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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 | |
|---|---|---|---|---|---|---|
776
Cracker Barrel
CBRL
$1.2B
| – | – |
-18,100
| Closed | -$1.71M |
|
777
Coca-Cola Europacific Partners
CCEP
$46.5B
| – | – |
-5,900
| Closed | -$207K |
|
778
Cadence Design Systems
CDNS
$90B
| – | – |
-50,800
| Closed | -$736K |
|
779
Celanese
CE
$5.09B
| – | – |
-12,800
| Closed | -$573K |
|
780
CF Industries
CF
$19.2B
| – | – |
-53,500
| Closed | -$1.83M |
|
|
CIVI
781
DELISTED
Civitas Resources
CIVI
| – | – |
-67
| Closed | -$266K |
|
782
Celldex Therapeutics
CLDX
$2.77B
| – | – |
-1,593
| Closed | -$373K |
|
783
Clean Energy Fuels
CLNE
$447M
| – | – |
-25,800
| Closed | -$341K |
|
784
Commercial Metals
CMC
$7.63B
| – | – |
-14,000
| Closed | -$207K |
|
785
Compass Minerals
CMP
$1.24B
| – | – |
-12,000
| Closed | -$1.01M |
|
786
CMS Energy
CMS
$23.1B
| – | – |
-18,000
| Closed | -$489K |
|
787
Centene
CNC
$31.3B
| – | – |
-159,600
| Closed | -$2.09M |
|
788
CenterPoint Energy
CNP
$29.1B
| – | – |
-9,500
| Closed | -$223K |
|
789
Cooper Companies
COO
$13.7B
| – | – |
-6,800
| Closed | -$202K |
|
790
ConocoPhillips
COP
$147B
| – | – |
-36,200
| Closed | -$2.19M |
|
791
Central Pacific Financial
CPF
$997M
| – | – |
-26,600
| Closed | -$479K |
|
792
Capri Holdings
CPRI
$1.77B
| – | – |
-24,300
| Closed | -$1.51M |
|
793
Carriage Services
CSV
$618M
| – | – |
-16,900
| Closed | -$286K |
|
794
CTS Corp
CTS
$1.72B
| – | – |
-20,300
| Closed | -$277K |
|
795
Cognizant
CTSH
$21.5B
| – | – |
-24,800
| Closed | -$777K |
|
796
CubeSmart
CUBE
$9.53B
| – | – |
-12,900
| Closed | -$206K |
|
797
Cousins Properties
CUZ
$5.29B
| – | – |
-4,995
| Closed | -$142K |
|
798
Cavco Industries
CVCO
$4.39B
| – | – |
-6,600
| Closed | -$333K |
|
799
CVR Energy
CVI
$3.36B
| – | – |
-63,100
| Closed | -$2.99M |
|
800
CoreCivic
CXW
$3.1B
| – | – |
-39,340
| Closed | -$1.33M |
|
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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.