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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 | |
|---|---|---|---|---|---|---|
|
TYC
51
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $1.54M | 0.29% |
42,115
-4,202
| -9% | -$152K |
|
52
Angi Inc
ANGI
$224M
| $1.54M | 0.29% |
6,830
+320
| +5% | +$74.4K |
|
|
STRZA
53
DELISTED
Starz - Series A
STRZA
| $1.53M | 0.29% |
54,500
-68,700
| -56% | -$1.69M |
|
54
Monster Beverage
MNST
$91.4B
| $1.53M | 0.29% |
175,800
+153,600
| +692% | +$1.52M |
|
55
Stride
LRN
$3.69B
| $1.51M | 0.29% |
+48,900
| New | +$1.57M |
|
|
NVO
56
Novo Nordisk
NVO
$216B
| $1.51M | 0.29% |
89,000
-134,000
| -60% | -$2.25M |
|
57
Universal Display
OLED
$3.71B
| $1.5M | 0.28% |
+47,000
| New | +$1.5M |
|
58
ITT
ITT
$17.5B
| $1.49M | 0.28% |
+41,500
| New | +$1.38M |
|
59
Maximus
MMS
$3.14B
| $1.49M | 0.28% |
33,100
+5,100
| +18% | +$197K |
|
60
Moody's
MCO
$81.7B
| $1.48M | 0.28% |
21,100
-11,800
| -36% | -$774K |
|
|
GLBR
61
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $1.48M | 0.28% |
7,493
+2,843
| +61% | +$512K |
|
62
Gartner
IT
$9.41B
| $1.48M | 0.28% |
+24,600
| New | +$1.45M |
|
|
CHK
63
DELISTED
Chesapeake Energy Corporation
CHK
| $1.47M | 0.28% |
+300
| New | +$1.39M |
|
|
SWY
64
DELISTED
SAFEWAY INC
SWY
| $1.46M | 0.28% |
51,047
+31,499
| +161% | +$750K |
|
|
SAVE
65
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.46M | 0.28% |
42,600
+22,600
| +113% | +$748K |
|
|
AZPN
66
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $1.44M | 0.27% |
41,600
+4,600
| +12% | +$159K |
|
67
Telephone and Data Systems
TDS
$3.91B
| $1.43M | 0.27% |
+48,400
| New | +$1.33M |
|
|
REGI
68
DELISTED
Renewable Energy Group, Inc.
REGI
| $1.43M | 0.27% |
+94,300
| New | +$1.41M |
|
69
Comstock Resources
CRK
$3.97B
| $1.4M | 0.27% |
+17,600
| New | +$1.41M |
|
70
NewMarket
NEU
$7.17B
| $1.38M | 0.26% |
+4,800
| New | +$1.33M |
|
71
United Airlines
UAL
$38.4B
| $1.37M | 0.26% |
+44,700
| New | +$1.44M |
|
72
Trex
TREX
$4.51B
| $1.35M | 0.25% |
+217,600
| New | +$1.27M |
|
|
NLSN
73
DELISTED
Nielsen Holdings plc
NLSN
| $1.34M | 0.25% |
+36,800
| New | +$1.26M |
|
74
Masco
MAS
$16B
| $1.34M | 0.25% |
+71,466
| New | +$1.27M |
|
75
Vodafone
VOD
$34.9B
| $1.3M | 0.25% |
+36,199
| New | +$1.14M |
|
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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.