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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 | |
|---|---|---|---|---|---|---|
876
KLA
KLAC
$275B
| – | – |
-398,000
| Closed | -$2.22M |
|
877
Koppers
KOP
$966M
| – | – |
-10,600
| Closed | -$405K |
|
878
Kosmos Energy
KOS
$1.56B
| – | – |
-18,600
| Closed | -$189K |
|
879
Kite Realty
KRG
$5.95B
| – | – |
-10,350
| Closed | -$250K |
|
880
KT
KT
$8.84B
| – | – |
-13,700
| Closed | -$213K |
|
881
Lamar Advertising Co
LAMR
$16.2B
| – | – |
-21,400
| Closed | -$929K |
|
|
MZTI
882
The Marzetti Company
MZTI
$2.94B
| – | – |
-3,100
| Closed | -$242K |
|
883
Liberty Global Class A
LBTYA
$3.31B
| – | – |
-19,884
| Closed | -$603K |
|
884
Leidos
LDOS
$14.1B
| – | – |
-18,144
| Closed | -$624K |
|
885
Lincoln Electric
LECO
$13.8B
| – | – |
-3,900
| Closed | -$223K |
|
886
Leggett & Platt
LEG
$1.52B
| – | – |
-12,800
| Closed | -$398K |
|
887
Lifecore Biomedical
LFCR
$162M
| – | – |
-17,000
| Closed | -$225K |
|
888
Lattice Semiconductor
LSCC
$17.6B
| – | – |
-39,400
| Closed | -$200K |
|
889
Las Vegas Sands
LVS
$30.5B
| – | – |
-5,500
| Closed | -$291K |
|
890
La-Z-Boy
LZB
$1.59B
| – | – |
-35,100
| Closed | -$711K |
|
891
Mastercard
MA
$477B
| – | – |
-8,000
| Closed | -$460K |
|
892
Manhattan Associates
MANH
$8.97B
| – | – |
-11,600
| Closed | -$224K |
|
893
Microchip Technology
MCHP
$42.8B
| – | – |
-14,200
| Closed | -$264K |
|
894
Pediatrix Medical
MD
$2.16B
| – | – |
-5,000
| Closed | -$229K |
|
895
Mondelez International
MDLZ
$77.7B
| – | – |
-15,900
| Closed | -$454K |
|
896
Methode Electronics
MEI
$543M
| – | – |
-44,900
| Closed | -$764K |
|
897
Mohawk Industries
MHK
$6.9B
| – | – |
-2,600
| Closed | -$292K |
|
898
M/I Homes
MHO
$3.83B
| – | – |
-12,000
| Closed | -$276K |
|
899
Middleby
MIDD
$6.05B
| – | – |
-5,700
| Closed | -$323K |
|
900
Moog Inc Class A
MOG.A
$13B
| – | – |
-7,200
| Closed | -$371K |
|
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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.