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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
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
EFC
1
Ellington Financial
EFC
$1.68B
$45.1M 30.94%
2,028,149
– –
EGY icon
2
Vaalco Energy
EGY
$594M
$1.12M 0.77%
+131,400
New +$1.06M
KATE
3
DELISTED
Kate Spade & Company
KATE
$1.09M 0.75%
+41,600
New +$1.43M
NOK icon
4
Nokia
NOK
$50.8B
$1.02M 0.7%
+121,200
New +$975K
SMG icon
5
ScottsMiracle-Gro
SMG
$4.03B
$1.02M 0.7%
+18,600
New +$1.05M
CIG icon
6
CEMIG Preferred Shares
CIG
$6.09B
$1.01M 0.7%
+318,989
New +$1.31M
TREX icon
7
Trex
TREX
$4.51B
$996K 0.68%
+115,200
New +$966K
EW icon
8
Edwards Lifesciences
EW
$47.6B
$960K 0.66%
+56,400
New +$890K
ARRS
9
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$896K 0.62%
+31,600
New +$987K
THO icon
10
Thor Industries
THO
$3.99B
$876K 0.6%
17,000
+9,500
+127% +$509K
MTGE
11
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$875K 0.6%
46,500
+24,200
+109% +$484K
DAL icon
12
Delta Air Lines
DAL
$55.9B
$860K 0.59%
23,800
+15,500
+187% +$592K
LCI
13
DELISTED
Lannett Company, Inc.
LCI
$850K 0.58%
+4,650
New +$745K
ALK icon
14
Alaska Air
ALK
$5.15B
$827K 0.57%
19,000
+12,000
+171% +$557K
SMA
15
DELISTED
SYMMETRY MEDICAL INC
SMA
$819K 0.56%
+81,200
New +$752K
BGC icon
16
BGC Group
BGC
$5.58B
$802K 0.55%
+167,785
New +$821K
X
17
DELISTED
US Steel
X
$799K 0.55%
20,400
-18,100
-47% -$634K
FSL
18
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$773K 0.53%
39,600
+18,600
+89% +$397K
NSM
19
DELISTED
Nationstar Mortgage Holdings
NSM
$767K 0.53%
+22,400
New +$743K
MWIV
20
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$757K 0.52%
5,100
+2,500
+96% +$360K
MPC icon
21
Marathon Petroleum
MPC
$90.3B
$754K 0.52%
17,800
-7,200
-29% -$306K
EV
22
DELISTED
Eaton Vance Corp.
EV
$728K 0.5%
+19,300
New +$725K
MTRX icon
23
Matrix Service
MTRX
$347M
$724K 0.5%
+30,000
New +$833K
NKTR icon
24
Nektar Therapeutics
NKTR
$2.39B
$705K 0.48%
3,893
+2,800
+256% +$536K
CVC
25
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$683K 0.47%
39,000
-30,600
-44% -$567K
1
2 3 4 5

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NIA
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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.