EMG
Ellington Management Group Portfolio holdings
AUM
$332M
1-Year Return
9.2%
This Quarter Return
+9.73%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$528M
AUM Growth
+$2.74M
(+0.52%)
Cap. Flow
-$15.7M
Cap. Flow
% of AUM
-2.98%
Top 10 Holdings %
Top 10 Hldgs %
20.06%
Holding
1,179
New
416
Increased
150
Reduced
169
Closed
444
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
+$27.3M |
| 2 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$8.98M |
| 3 |
Banco Bradesco
BBD
|
+$3.6M |
| 4 |
BID
Sotheby's
BID
|
+$3.51M |
| 5 |
Archer Daniels Midland
ADM
|
+$3.01M |
Top Sells
| 1 |
AGNC Investment
AGNC
|
+$6.75M |
| 2 |
H&R Block
HRB
|
+$3.88M |
| 3 |
SPWR
SunPower Corporation Common Stock
SPWR
|
+$3.85M |
| 4 |
Intuit
INTU
|
+$3.69M |
| 5 |
Santander
BSBR
|
+$3.53M |
Sector Composition
| 1 | Industrials | 12.43% |
| 2 | Technology | 12.03% |
| 3 | Consumer Discretionary | 11.62% |
| 4 | Real Estate | 10.92% |
| 5 | Financials | 9.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CBK
351
DELISTED
Christopher & Banks Corporation
CBK
| $457K | 0.09% |
63,400
+8,600
| +16% | +$62K |
|
|
MINI
352
DELISTED
Mobile Mini Inc
MINI
| $456K | 0.09% |
13,400
-6,900
| -34% | -$235K |
|
|
SWI
353
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $456K | 0.09% |
13,000
+7,500
| +136% | +$263K |
|
|
SIMG
354
DELISTED
SILICON IMAGE INC
SIMG
| $456K | 0.09% |
85,447
-105,553
| -55% | -$563K |
|
|
TSL
355
DELISTED
Trina Solar Limited
TSL
| $455K | 0.09% |
+29,400
| New | +$455K |
|
356
Turkcell
TKC
$4.78B
| $454K | 0.09% |
30,800
+17,000
| +123% | +$251K |
|
|
AEGR
357
DELISTED
Aegerion Pharmaceuticals, Inc.
AEGR
| $454K | 0.09% |
5,300
-4,500
| -46% | -$385K |
|
|
EOCC
358
DELISTED
Enel Generacion Chile S.A.
EOCC
| $453K | 0.09% |
+15,606
| New | +$453K |
|
|
KG
359
Kestrel Group, Ltd.
KG
$195M
| $451K | 0.09% |
+1,910
| New | +$451K |
|
360
Macy's
M
$4.61B
| $450K | 0.09% |
10,400
-8,000
| -43% | -$346K |
|
|
CS
361
DELISTED
Credit Suisse Group
CS
| $449K | 0.09% |
14,701
-6,398
| -30% | -$195K |
|
|
RJET
362
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $444K | 0.08% |
37,300
-35,000
| -48% | -$417K |
|
363
Essential Utilities
WTRG
$10.8B
| $443K | 0.08% |
+17,900
| New | +$443K |
|
|
DGIT
364
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
| $442K | 0.08% |
+34,200
| New | +$442K |
|
365
TIM SA
TIMB
$10.1B
| $441K | 0.08% |
+18,700
| New | +$441K |
|
|
XXIA
366
DELISTED
Ixia
XXIA
| $440K | 0.08% |
+28,100
| New | +$440K |
|
|
DTV
367
DELISTED
DIRECTV COM STK (DE)
DTV
| $436K | 0.08% |
7,300
-300
| -4% | -$17.9K |
|
368
Loews
L
$19.9B
| $435K | 0.08% |
+9,300
| New | +$435K |
|
|
UNTD
369
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $435K | 0.08% |
7,800
+5,029
| +181% | +$280K |
|
|
ABCO
370
DELISTED
Advisory Board Co/The
ABCO
| $434K | 0.08% |
+7,300
| New | +$434K |
|
371
Travelers Companies
TRV
$61.8B
| $432K | 0.08% |
+5,100
| New | +$432K |
|
|
BYI
372
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $432K | 0.08% |
6,000
-30,100
| -83% | -$2.17M |
|
373
Barrett Business Services
BBSI
$1.22B
| $431K | 0.08% |
25,600
-25,200
| -50% | -$424K |
|
|
GAP
374
The Gap, Inc.
GAP
$8.94B
| $431K | 0.08% |
10,700
-13,700
| -56% | -$552K |
|
375
Addus HomeCare
ADUS
$2.11B
| $426K | 0.08% |
14,700
-26,100
| -64% | -$756K |
|