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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 | |
|---|---|---|---|---|---|---|
501
Blackbaud
BLKB
$1.5B
| $308K | 0.06% |
+7,900
| New | +$282K |
|
|
QEP
502
DELISTED
QEP RESOURCES, INC.
QEP
| $307K | 0.06% |
11,100
+3,200
| +41% | +$92.5K |
|
|
CPN
503
DELISTED
Calpine Corporation
CPN
| $307K | 0.06% |
+15,800
| New | +$313K |
|
|
CONE
504
DELISTED
CyrusOne Inc Common Stock
CONE
| $306K | 0.06% |
16,100
-11,300
| -41% | -$226K |
|
505
Portland General Electric
POR
$6.02B
| $305K | 0.06% |
+10,800
| New | +$323K |
|
|
BCOV
506
DELISTED
Brightcove, Inc.
BCOV
| $305K | 0.06% |
+27,100
| New | +$273K |
|
|
FPO
507
DELISTED
First Potomac Realty Trust
FPO
| $305K | 0.06% |
+24,300
| New | +$320K |
|
|
ASRT
508
DELISTED
Assertio
ASRT
| $304K | 0.06% |
678
+230
| +51% | +$93.9K |
|
509
Haverty Furniture Companies
HVT
$401M
| $304K | 0.06% |
12,400
-8,200
| -40% | -$207K |
|
510
Hanover Insurance
THG
$7.63B
| $304K | 0.06% |
+5,500
| New | +$293K |
|
|
FDML
511
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $304K | 0.06% |
18,100
-20,900
| -54% | -$313K |
|
512
Community Health Systems
CYH
$385M
| $303K | 0.06% |
8,833
-19,118
| -68% | -$678K |
|
|
UCB
513
United Community Banks
UCB
$4.22B
| $303K | 0.06% |
20,200
-42,900
| -68% | -$623K |
|
|
BEAT
514
DELISTED
BioTelemetry, Inc.
BEAT
| $303K | 0.06% |
+30,600
| New | +$241K |
|
|
CVG
515
DELISTED
Convergys
CVG
| $302K | 0.06% |
+16,100
| New | +$302K |
|
516
Broadwind
BWEN
$113M
| $299K | 0.06% |
+38,100
| New | +$220K |
|
517
GameStop
GME
$9.5B
| $298K | 0.06% |
+24,000
| New | +$287K |
|
|
RGC
518
DELISTED
Regal Entertainment Group
RGC
| $298K | 0.06% |
+15,700
| New | +$294K |
|
|
ALR
519
DELISTED
Alere Inc
ALR
| $297K | 0.06% |
+9,700
| New | +$295K |
|
|
DENN
520
DELISTED
Denny's
DENN
| $296K | 0.06% |
48,500
+36,000
| +288% | +$210K |
|
|
NOAH
521
Noah Holdings
NOAH
$588M
| $295K | 0.06% |
+17,300
| New | +$242K |
|
|
GMCR
522
DELISTED
KEURIG GREEN MTN INC
GMCR
| $294K | 0.06% |
+3,900
| New | +$308K |
|
523
Omega Healthcare
OHI
$15.4B
| $293K | 0.06% |
9,800
-600
| -6% | -$18.3K |
|
524
United Parks & Resorts
PRKS
$2.11B
| $293K | 0.06% |
+9,900
| New | +$339K |
|
525
JB Hunt Transport Services
JBHT
$27.1B
| $292K | 0.06% |
+4,000
| New | +$298K |
|
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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.