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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 | |
|---|---|---|---|---|---|---|
|
TIVO
101
DELISTED
Tivo Inc
TIVO
| $1.11M | 0.21% |
+58,100
| New | +$1.16M |
|
102
The GEO Group
GEO
$4.13B
| $1.1M | 0.21% |
+49,650
| New | +$1.11M |
|
103
MetLife
MET
$61B
| $1.09M | 0.21% |
+26,030
| New | +$1.12M |
|
104
UGI
UGI
$8B
| $1.08M | 0.2% |
41,250
+30,000
| +267% | +$804K |
|
|
BRCD
105
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $1.07M | 0.2% |
133,000
+88,100
| +196% | +$631K |
|
106
Ultrapar
UGP
$6.87B
| $1.07M | 0.2% |
+87,000
| New | +$1.03M |
|
107
Popular Inc
BPOP
$11B
| $1.07M | 0.2% |
40,600
+3,700
| +10% | +$117K |
|
108
Regions Financial
RF
$26.3B
| $1.07M | 0.2% |
115,100
-116,500
| -50% | -$1.14M |
|
|
RFMD
109
DELISTED
RF MICRO DEVICES INC
RFMD
| $1.05M | 0.2% |
187,100
+77,600
| +71% | +$408K |
|
110
MasTec
MTZ
$26.7B
| $1.04M | 0.2% |
+34,400
| New | +$1.13M |
|
111
Lennox International
LII
$18.8B
| $1.03M | 0.2% |
+13,700
| New | +$967K |
|
|
PNRA
112
DELISTED
Panera Bread Co
PNRA
| $1.03M | 0.19% |
6,500
+4,700
| +261% | +$816K |
|
113
Cencora
COR
$60.3B
| $1.03M | 0.19% |
16,800
-52,100
| -76% | -$3.05M |
|
|
EZCH
114
DELISTED
EZCHIP SEMICONDUCTOR LIMITED ORD SHS (IL)
EZCH
| $1.02M | 0.19% |
+41,400
| New | +$1.16M |
|
115
Telefônica Brasil
VIV
$22.4B
| $1.01M | 0.19% |
+45,200
| New | +$973K |
|
|
RKT
116
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $1.01M | 0.19% |
20,000
+15,000
| +300% | +$838K |
|
|
COV
117
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $1.01M | 0.19% |
16,600
+10,396
| +168% | +$634K |
|
|
IQNT
118
DELISTED
Inteliquent, Inc.
IQNT
| $994K | 0.19% |
+102,900
| New | +$820K |
|
|
ATVI
119
DELISTED
Activision Blizzard
ATVI
| $992K | 0.19% |
+59,500
| New | +$984K |
|
120
APA Corp
APA
$12.8B
| $988K | 0.19% |
+11,600
| New | +$964K |
|
121
Andersons Inc
ANDE
$2.65B
| $979K | 0.19% |
+21,000
| New | +$886K |
|
122
United Rentals
URI
$71.1B
| $973K | 0.18% |
+16,700
| New | +$927K |
|
123
Baxter International
BAX
$11.6B
| $966K | 0.18% |
+27,063
| New | +$1.05M |
|
124
Green Plains
GPRE
$1.19B
| $966K | 0.18% |
60,200
+16,800
| +39% | +$271K |
|
125
Meta Platforms (Facebook)
META
$1.51T
| $949K | 0.18% |
18,900
-6,500
| -26% | -$242K |
|
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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.