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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 | |
|---|---|---|---|---|---|---|
|
HRG
526
DELISTED
HRG Group, Inc.
HRG
| $291K | 0.06% |
+28,100
| New | +$249K |
|
527
UFP Industries
UFPI
$4.97B
| $290K | 0.05% |
+20,700
| New | +$276K |
|
|
PCYC
528
DELISTED
PHARMACYCLICS INC
PCYC
| $290K | 0.05% |
+2,100
| New | +$233K |
|
529
First Bancorp
FBP
$4.4B
| $289K | 0.05% |
50,900
+33,700
| +196% | +$238K |
|
530
Orthofix Medical
OFIX
$455M
| $287K | 0.05% |
13,800
-900
| -6% | -$21.8K |
|
531
Super Micro Computer
SMCI
$19.5B
| $287K | 0.05% |
+212,000
| New | +$267K |
|
|
LF
532
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $285K | 0.05% |
30,300
-74,700
| -71% | -$772K |
|
|
FNSR
533
DELISTED
Finisar Corp
FNSR
| $285K | 0.05% |
+12,600
| New | +$260K |
|
534
Ambarella
AMBA
$2.99B
| $283K | 0.05% |
14,500
-4,800
| -25% | -$81.7K |
|
535
Marathon Petroleum
MPC
$90.3B
| $283K | 0.05% |
8,800
-81,800
| -90% | -$2.88M |
|
536
Honeywell
HON
$77.1B
| $282K | 0.05% |
+3,784
| New | +$281K |
|
537
McKesson
MCK
$98.5B
| $282K | 0.05% |
2,200
+400
| +22% | +$49.1K |
|
538
Skyworks Solutions
SWKS
$9.06B
| $281K | 0.05% |
+11,300
| New | +$275K |
|
539
Chord Energy
CHRD
$7.79B
| $280K | 0.05% |
+5,700
| New | +$239K |
|
540
Ciena
CIEN
$55.3B
| $280K | 0.05% |
11,200
-3,000
| -21% | -$67.6K |
|
|
HI
541
DELISTED
Hillenbrand
HI
| $279K | 0.05% |
+10,200
| New | +$258K |
|
542
Hain Celestial
HAIN
$47.8M
| $278K | 0.05% |
+7,200
| New | +$272K |
|
|
NCI
543
DELISTED
Navigant Consulting, Inc.
NCI
| $278K | 0.05% |
18,000
+2,500
| +16% | +$35K |
|
544
Asbury Automotive
ABG
$4.19B
| $277K | 0.05% |
5,200
-2,200
| -30% | -$108K |
|
|
SHOE
545
Shoe Station Group
SHOE
$395M
| $276K | 0.05% |
+20,444
| New | +$268K |
|
|
DNR
546
DELISTED
Denbury Resources, Inc.
DNR
| $274K | 0.05% |
14,900
-6,000
| -29% | -$106K |
|
|
GBL
547
DELISTED
GAMCO Investors, Inc.
GBL
| $273K | 0.05% |
+6,685
| New | +$222K |
|
|
VRTU
548
DELISTED
Virtusa Corporation
VRTU
| $273K | 0.05% |
+9,400
| New | +$251K |
|
|
GTIV
549
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
| $273K | 0.05% |
+22,700
| New | +$257K |
|
|
FLY
550
DELISTED
Fly Leasing Limited
FLY
| $273K | 0.05% |
+19,700
| New | +$277K |
|
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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.