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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
+9.73%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$528M
AUM Growth
+$2.74M
(+0.52%)
Cap. Flow
-$19.4M
Cap. Flow
% of AUM
-3.68%
Top 10 Holdings %
Top 10 Hldgs %
20.06%
Holding
1,179
New
416
Increased
150
Reduced
169
Closed
444
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street 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
|
+$9.57M |
| 3 |
Banco Bradesco
BBD
|
+$3.26M |
| 4 |
BID
Sotheby's
BID
|
+$3.18M |
| 5 |
Virtus Investment Partners
VRTS
|
+$3.13M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 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
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 12.47% |
| 2 | Technology | 12.11% |
| 3 | Consumer Discretionary | 11.62% |
| 4 | Real Estate | 10.92% |
| 5 | Financials | 9.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MINI
351
DELISTED
Mobile Mini Inc
MINI
| $456K | 0.09% |
13,400
-6,900
| -34% | -$227K |
|
|
SWI
352
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $456K | 0.09% |
13,000
+7,500
| +136% | +$293K |
|
|
SIMG
353
DELISTED
SILICON IMAGE INC
SIMG
| $456K | 0.09% |
85,447
-105,553
| -55% | -$588K |
|
|
TSL
354
DELISTED
Trina Solar Limited
TSL
| $455K | 0.09% |
+29,400
| New | +$260K |
|
355
Turkcell
TKC
$4.84B
| $454K | 0.09% |
30,800
+17,000
| +123% | +$247K |
|
|
AEGR
356
DELISTED
Aegerion Pharmaceuticals
AEGR
| $454K | 0.09% |
5,300
-4,500
| -46% | -$381K |
|
|
EOCC
357
DELISTED
Enel Generacion Chile S.A.
EOCC
| $453K | 0.09% |
+15,606
| New | +$448K |
|
|
KG
358
Kestrel Group
KG
$71.3M
| $451K | 0.09% |
+1,910
| New | +$474K |
|
359
Macy's
M
$6.15B
| $450K | 0.09% |
10,400
-8,000
| -43% | -$374K |
|
|
CS
360
DELISTED
Credit Suisse Group
CS
| $449K | 0.09% |
14,701
-6,398
| -30% | -$190K |
|
|
RJET
361
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $444K | 0.08% |
37,300
-35,000
| -48% | -$433K |
|
362
Essential Utilities
WTRG
$11.2B
| $443K | 0.08% |
+17,900
| New | +$456K |
|
|
DGIT
363
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
| $442K | 0.08% |
+34,200
| New | +$358K |
|
364
TIM SA
TIMB
$10.2B
| $441K | 0.08% |
+18,700
| New | +$378K |
|
|
XXIA
365
DELISTED
Ixia
XXIA
| $440K | 0.08% |
+28,100
| New | +$433K |
|
|
DTV
366
DELISTED
DIRECTV COM STK (DE)
DTV
| $436K | 0.08% |
7,300
-300
| -4% | -$18.5K |
|
367
Loews
L
$24.3B
| $435K | 0.08% |
+9,300
| New | +$428K |
|
|
UNTD
368
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $435K | 0.08% |
7,800
+5,029
| +181% | +$283K |
|
|
ABCO
369
DELISTED
Advisory Board Co
ABCO
| $434K | 0.08% |
+7,300
| New | +$419K |
|
370
Travelers Companies
TRV
$80.8B
| $432K | 0.08% |
+5,100
| New | +$422K |
|
|
BYI
371
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $432K | 0.08% |
6,000
-30,100
| -83% | -$2.12M |
|
372
Barrett Business Services
BBSI
$976M
| $431K | 0.08% |
25,600
-25,200
| -50% | -$412K |
|
|
GAP
373
The Gap Inc
GAP
$6.84B
| $431K | 0.08% |
10,700
-13,700
| -56% | -$591K |
|
374
Addus HomeCare
ADUS
$2.14B
| $426K | 0.08% |
14,700
-26,100
| -64% | -$586K |
|
375
EQT Corp
EQT
$33.2B
| $426K | 0.08% |
8,818
-2,571
| -23% | -$119K |
|
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Ellington Management Group's Q3 2013 Portfolio in Review
As of Q3 2013, Ellington Management Group held 1,179 positions worth $528M, up 0.52% from $526M the previous quarter. Its ten largest holdings account for 20% of the portfolio.
Ellington Management Group withdrew a net $19.4M in Q3 2013, closing 444 positions and reducing 169 holdings. Its most notable exit was AGNC Investment, an estimated $6.75M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 12% of assets, up from 11% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Ellington Management Group opened a new position in State Street SPDR S&P 500 ETF Trust worth $27.3M.
- Ellington Management Group's largest Q3 2013 buy was State Street SPDR S&P 500 ETF Trust: 162,700 shares worth $27.3M.
- Ellington Management Group added most to TIVO INC in Q3 2013, an estimated $2.73M increase.
- Ellington Management Group's biggest Q3 2013 reduction was Jabil, cutting an estimated $3.39M.
- Ellington Management Group fully exited AGNC Investment in Q3 2013, selling an estimated $6.75M.
- Ellington Management Group's ten largest holdings make up 20% of its $528M portfolio in Q3 2013.
- Ellington Management Group opened 416 new positions and closed 444 in Q3 2013.
- Ellington Management Group's portfolio value rose 0.52% quarter-over-quarter to $528M.
Based on Ellington Management Group's 13F filing for Q3 2013, filed 14 Nov 2013.