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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 | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.68B
| $48.7M | 22.77% |
2,028,149
| – | – |
|
2
Micron Technology
MU
$1.04T
| $1.49M | 0.7% |
45,100
-20,400
| -31% | -$556K |
|
|
AZPN
3
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $1.28M | 0.6% |
27,500
-12,400
| -31% | -$575K |
|
|
CVC
4
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $1.23M | 0.57% |
69,600
-35,400
| -34% | -$605K |
|
|
5
H&R Block
HRB
$5.18B
| $1.23M | 0.57% |
+36,600
| New | +$1.09M |
|
6
Itaú Unibanco
ITUB
$91.3B
| $1.2M | 0.56% |
208,283
-113,845
| -35% | -$670K |
|
|
DST
7
DELISTED
DST Systems Inc.
DST
| $1.17M | 0.55% |
+25,400
| New | +$1.17M |
|
|
8
CF Industries
CF
$19.2B
| $1.06M | 0.5% |
+22,000
| New | +$1.08M |
|
|
MGLN
9
DELISTED
Magellan Health Services, Inc.
MGLN
| $1.06M | 0.5% |
+17,000
| New | +$999K |
|
|
10
Intuit
INTU
$81.1B
| $1.01M | 0.47% |
+12,600
| New | +$972K |
|
|
X
11
DELISTED
US Steel
X
| $1M | 0.47% |
38,500
+17,500
| +83% | +$447K |
|
12
Marathon Petroleum
MPC
$90.3B
| $976K | 0.46% |
25,000
+1,800
| +8% | +$79.6K |
|
13
Methode Electronics
MEI
$543M
| $951K | 0.44% |
24,900
-15,700
| -39% | -$480K |
|
14
CoStar Group
CSGP
$11.3B
| $933K | 0.44% |
+59,000
| New | +$956K |
|
15
New Jersey Resources
NJR
$6.06B
| $932K | 0.44% |
32,600
+23,000
| +240% | +$598K |
|
16
Enpro
NPO
$7.05B
| $922K | 0.43% |
12,600
+9,700
| +334% | +$698K |
|
|
CMCSK
17
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $912K | 0.43% |
17,100
-3,600
| -17% | -$192K |
|
18
NRG Energy
NRG
$29.8B
| $900K | 0.42% |
24,200
-3,300
| -12% | -$114K |
|
19
Teradyne
TER
$54.8B
| $876K | 0.41% |
+44,700
| New | +$832K |
|
|
I
20
DELISTED
INTELSAT S. A.
I
| $869K | 0.41% |
46,100
+28,800
| +166% | +$534K |
|
21
Allison Transmission
ALSN
$10.1B
| $868K | 0.41% |
+27,900
| New | +$843K |
|
22
World Acceptance Corp
WRLD
$950M
| $858K | 0.4% |
+11,300
| New | +$880K |
|
23
Adeia
ADEA
$2.86B
| $857K | 0.4% |
146,664
+100,548
| +218% | +$592K |
|
24
Monster Beverage
MNST
$91.4B
| $852K | 0.4% |
72,000
+13,800
| +24% | +$157K |
|
25
Artisan Partners
APAM
$2.79B
| $828K | 0.39% |
+14,600
| New | +$836K |
|
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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.