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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 | |
|---|---|---|---|---|---|---|
|
CGI
676
DELISTED
Celadon Group Inc
CGI
| $196K | 0.04% |
+10,500
| New | +$199K |
|
677
Clarus
CLAR
$125M
| $192K | 0.04% |
+15,880
| New | +$169K |
|
678
ASE Group
ASX
$80.8B
| $190K | 0.04% |
+39,800
| New | +$170K |
|
|
SIGM
679
DELISTED
Sigma Designs Inc
SIGM
| $190K | 0.04% |
+34,000
| New | +$183K |
|
|
CBEY
680
DELISTED
CBEYOND INC COM STK
CBEY
| $189K | 0.04% |
+29,500
| New | +$213K |
|
681
TFS Financial
TFSL
$5.1B
| $181K | 0.03% |
+15,100
| New | +$174K |
|
682
Radware
RDWR
$1.24B
| $177K | 0.03% |
+12,700
| New | +$184K |
|
|
BBRG
683
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $177K | 0.03% |
+11,700
| New | +$191K |
|
|
QLTY
684
DELISTED
QUALITY DISTR INC FLA
QLTY
| $177K | 0.03% |
+19,200
| New | +$186K |
|
|
FMBI
685
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $175K | 0.03% |
11,600
-34,600
| -75% | -$525K |
|
|
NTRI
686
DELISTED
NutriSystem, Inc.
NTRI
| $173K | 0.03% |
12,000
-13,600
| -53% | -$170K |
|
|
DNY
687
DELISTED
DONNELLEY R R & SONS CO
DNY
| $170K | 0.03% |
+10,800
| New | +$170K |
|
688
Universal Insurance Holdings
UVE
$1.16B
| $166K | 0.03% |
23,600
-19,200
| -45% | -$148K |
|
|
RSO
689
DELISTED
Resource Capital Corp.
RSO
| $165K | 0.03% |
6,950
-19,600
| -74% | -$481K |
|
|
MIG
690
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $163K | 0.03% |
25,100
-5,800
| -19% | -$41.4K |
|
|
CNH
691
DELISTED
CNH GLOBAL N.V. (NEW)
CNH
| $163K | 0.03% |
+13,013
| New | +$602K |
|
692
NatWest
NWG
$71.5B
| $162K | 0.03% |
+13,000
| New | +$145K |
|
693
Cemex
CX
$17.4B
| $161K | 0.03% |
+16,846
| New | +$166K |
|
|
NRF
694
DELISTED
NorthStar Realty Finance Corp.
NRF
| $159K | 0.03% |
8,708
+2,139
| +33% | +$39K |
|
695
CNO Financial Group
CNO
$4.97B
| $158K | 0.03% |
+11,000
| New | +$157K |
|
|
SPIL
696
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $157K | 0.03% |
+27,200
| New | +$155K |
|
697
Adecoagro
AGRO
$1.53B
| $155K | 0.03% |
20,932
+2,732
| +15% | +$18.7K |
|
|
INFN
698
DELISTED
Infinera Corporation Common Stock
INFN
| $154K | 0.03% |
+13,600
| New | +$149K |
|
699
MBIA
MBI
$288M
| $150K | 0.03% |
14,700
-100
| -0.7% | -$1.26K |
|
|
HW
700
DELISTED
Headwaters Inc
HW
| $150K | 0.03% |
16,700
+1,100
| +7% | +$9.99K |
|
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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.