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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 | |
|---|---|---|---|---|---|---|
176
Trinity Industries
TRN
$2.97B
| $276K | 0.19% |
8,195
-5,001
| -38% | -$166K |
|
177
Dollar General
DG
$25.9B
| $275K | 0.19% |
4,500
+700
| +18% | +$41.9K |
|
|
KG
178
Kestrel Group
KG
$71.3M
| $274K | 0.19% |
1,235
-595
| -33% | -$142K |
|
179
Goodyear
GT
$2.07B
| $273K | 0.19% |
+12,100
| New | +$311K |
|
180
Acuity Brands
AYI
$9.88B
| $271K | 0.19% |
+2,300
| New | +$271K |
|
|
FCH
181
DELISTED
Felcor Lodging Trust
FCH
| $271K | 0.19% |
28,900
+16,700
| +137% | +$170K |
|
|
OA
182
DELISTED
Orbital ATK, Inc.
OA
| $268K | 0.18% |
+2,100
| New | +$275K |
|
183
Sprouts Farmers Market
SFM
$7.04B
| $267K | 0.18% |
+9,200
| New | +$284K |
|
184
Stanley Black & Decker
SWK
$14.2B
| $266K | 0.18% |
+3,000
| New | +$268K |
|
|
DANG
185
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $264K | 0.18% |
+21,600
| New | +$293K |
|
186
Arthur J. Gallagher & Co
AJG
$63.7B
| $263K | 0.18% |
+5,800
| New | +$267K |
|
|
ANDV
187
DELISTED
Andeavor
ANDV
| $262K | 0.18% |
+4,300
| New | +$265K |
|
|
TDAY
188
USA Today Co
TDAY
$1.23B
| $261K | 0.18% |
+15,701
| New | +$248K |
|
189
LyondellBasell Industries
LYB
$19.5B
| $261K | 0.18% |
2,400
-900
| -27% | -$97.3K |
|
|
MNK
190
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $261K | 0.18% |
+2,900
| New | +$227K |
|
191
Aramark
ARMK
$15B
| $260K | 0.18% |
13,712
-22,575
| -62% | -$436K |
|
192
Ubiquiti
UI
$31.8B
| $259K | 0.18% |
+6,900
| New | +$293K |
|
|
NILE
193
DELISTED
Blue Nile, Inc.
NILE
| $257K | 0.18% |
+9,000
| New | +$251K |
|
194
Daktronics
DAKT
$941M
| $256K | 0.18% |
+20,800
| New | +$254K |
|
|
JCP
195
DELISTED
J.C. Penney Company, Inc.
JCP
| $256K | 0.18% |
+25,500
| New | +$250K |
|
196
Service Corp International
SCI
$11.4B
| $254K | 0.17% |
+12,000
| New | +$256K |
|
197
Brown-Forman Class B
BF.B
$12B
| $253K | 0.17% |
+8,750
| New | +$257K |
|
198
Jack in the Box
JACK
$278M
| $252K | 0.17% |
+3,700
| New | +$223K |
|
199
MGIC Investment
MTG
$6.27B
| $252K | 0.17% |
32,300
+6,800
| +27% | +$55.7K |
|
|
JAH
200
DELISTED
JARDEN CORPORATION
JAH
| $252K | 0.17% |
+6,300
| New | +$247K |
|
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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.