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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 | |
|---|---|---|---|---|---|---|
|
VALE.P
626
DELISTED
Vale S A
VALE.P
| $222K | 0.04% |
15,600
-72,600
| -82% | -$961K |
|
|
LNCO
627
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $222K | 0.04% |
+7,600
| New | +$221K |
|
628
Flowers Foods
FLO
$1.64B
| $221K | 0.04% |
+10,300
| New | +$230K |
|
629
LyondellBasell Industries
LYB
$19.5B
| $220K | 0.04% |
+3,000
| New | +$209K |
|
630
Greenlight Captial
GLRE
$563M
| $219K | 0.04% |
+7,700
| New | +$208K |
|
|
VWTR
631
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $219K | 0.04% |
+10,113
| New | +$223K |
|
632
Western Alliance Bancorporation
WAL
$9.07B
| $218K | 0.04% |
11,500
-23,300
| -67% | -$407K |
|
|
PIKE
633
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
| $218K | 0.04% |
+19,300
| New | +$229K |
|
|
BBBY
634
DELISTED
Bed Bath & Beyond Inc
BBBY
| $217K | 0.04% |
+2,800
| New | +$210K |
|
|
TWX
635
DELISTED
Time Warner Inc
TWX
| $217K | 0.04% |
3,442
-5,528
| -62% | -$331K |
|
636
Apogee Enterprises
APOG
$850M
| $216K | 0.04% |
7,300
-9,500
| -57% | -$262K |
|
637
Occidental Petroleum
OXY
$57B
| $215K | 0.04% |
+2,401
| New | +$206K |
|
638
Robert Half
RHI
$3.61B
| $215K | 0.04% |
+5,500
| New | +$203K |
|
|
JOBS
639
DELISTED
51job Inc
JOBS
| $215K | 0.04% |
+6,000
| New | +$200K |
|
|
JMBA
640
DELISTED
Jamba, Inc.
JMBA
| $215K | 0.04% |
+16,100
| New | +$227K |
|
641
Devon Energy
DVN
$51.9B
| $214K | 0.04% |
+3,700
| New | +$211K |
|
|
NPKI
642
NPK International
NPKI
$1.21B
| $214K | 0.04% |
16,900
-22,900
| -58% | -$269K |
|
643
Atmos Energy
ATO
$29.9B
| $213K | 0.04% |
5,000
-5,100
| -50% | -$215K |
|
644
Medtronic
MDT
$107B
| $213K | 0.04% |
+4,000
| New | +$215K |
|
645
Marvell Technology
MRVL
$174B
| $213K | 0.04% |
+18,500
| New | +$228K |
|
646
Materion
MTRN
$5.01B
| $212K | 0.04% |
+6,600
| New | +$202K |
|
647
Matrix Service
MTRX
$347M
| $212K | 0.04% |
10,800
-19,700
| -65% | -$330K |
|
|
TWC
648
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $212K | 0.04% |
+1,900
| New | +$214K |
|
649
WEX
WEX
$6.11B
| $211K | 0.04% |
+2,400
| New | +$203K |
|
650
YPF
YPF
$20.2B
| $211K | 0.04% |
+10,500
| New | +$180K |
|
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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.