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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 | |
|---|---|---|---|---|---|---|
926
POSCO
PKX
$15.8B
| – | – |
-7,500
| Closed | -$488K |
|
927
Photronics
PLAB
$1.79B
| – | – |
-21,200
| Closed | -$171K |
|
928
Prologis
PLD
$138B
| – | – |
-5,900
| Closed | -$223K |
|
929
ePlus
PLUS
$2.33B
| – | – |
-14,400
| Closed | -$216K |
|
930
Pinnacle West Capital
PNW
$12.9B
| – | – |
-4,200
| Closed | -$233K |
|
931
PPG Industries
PPG
$25.9B
| – | – |
-4,200
| Closed | -$307K |
|
932
Phillips 66
PSX
$82.9B
| – | – |
-6,500
| Closed | -$383K |
|
933
PTC
PTC
$13.7B
| – | – |
-14,200
| Closed | -$348K |
|
934
Patterson-UTI
PTEN
$3.87B
| – | – |
-18,300
| Closed | -$354K |
|
935
Prudential
PUK
$36.5B
| – | – |
-7,629
| Closed | -$242K |
|
936
Qualcomm
QCOM
$176B
| – | – |
-6,700
| Closed | -$409K |
|
937
QuidelOrtho
QDEL
$1.09B
| – | – |
-15,100
| Closed | -$386K |
|
938
RB Global
RBA
$20.8B
| – | – |
-80,400
| Closed | -$1.54M |
|
939
REX American Resources
REX
$1.46B
| – | – |
-51,600
| Closed | -$247K |
|
940
Transocean
RIG
$5.92B
| – | – |
-11,700
| Closed | -$561K |
|
941
Rogers Corp
ROG
$2.33B
| – | – |
-7,800
| Closed | -$369K |
|
942
Rollins
ROL
$18.6B
| – | – |
-59,400
| Closed | -$456K |
|
943
RPM International
RPM
$13.7B
| – | – |
-8,000
| Closed | -$256K |
|
944
Red Robin
RRGB
$134M
| – | – |
-10,900
| Closed | -$601K |
|
945
Regal Rexnord
RRX
$14.2B
| – | – |
-4,500
| Closed | -$292K |
|
946
RTX Corp
RTX
$287B
| – | – |
-4,926
| Closed | -$288K |
|
947
Rush Enterprises Class A
RUSHA
$5.95B
| – | – |
-49,725
| Closed | -$547K |
|
|
RWT
948
Redwood Trust
RWT
$616M
| – | – |
-14,100
| Closed | -$240K |
|
949
Ryanair
RYAAY
$29.5B
| – | – |
-23,644
| Closed | -$500K |
|
950
Sonic Automotive
SAH
$3.15B
| – | – |
-26,200
| Closed | -$554K |
|
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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.