We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
751
America Movil
AMX
$78.1B
| – | – |
-43,600
| Closed | -$948K |
|
|
EFOR
752
Everforth Inc
EFOR
$845M
| – | – |
-8,700
| Closed | -$232K |
|
753
Grupo Aeroportuario del Sureste
ASR
$8.03B
| – | – |
-2,600
| Closed | -$289K |
|
754
Astronics
ATRO
$3.45B
| – | – |
-44,040
| Closed | -$658K |
|
755
Atlantic Union Bankshares
AUB
$5.99B
| – | – |
-20,100
| Closed | -$414K |
|
|
AXON
756
Axon Enterprise
AXON
$40.5B
| – | – |
-19,400
| Closed | -$165K |
|
757
American Express
AXP
$223B
| – | – |
-41,000
| Closed | -$3.06M |
|
758
AXIS Capital
AXS
$8.59B
| – | – |
-17,900
| Closed | -$819K |
|
759
Boeing
BA
$165B
| – | – |
-3,300
| Closed | -$338K |
|
760
Ball Corp
BALL
$17B
| – | – |
-19,800
| Closed | -$411K |
|
761
Banner Corp
BANR
$2.39B
| – | – |
-16,200
| Closed | -$547K |
|
762
Franklin Resources
BEN
$16.9B
| – | – |
-4,800
| Closed | -$218K |
|
763
Bright Horizons
BFAM
$3.99B
| – | – |
-18,000
| Closed | -$625K |
|
764
Bread Financial
BFH
$4.21B
| – | – |
-2,757
| Closed | -$398K |
|
765
Biogen
BIIB
$29.9B
| – | – |
-1,400
| Closed | -$301K |
|
766
Builders FirstSource
BLDR
$7.84B
| – | – |
-24,200
| Closed | -$145K |
|
|
767
Santander
BSBR
$39.7B
| – | – |
-592,366
| Closed | -$3.53M |
|
768
AB InBev
BUD
$158B
| – | – |
-3,600
| Closed | -$325K |
|
769
Blackstone Mortgage Trust
BXMT
$2.82B
| – | – |
-67,200
| Closed | -$1.66M |
|
770
Credit Acceptance
CACC
$6B
| – | – |
-5,000
| Closed | -$525K |
|
771
Conagra Brands
CAG
$7.07B
| – | – |
-32,254
| Closed | -$877K |
|
772
Cardinal Health
CAH
$53.4B
| – | – |
-6,200
| Closed | -$293K |
|
773
Avis
CAR
$5.63B
| – | – |
-23,900
| Closed | -$687K |
|
774
Casey's General Stores
CASY
$31.9B
| – | – |
-10,900
| Closed | -$656K |
|
775
Cato Corp
CATO
$65.9M
| – | – |
-9,600
| Closed | -$240K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.