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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 | |
|---|---|---|---|---|---|---|
|
LOCK
201
DELISTED
LifeLock, Inc.
LOCK
| $325K | 0.15% |
+23,300
| New | +$318K |
|
|
IRF
202
DELISTED
INTL RECTIFIER CORP
IRF
| $324K | 0.15% |
11,600
-7,900
| -41% | -$212K |
|
203
LyondellBasell Industries
LYB
$19.5B
| $322K | 0.15% |
3,300
+900
| +38% | +$85.7K |
|
|
ENDP
204
DELISTED
Endo International plc
ENDP
| $322K | 0.15% |
+4,600
| New | +$308K |
|
205
Delta Air Lines
DAL
$55.9B
| $321K | 0.15% |
+8,300
| New | +$313K |
|
206
Repligen
RGEN
$7.44B
| $321K | 0.15% |
14,100
+300
| +2% | +$5.34K |
|
207
Sally Beauty Holdings
SBH
$1.4B
| $321K | 0.15% |
+12,800
| New | +$330K |
|
208
Applied Industrial Technologies
AIT
$12.8B
| $320K | 0.15% |
+6,300
| New | +$304K |
|
209
Pampa Energía
PAM
$4.64B
| $319K | 0.15% |
+32,600
| New | +$256K |
|
|
HIBB
210
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $314K | 0.15% |
+5,800
| New | +$312K |
|
211
MBIA
MBI
$288M
| $312K | 0.15% |
28,300
-46,400
| -62% | -$572K |
|
212
Hyster-Yale Materials Handling
HY
$593M
| $310K | 0.15% |
3,500
-3,900
| -53% | -$354K |
|
213
AMERISAFE
AMSF
$569M
| $309K | 0.14% |
+7,600
| New | +$303K |
|
|
AMWD
214
DELISTED
American Woodmark
AMWD
| $309K | 0.14% |
9,700
+2,500
| +35% | +$76.3K |
|
215
Tyson Foods
TSN
$20.2B
| $308K | 0.14% |
+8,200
| New | +$329K |
|
|
RLD
216
DELISTED
REALD INC COM STK
RLD
| $308K | 0.14% |
+24,100
| New | +$279K |
|
217
The Ensign Group
ENSG
$10.1B
| $305K | 0.14% |
+20,952
| New | +$250K |
|
218
Lockheed Martin
LMT
$134B
| $305K | 0.14% |
1,900
+600
| +46% | +$97.5K |
|
|
ELME
219
Elme Communities
ELME
$132M
| $304K | 0.14% |
11,700
+800
| +7% | +$20K |
|
220
Lear
LEA
$7.19B
| $304K | 0.14% |
+3,400
| New | +$293K |
|
221
Cato Corp
CATO
$65.9M
| $303K | 0.14% |
+9,800
| New | +$285K |
|
222
Nike
NKE
$61.9B
| $302K | 0.14% |
+7,800
| New | +$290K |
|
|
AMSG
223
DELISTED
Amsurg Corp
AMSG
| $301K | 0.14% |
+6,600
| New | +$303K |
|
|
CBI
224
DELISTED
Chicago Bridge & Iron Nv
CBI
| $300K | 0.14% |
+4,400
| New | +$350K |
|
225
Regional Management Corp
RM
$384M
| $299K | 0.14% |
19,300
+2,900
| +18% | +$49.8K |
|
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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.