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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 | |
|---|---|---|---|---|---|---|
|
ECHO
951
EchoStar
ECHO
$25.5B
| – | – |
-8,144
| Closed | -$258K |
|
952
SBA Communications
SBAC
$18.4B
| – | – |
-11,900
| Closed | -$882K |
|
953
Service Corp International
SCI
$11.4B
| – | – |
-75,900
| Closed | -$1.37M |
|
|
SCS
954
DELISTED
Steelcase
SCS
| – | – |
-38,700
| Closed | -$564K |
|
955
Sunstone Hotel Investors
SHO
$2.19B
| – | – |
-122,700
| Closed | -$1.48M |
|
956
SITE Centers
SITC
$230M
| – | – |
-7,994
| Closed | -$171K |
|
957
Semtech
SMTC
$11.7B
| – | – |
-17,400
| Closed | -$610K |
|
958
Simon Property Group
SPG
$74.5B
| – | – |
-1,488
| Closed | -$221K |
|
959
Spire
SR
$4.92B
| – | – |
-34,000
| Closed | -$1.55M |
|
960
Sempra
SRE
$60.8B
| – | – |
-5,000
| Closed | -$204K |
|
961
Shutterstock
SSTK
$205M
| – | – |
-3,800
| Closed | -$212K |
|
962
Smith & Wesson
SWBI
$655M
| – | – |
-284,659
| Closed | -$2.18M |
|
963
AT&T
T
$165B
| – | – |
-15,623
| Closed | -$418K |
|
|
TBI
964
Trueblue
TBI
$234M
| – | – |
-17,900
| Closed | -$377K |
|
965
Texas Capital Bancshares
TCBI
$4.31B
| – | – |
-45,900
| Closed | -$2.04M |
|
966
TransDigm Group
TDG
$69.2B
| – | – |
-1,400
| Closed | -$219K |
|
967
Teradyne
TER
$54.8B
| – | – |
-30,900
| Closed | -$543K |
|
968
Teva Pharmaceuticals
TEVA
$35.9B
| – | – |
-9,100
| Closed | -$357K |
|
969
Terex
TEX
$7.98B
| – | – |
-20,500
| Closed | -$539K |
|
|
TGNA
970
DELISTED
TEGNA Inc
TGNA
| – | – |
-31,158
| Closed | -$399K |
|
971
Toyota
TM
$210B
| – | – |
-2,900
| Closed | -$350K |
|
972
T. Rowe Price
TROW
$25B
| – | – |
-2,900
| Closed | -$212K |
|
973
TETRA Technologies
TTI
$1.23B
| – | – |
-31,600
| Closed | -$324K |
|
974
Texas Roadhouse
TXRH
$12.7B
| – | – |
-9,900
| Closed | -$248K |
|
975
Universal Health Services
UHS
$9.43B
| – | – |
-8,400
| Closed | -$562K |
|
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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.