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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 | |
|---|---|---|---|---|---|---|
851
Helen of Troy
HELE
$663M
| – | – |
-11,700
| Closed | -$449K |
|
852
Howard Hughes
HHH
$3.93B
| – | – |
-5,140
| Closed | -$549K |
|
|
HIMX
853
Himax Technologies
HIMX
$2.2B
| – | – |
-356,000
| Closed | -$1.86M |
|
|
MCHB
854
Mechanics Bancorp
MCHB
$3.47B
| – | – |
-22,800
| Closed | -$489K |
|
855
Home BancShares
HOMB
$6.21B
| – | – |
-56,000
| Closed | -$727K |
|
|
856
H&R Block
HRB
$5.18B
| – | – |
-139,900
| Closed | -$3.88M |
|
857
HSBC
HSBC
$355B
| – | – |
-6,389
| Closed | -$286K |
|
858
Hilltop Holdings
HTH
$2.29B
| – | – |
-12,900
| Closed | -$212K |
|
859
Huntsman Corp
HUN
$2.24B
| – | – |
-31,100
| Closed | -$515K |
|
|
PPLI
860
People Inc
PPLI
$3.1B
| – | – |
-48,680
| Closed | -$414K |
|
861
ICICI Bank
IBN
$106B
| – | – |
-53,900
| Closed | -$375K |
|
862
Intercontinental Exchange
ICE
$82.4B
| – | – |
-10,500
| Closed | -$373K |
|
863
ICF International
ICFI
$1.44B
| – | – |
-10,100
| Closed | -$318K |
|
864
IDT Corp
IDT
$1.6B
| – | – |
-19,767
| Closed | -$221K |
|
865
Immersion
IMMR
$216M
| – | – |
-51,400
| Closed | -$681K |
|
866
ING
ING
$93.8B
| – | – |
-35,000
| Closed | -$318K |
|
867
Ingredion
INGR
$6.38B
| – | – |
-6,400
| Closed | -$420K |
|
|
868
Intuit
INTU
$81.1B
| – | – |
-60,400
| Closed | -$3.69M |
|
869
Interparfums
IPAR
$3.92B
| – | – |
-13,000
| Closed | -$371K |
|
|
IRS
870
IRSA Inversiones y Representaciones
IRS
$1.26B
| – | – |
-10,798
| Closed | -$77K |
|
871
JetBlue
JBLU
$1.96B
| – | – |
-41,400
| Closed | -$260K |
|
872
Kelly Services Class A
KELYA
$526M
| – | – |
-13,600
| Closed | -$238K |
|
873
Korea Electric Power
KEP
$15.5B
| – | – |
-15,100
| Closed | -$171K |
|
874
Kforce
KFRC
$983M
| – | – |
-14,900
| Closed | -$218K |
|
875
Korn Ferry
KFY
$3.98B
| – | – |
-52,600
| Closed | -$986K |
|
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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.