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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 | |
|---|---|---|---|---|---|---|
|
NSR
551
DELISTED
Neustar Inc
NSR
| $272K | 0.05% |
+5,500
| New | +$286K |
|
552
Warner Bros
WBD
$64.6B
| $270K | 0.05% |
+6,262
| New | +$260K |
|
|
MTSC
553
DELISTED
MTS Systems Corp
MTSC
| $270K | 0.05% |
+4,200
| New | +$259K |
|
554
Lindsay Corp
LNN
$1.16B
| $269K | 0.05% |
+3,300
| New | +$258K |
|
555
Zions Bancorporation
ZION
$10.1B
| $269K | 0.05% |
+9,800
| New | +$286K |
|
556
Ametek
AME
$55.5B
| $267K | 0.05% |
+5,800
| New | +$261K |
|
557
Boise Cascade
BCC
$2.74B
| $267K | 0.05% |
9,900
-4,300
| -30% | -$110K |
|
|
GGP
558
DELISTED
GGP Inc.
GGP
| $266K | 0.05% |
+13,800
| New | +$278K |
|
|
GPOR
559
DELISTED
Gulfport Energy Corp.
GPOR
| $264K | 0.05% |
4,100
-1,200
| -23% | -$67.1K |
|
|
AMCC
560
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $264K | 0.05% |
20,500
+2,300
| +13% | +$26.1K |
|
561
Analog Devices
ADI
$181B
| $263K | 0.05% |
+5,600
| New | +$268K |
|
562
Haemonetics
HAE
$3.58B
| $263K | 0.05% |
6,600
-5,500
| -45% | -$231K |
|
|
SHOR
563
DELISTED
ShoreTel, Inc.
SHOR
| $263K | 0.05% |
+43,500
| New | +$207K |
|
|
WBMD
564
DELISTED
WebMD Health Corp.
WBMD
| $263K | 0.05% |
+9,200
| New | +$287K |
|
565
First Industrial Realty Trust
FR
$8.88B
| $262K | 0.05% |
+16,100
| New | +$259K |
|
|
ROIC
566
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $261K | 0.05% |
+18,900
| New | +$257K |
|
567
Churchill Downs
CHDN
$6.03B
| $260K | 0.05% |
18,000
-1,800
| -9% | -$25K |
|
|
BLOX
568
DELISTED
Infoblox Inc
BLOX
| $259K | 0.05% |
+6,200
| New | +$216K |
|
569
Steven Madden
SHOO
$3.12B
| $258K | 0.05% |
10,800
-10,800
| -50% | -$254K |
|
570
First Solar
FSLR
$21.8B
| $257K | 0.05% |
+6,400
| New | +$271K |
|
|
MESG
571
DELISTED
XURA INC COM (DE)
MESG
| $256K | 0.05% |
8,000
-800
| -9% | -$24.9K |
|
572
Fluor
FLR
$7.29B
| $255K | 0.05% |
3,600
-1,500
| -29% | -$97.2K |
|
573
Magnachip Semiconductor
MX
$128M
| $254K | 0.05% |
11,800
-28,900
| -71% | -$582K |
|
|
SVA
574
DELISTED
Sinovac Biotech, Ltd
SVA
| $254K | 0.05% |
+42,400
| New | +$203K |
|
575
EXL Service
EXLS
$4.23B
| $253K | 0.05% |
+44,500
| New | +$255K |
|
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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.