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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 | |
|---|---|---|---|---|---|---|
|
ARNA
426
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $379K | 0.07% |
+7,200
| New | +$483K |
|
|
PWRD
427
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $378K | 0.07% |
+19,000
| New | +$386K |
|
|
GA
428
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
| $376K | 0.07% |
41,200
-201,000
| -83% | -$1.64M |
|
429
Abbott
ABT
$180B
| $375K | 0.07% |
11,300
-8,400
| -43% | -$295K |
|
430
Generac Holdings
GNRC
$11.9B
| $375K | 0.07% |
8,800
-34,700
| -80% | -$1.44M |
|
|
NE
431
DELISTED
Noble Corporation
NE
| $374K | 0.07% |
+11,326
| New | +$385K |
|
432
ABM Industries
ABM
$2.8B
| $373K | 0.07% |
14,000
-1,300
| -8% | -$33.3K |
|
433
Capital One
COF
$124B
| $371K | 0.07% |
+5,400
| New | +$363K |
|
|
BGFV
434
DELISTED
Big 5 Sporting Goods
BGFV
| $370K | 0.07% |
23,000
-13,200
| -36% | -$259K |
|
435
Halozyme
HALO
$9.72B
| $370K | 0.07% |
+33,500
| New | +$279K |
|
436
Stagwell
STGW
$1.84B
| $369K | 0.07% |
+19,800
| New | +$308K |
|
437
PRA Group
PRAA
$648M
| $366K | 0.07% |
6,100
-2,300
| -27% | -$123K |
|
|
DTLK
438
DELISTED
Datalink Corp
DTLK
| $365K | 0.07% |
+27,000
| New | +$342K |
|
439
AGCO
AGCO
$8.78B
| $363K | 0.07% |
+6,000
| New | +$340K |
|
440
American Tower
AMT
$77.7B
| $363K | 0.07% |
4,900
-2,900
| -37% | -$209K |
|
|
DEST
441
DELISTED
Destination Maternity Corporation
DEST
| $363K | 0.07% |
+11,400
| New | +$333K |
|
|
ORBK
442
DELISTED
Orbotech Ltd
ORBK
| $363K | 0.07% |
30,300
+17,300
| +133% | +$211K |
|
|
MITT
443
TPG Mortgage Investment Trust
MITT
$230M
| $362K | 0.07% |
7,267
+3,834
| +112% | +$200K |
|
|
PIR
444
DELISTED
Pier 1 Imports, Inc.
PIR
| $359K | 0.07% |
920
-140
| -13% | -$63.3K |
|
445
Pinnacle Financial Partners Inc
PNFP
$15.5B
| $358K | 0.07% |
+12,000
| New | +$343K |
|
446
O'Reilly Automotive
ORLY
$72.4B
| $357K | 0.07% |
+42,000
| New | +$343K |
|
447
Sabra Healthcare REIT
SBRA
$5.64B
| $357K | 0.07% |
+15,500
| New | +$382K |
|
448
Hope Bancorp
HOPE
$1.72B
| $356K | 0.07% |
+25,900
| New | +$373K |
|
449
Scansource
SCSC
$1.12B
| $356K | 0.07% |
10,300
-8,000
| -44% | -$271K |
|
|
FRGI
450
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $354K | 0.07% |
9,400
-39,500
| -81% | -$1.34M |
|
Similar funds
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HFA
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PMAS
HH
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.