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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 | |
|---|---|---|---|---|---|---|
801
Daktronics
DAKT
$941M
| – | – |
-26,778
| Closed | -$275K |
|
802
Deutsche Bank
DB
$66.3B
| – | – |
-88,619
| Closed | -$3.17M |
|
803
D.R. Horton
DHI
$41B
| – | – |
-11,400
| Closed | -$243K |
|
804
DHI Group
DHX
$166M
| – | – |
-36,800
| Closed | -$339K |
|
805
HF Sinclair
DINO
$15.9B
| – | – |
-8,600
| Closed | -$368K |
|
806
Diodes
DIOD
$4B
| – | – |
-8,300
| Closed | -$216K |
|
807
Healthpeak Properties
DOC
$15.4B
| – | – |
-6,808
| Closed | -$282K |
|
808
Dorman Products
DORM
$4.01B
| – | – |
-20,800
| Closed | -$949K |
|
809
Domino's
DPZ
$11B
| – | – |
-57,500
| Closed | -$3.34M |
|
810
DTE Energy
DTE
$31.1B
| – | – |
-5,405
| Closed | -$308K |
|
811
Electronic Arts
EA
$52.4B
| – | – |
-10,300
| Closed | -$237K |
|
812
eBay
EBAY
$48.6B
| – | – |
-10,217
| Closed | -$222K |
|
813
Encore Capital Group
ECPG
$1.93B
| – | – |
-33,700
| Closed | -$1.12M |
|
814
Eagle Bancorp
EGBN
$867M
| – | – |
-10,498
| Closed | -$235K |
|
815
EastGroup Properties
EGP
$11.5B
| – | – |
-5,500
| Closed | -$309K |
|
816
Encompass Health
EHC
$11.2B
| – | – |
-20,741
| Closed | -$475K |
|
817
eHealth
EHTH
$42.5M
| – | – |
-10,700
| Closed | -$243K |
|
818
Edison International
EIX
$30.7B
| – | – |
-8,300
| Closed | -$400K |
|
819
Estee Lauder
EL
$29B
| – | – |
-4,200
| Closed | -$276K |
|
820
Enphase Energy
ENPH
$4.84B
| – | – |
-12,700
| Closed | -$98K |
|
821
Entegris
ENTG
$19.7B
| – | – |
-36,700
| Closed | -$344K |
|
822
Enerpac Tool Group
EPAC
$1.77B
| – | – |
-6,100
| Closed | -$201K |
|
823
Ericsson
ERIC
$30.7B
| – | – |
-65,800
| Closed | -$742K |
|
|
ESGR
824
DELISTED
Enstar Group
ESGR
| – | – |
-5,300
| Closed | -$705K |
|
825
Eagle Materials
EXP
$6.6B
| – | – |
-4,400
| Closed | -$292K |
|
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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.