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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 | |
|---|---|---|---|---|---|---|
401
BP
BP
$113B
| $399K | 0.08% |
11,614
+3,423
| +42% | +$117K |
|
402
Live Nation Entertainment
LYV
$41.2B
| $399K | 0.08% |
21,500
-43,000
| -67% | -$731K |
|
|
IDTI
403
DELISTED
Integrated Device Technology I
IDTI
| $397K | 0.08% |
+42,100
| New | +$374K |
|
404
Church & Dwight Co
CHD
$23.1B
| $396K | 0.07% |
+13,200
| New | +$406K |
|
405
Insight Enterprises
NSIT
$3.55B
| $395K | 0.07% |
20,900
+4,500
| +27% | +$90.6K |
|
406
Viasat
VSAT
$9.79B
| $395K | 0.07% |
+6,200
| New | +$414K |
|
|
CALY
407
Callaway Golf Company
CALY
$3.26B
| $392K | 0.07% |
55,000
+37,700
| +218% | +$266K |
|
408
Myers Industries
MYE
$1.18B
| $392K | 0.07% |
+19,500
| New | +$363K |
|
|
CYBX
409
DELISTED
CYBERONICS INC
CYBX
| $391K | 0.07% |
7,700
-1,000
| -11% | -$52.5K |
|
410
Monro
MNRO
$525M
| $390K | 0.07% |
+8,400
| New | +$383K |
|
411
EOG Resources
EOG
$78B
| $389K | 0.07% |
4,600
-4,000
| -47% | -$310K |
|
412
EnerSys
ENS
$6.95B
| $388K | 0.07% |
6,400
-5,500
| -46% | -$295K |
|
413
Mid-America Apartment Communities
MAA
$15.6B
| $388K | 0.07% |
+6,200
| New | +$400K |
|
414
Tenet Healthcare
THC
$20.1B
| $387K | 0.07% |
9,400
+3,000
| +47% | +$125K |
|
|
BMR
415
DELISTED
BIOMED REALTY TRUST INC
BMR
| $387K | 0.07% |
+20,800
| New | +$408K |
|
416
Standex International
SXI
$3.68B
| $386K | 0.07% |
+6,500
| New | +$375K |
|
|
SWN
417
DELISTED
Southwestern Energy Company
SWN
| $386K | 0.07% |
10,600
+300
| +3% | +$11.4K |
|
|
TRW
418
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $385K | 0.07% |
5,400
-1,300
| -19% | -$91.4K |
|
419
Gerdau
GGB
$9.44B
| $383K | 0.07% |
+64,764
| New | +$349K |
|
420
Steel Dynamics
STLD
$35.6B
| $383K | 0.07% |
+22,900
| New | +$363K |
|
|
BCPC
421
Balchem Corp
BCPC
$5.23B
| $383K | 0.07% |
7,400
-2,900
| -28% | -$143K |
|
|
ESL
422
DELISTED
Esterline Technologies
ESL
| $383K | 0.07% |
+4,800
| New | +$385K |
|
|
NTT
423
DELISTED
Nippon Telegraph & Telephone
NTT
| $383K | 0.07% |
14,700
-40,100
| -73% | -$1.05M |
|
424
Lincoln National
LNC
$7.91B
| $382K | 0.07% |
+9,100
| New | +$384K |
|
425
Telecom Argentina
TEO
$5.89B
| $382K | 0.07% |
21,291
+8,591
| +68% | +$152K |
|
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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.