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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 | |
|---|---|---|---|---|---|---|
576
Innoviva
INVA
$1.58B
| $253K | 0.05% |
+7,694
| New | +$239K |
|
577
eGain
EGAN
$176M
| $252K | 0.05% |
+16,700
| New | +$199K |
|
|
ULTI
578
DELISTED
Ultimate Software Group Inc
ULTI
| $251K | 0.05% |
+1,700
| New | +$236K |
|
|
AMED
579
DELISTED
Amedisys
AMED
| $250K | 0.05% |
+14,500
| New | +$215K |
|
|
APOL
580
DELISTED
Apollo Education Group Inc Class A
APOL
| $250K | 0.05% |
12,000
-45,400
| -79% | -$877K |
|
|
MCF
581
DELISTED
Contango Oil & Gas Co.
MCF
| $250K | 0.05% |
+6,800
| New | +$256K |
|
582
Universal Electronics
UEIC
$57.2M
| $249K | 0.05% |
+6,900
| New | +$217K |
|
583
Allstate
ALL
$66.9B
| $248K | 0.05% |
+4,900
| New | +$246K |
|
|
CVSA
584
Covista Inc
CVSA
$3.94B
| $248K | 0.05% |
+8,100
| New | +$250K |
|
585
Magna International
MGA
$17.9B
| $248K | 0.05% |
+6,000
| New | +$235K |
|
|
SPRT
586
DELISTED
support.com, Inc.
SPRT
| $248K | 0.05% |
15,167
-1,700
| -10% | -$27.7K |
|
587
PG&E
PCG
$47.8B
| $246K | 0.05% |
+6,000
| New | +$261K |
|
|
PKD
588
DELISTED
Parker Drilling Company
PKD
| $246K | 0.05% |
+2,873
| New | +$251K |
|
589
Kinder Morgan
KMI
$73.1B
| $245K | 0.05% |
+6,900
| New | +$259K |
|
590
Sony
SONY
$123B
| $245K | 0.05% |
57,000
-757,500
| -93% | -$3.21M |
|
591
Enviri
NVRI
$621M
| $244K | 0.05% |
+9,800
| New | +$244K |
|
|
AMRI
592
DELISTED
Albany Molecular Research Inc
AMRI
| $244K | 0.05% |
18,900
-80,000
| -81% | -$984K |
|
|
ARI
593
Apollo Commercial Real Estate
ARI
$887M
| $243K | 0.05% |
+15,900
| New | +$248K |
|
594
Caesarstone
CSTE
$72.3M
| $242K | 0.05% |
+5,300
| New | +$201K |
|
595
Northern Oil and Gas
NOG
$2.3B
| $242K | 0.05% |
+1,680
| New | +$224K |
|
|
CODE
596
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $242K | 0.05% |
24,000
+10,000
| +71% | +$113K |
|
597
CBRE Group
CBRE
$40.8B
| $241K | 0.05% |
+10,400
| New | +$241K |
|
598
Meritage Homes
MTH
$4.87B
| $241K | 0.05% |
+11,200
| New | +$241K |
|
599
Incyte
INCY
$23.5B
| $240K | 0.05% |
6,300
-5,500
| -47% | -$162K |
|
600
Modine Manufacturing
MOD
$12.8B
| $240K | 0.05% |
+16,400
| New | +$214K |
|
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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.