We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
TGI
126
DELISTED
Triumph Group
TGI
| $948K | 0.18% |
13,500
+9,500
| +238% | +$732K |
|
127
Sumitomo Mitsui Financial
SMFG
$166B
| $942K | 0.18% |
96,800
+69,500
| +255% | +$660K |
|
|
HLSS
128
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
| $935K | 0.18% |
+42,500
| New | +$1.01M |
|
129
TriMas Corp
TRS
$1.43B
| $933K | 0.18% |
+31,375
| New | +$934K |
|
130
Unum
UNM
$13.8B
| $925K | 0.18% |
+30,400
| New | +$934K |
|
131
Ligand Pharmaceuticals
LGND
$6.02B
| $922K | 0.17% |
+34,144
| New | +$961K |
|
|
ESRX
132
DELISTED
Express Scripts Holding Company
ESRX
| $921K | 0.17% |
+14,900
| New | +$964K |
|
133
Sally Beauty Holdings
SBH
$1.4B
| $918K | 0.17% |
+35,100
| New | +$984K |
|
134
SFL Corp
SFL
$1.59B
| $899K | 0.17% |
58,900
+17,300
| +42% | +$270K |
|
|
CZZ
135
DELISTED
Cosan Limited
CZZ
| $895K | 0.17% |
+58,200
| New | +$877K |
|
136
Rithm Capital
RITM
$5.09B
| $893K | 0.17% |
+67,450
| New | +$883K |
|
|
CTRA
137
DELISTED
Coterra Energy
CTRA
| $892K | 0.17% |
23,900
+9,700
| +68% | +$364K |
|
138
Greif
GEF
$4.47B
| $892K | 0.17% |
18,200
+2,800
| +18% | +$151K |
|
|
MHFI
139
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $892K | 0.17% |
13,600
-20,400
| -60% | -$1.24M |
|
|
VR
140
DELISTED
Validus Hold Ltd
VR
| $880K | 0.17% |
+23,800
| New | +$842K |
|
141
Alaska Air
ALK
$5.15B
| $870K | 0.16% |
27,800
-4,800
| -15% | -$143K |
|
142
SS&C Technologies
SSNC
$17.8B
| $869K | 0.16% |
+45,600
| New | +$828K |
|
143
Avient
AVNT
$3.45B
| $866K | 0.16% |
+28,200
| New | +$797K |
|
144
Lear
LEA
$7.19B
| $866K | 0.16% |
+12,100
| New | +$833K |
|
|
AFSI
145
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $862K | 0.16% |
+44,208
| New | +$822K |
|
|
EGOV
146
DELISTED
NIC Inc
EGOV
| $857K | 0.16% |
37,100
+18,500
| +99% | +$384K |
|
|
APC
147
DELISTED
Anadarko Petroleum
APC
| $856K | 0.16% |
9,200
+1,200
| +15% | +$109K |
|
148
Expedia Group
EXPE
$31.2B
| $855K | 0.16% |
16,500
+7,400
| +81% | +$396K |
|
149
Manitowoc
MTW
$516M
| $855K | 0.16% |
+48,243
| New | +$877K |
|
150
Hyatt Hotels
H
$17.6B
| $851K | 0.16% |
+19,800
| New | +$869K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.