We are live on ! Find out more
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
GAME
576
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
– –
-12,700
Closed -$84K
XOOM
577
DELISTED
XOOM CORP COM
XOOM
– –
-7,600
Closed -$200K
ADEP
578
DELISTED
Adept Technology Inc
ADEP
– –
-36,400
Closed -$382K
CYBX
579
DELISTED
CYBERONICS INC
CYBX
– –
-4,400
Closed -$275K
RYL
580
DELISTED
RYLAND GROUP INC
RYL
– –
-9,200
Closed -$363K
OWW
581
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-32,900
Closed -$293K
CMGE
582
DELISTED
CHINA MOBILE GAMES & ENTMT GRP LTD SPON ADR (CYM)
CMGE
– –
-16,600
Closed -$263K
PWRD
583
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
– –
-13,700
Closed -$269K
WLT
584
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-14,900
Closed -$81K
MIG
585
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
– –
-12,200
Closed -$88K
XLS
586
DELISTED
EXELIS INC COM STK
XLS
– –
-37,913
Closed -$601K
PCYC
587
DELISTED
PHARMACYCLICS INC
PCYC
– –
-3,900
Closed -$350K
KFX
588
DELISTED
KOFAX LIMITED COM STK
KFX
– –
-10,600
Closed -$91K
ARUN
589
DELISTED
ARUBA NETWORKS, INC.
ARUN
– –
-16,600
Closed -$291K
HPTX
590
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
– –
-18,500
Closed -$483K
CBST
591
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
– –
-7,100
Closed -$496K
IRF
592
DELISTED
INTL RECTIFIER CORP
IRF
– –
-11,600
Closed -$324K
ROC
593
DELISTED
ROCKWOOD HLDGS INC
ROC
– –
-3,900
Closed -$296K
RFMD
594
DELISTED
RF MICRO DEVICES INC
RFMD
– –
-13,600
Closed -$130K
MGAM
595
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
– –
-13,500
Closed -$400K
EOX
596
DELISTED
EMERALD OIL INC (MT)
EOX
– –
-580
Closed -$89K
CAVM
597
DELISTED
Cavium, Inc.
CAVM
– –
-5,700
Closed -$283K
AWH
598
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-18,000
Closed -$684K
FLY
599
DELISTED
Fly Leasing Limited
FLY
– –
-13,900
Closed -$201K
HIBB
600
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-5,800
Closed -$314K
21 22 23
24
25

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.