genworth Financial
GNW
$3.8B
$435K 0.3%
+33,200
New +$480K
BIIB icon
70
Biogen
BIIB
$29.9B
$430K 0.3%
+1,300
New +$429K
AEIS icon
71
Advanced Energy
AEIS
$12.2B
$428K 0.29%
+22,800
New +$420K
PTRY
72
DELISTED
PANTRY INC (THE)
PTRY
$427K 0.29%
+21,100
New +$404K
TEL icon
73
TE Connectivity
TEL
$58.8B
$426K 0.29%
+7,700
New +$479K
ALTO icon
74
Alto Ingredients
ALTO
$360M
$422K 0.29%
+30,200
New +$568K
LDOS icon
75
Leidos
LDOS
$14.1B
$422K 0.29%
+12,300
New +$453K
1 2
3
4 5

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.