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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 | |
|---|---|---|---|---|---|---|
376
Vale
VALE
$62.9B
| $426K | 0.08% |
27,300
-8,200
| -23% | -$121K |
|
|
MOVE
377
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $426K | 0.08% |
25,100
-2,700
| -10% | -$39K |
|
378
Lam Research
LRCX
$382B
| $425K | 0.08% |
83,000
-85,000
| -51% | -$415K |
|
|
IMOS
379
ChipMOS TECHNOLOGIES
IMOS
$1.92B
| $424K | 0.08% |
21,418
-14,248
| -40% | -$269K |
|
380
New Jersey Resources
NJR
$6.06B
| $423K | 0.08% |
19,200
+8,600
| +81% | +$189K |
|
381
Comscore
SCOR
| $423K | 0.08% |
730
+165
| +29% | +$92K |
|
|
PDCE
382
DELISTED
PDC Energy, Inc.
PDCE
| $423K | 0.08% |
+7,100
| New | +$400K |
|
|
IGTE
383
DELISTED
IGATE CORPORATION
IGTE
| $422K | 0.08% |
15,200
-300
| -2% | -$6.87K |
|
|
DWSN
384
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
| $422K | 0.08% |
+13,000
| New | +$477K |
|
385
Tronox
TROX
$995M
| $421K | 0.08% |
+17,200
| New | +$382K |
|
|
TEF
386
DELISTED
Telefonica
TEF
| $420K | 0.08% |
36,932
+17,035
| +86% | +$176K |
|
|
HUB.B
387
DELISTED
HUBBELL INC CL-B
HUB.B
| $419K | 0.08% |
+4,000
| New | +$421K |
|
388
Elevance Health
ELV
$81.9B
| $418K | 0.08% |
+5,000
| New | +$429K |
|
|
RRTS
389
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $418K | 0.08% |
+592
| New | +$423K |
|
|
SGNT
390
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $418K | 0.08% |
20,500
+6,500
| +46% | +$145K |
|
391
Herc Holdings
HRI
$5.43B
| $414K | 0.08% |
+6,233
| New | +$478K |
|
|
PL
392
DELISTED
PROTECTIVE LIFE CORP
PL
| $413K | 0.08% |
+9,700
| New | +$414K |
|
393
Genpact
G
$5.3B
| $412K | 0.08% |
+21,800
| New | +$434K |
|
|
ELLI
394
DELISTED
Ellie Mae Inc
ELLI
| $410K | 0.08% |
12,800
-36,900
| -74% | -$1.03M |
|
|
CHMT
395
DELISTED
Chemtura Corporation
CHMT
| $409K | 0.08% |
+17,800
| New | +$403K |
|
396
Nelnet
NNI
$4.79B
| $408K | 0.08% |
+10,600
| New | +$410K |
|
|
SWIR
397
DELISTED
Sierra Wireless
SWIR
| $408K | 0.08% |
+24,900
| New | +$329K |
|
|
CLR
398
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $408K | 0.08% |
+7,600
| New | +$364K |
|
|
HF
399
DELISTED
HFF Inc.
HF
| $408K | 0.08% |
+17,366
| New | +$354K |
|
400
KB Home
KBH
$3.48B
| $400K | 0.08% |
+22,200
| New | +$388K |
|
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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.