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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 | |
|---|---|---|---|---|---|---|
|
FCH
701
DELISTED
Felcor Lodging Trust
FCH
| $144K | 0.03% |
23,400
-39,900
| -63% | -$239K |
|
702
Safe Bulkers
SB
$781M
| $143K | 0.03% |
+21,100
| New | +$124K |
|
703
Sabesp
SBS
$19.7B
| $142K | 0.03% |
73,738
-449,133
| -86% | -$843K |
|
704
Stoneridge
SRI
$209M
| $142K | 0.03% |
13,100
-9,100
| -41% | -$113K |
|
|
NTP
705
DELISTED
Nam Tai Property Inc.
NTP
| $140K | 0.03% |
+18,000
| New | +$134K |
|
706
Star Bulk Carriers
SBLK
$3.14B
| $139K | 0.03% |
+2,740
| New | +$102K |
|
707
First Horizon
FHN
$12.1B
| $134K | 0.03% |
+12,200
| New | +$144K |
|
|
SEAC
708
DELISTED
Seachange International Inc
SEAC
| $133K | 0.03% |
+580
| New | +$134K |
|
|
PHLT
709
DELISTED
Performant Healthcare Inc
PHLT
| $132K | 0.03% |
12,100
-4,000
| -25% | -$43.7K |
|
|
BFX
710
DELISTED
BowFlex Inc.
BFX
| $130K | 0.02% |
18,000
-22,800
| -56% | -$175K |
|
|
HERO
711
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
| $130K | 0.02% |
17,600
-145,300
| -89% | -$1.06M |
|
|
MCRL
712
DELISTED
MICREL INC
MCRL
| $127K | 0.02% |
+13,900
| New | +$138K |
|
|
ANW
713
DELISTED
Aegean Marine Petroleum Network
ANW
| $126K | 0.02% |
10,600
-16,700
| -61% | -$161K |
|
|
CADX
714
DELISTED
CADENCE PHARMACEUTICALS, INC COM STK
CADX
| $120K | 0.02% |
+19,000
| New | +$121K |
|
715
NetSol Technologies
NTWK
$51.7M
| $119K | 0.02% |
+11,843
| New | +$122K |
|
716
CBIZ
CBZ
$2.29B
| $118K | 0.02% |
+15,800
| New | +$113K |
|
|
CEMP
717
DELISTED
Cempra, Inc.
CEMP
| $117K | 0.02% |
+10,200
| New | +$89.5K |
|
|
GAME
718
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
| $116K | 0.02% |
+29,600
| New | +$129K |
|
|
REN
719
DELISTED
Resolute Energy Corporaton
REN
| $115K | 0.02% |
+2,760
| New | +$114K |
|
|
CIMT
720
DELISTED
CIMATRON LTD ORD SHS
CIMT
| $113K | 0.02% |
+19,600
| New | +$125K |
|
721
Harte-Hanks
HHS
| $112K | 0.02% |
1,270
-1,300
| -51% | -$119K |
|
|
SRCI
722
DELISTED
SRC Energy Inc
SRCI
| $112K | 0.02% |
+11,500
| New | +$96.1K |
|
723
AudioCodes
AUDC
$244M
| $111K | 0.02% |
+15,800
| New | +$89.3K |
|
724
ON Semiconductor
ON
$33.8B
| $107K | 0.02% |
14,700
-24,900
| -63% | -$191K |
|
725
Harmonic Inc
HLIT
$1.21B
| $103K | 0.02% |
+13,400
| New | +$99.1K |
|
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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.