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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 | |
|---|---|---|---|---|---|---|
151
Myriad Genetics
MYGN
$530M
| $846K | 0.16% |
36,000
+1,800
| +5% | +$51.1K |
|
152
Regeneron Pharmaceuticals
REGN
$68.8B
| $845K | 0.16% |
2,700
+100
| +4% | +$26.3K |
|
153
DuPont de Nemours
DD
$18.6B
| $841K | 0.16% |
+8,648
| New | +$805K |
|
|
CMCSK
154
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $837K | 0.16% |
19,300
-100
| -0.5% | -$4.34K |
|
155
PetMed Express
PETS
$42.5M
| $829K | 0.16% |
+50,900
| New | +$794K |
|
156
Eastman Chemical
EMN
$7.8B
| $818K | 0.15% |
+10,500
| New | +$809K |
|
157
Chipotle Mexican Grill
CMG
$40.8B
| $815K | 0.15% |
+95,000
| New | +$768K |
|
158
Winnebago Industries
WGO
$870M
| $815K | 0.15% |
31,400
+15,235
| +94% | +$360K |
|
159
Skywest
SKYW
$4.11B
| $809K | 0.15% |
+55,700
| New | +$800K |
|
160
Snap-on
SNA
$20.9B
| $806K | 0.15% |
8,100
+2,800
| +53% | +$269K |
|
161
Copa Holdings
CPA
$5.56B
| $804K | 0.15% |
+5,800
| New | +$795K |
|
|
CQB
162
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $800K | 0.15% |
+63,200
| New | +$790K |
|
163
Graphic Packaging
GPK
$3.26B
| $794K | 0.15% |
+92,700
| New | +$793K |
|
164
Crown Holdings
CCK
$12.8B
| $791K | 0.15% |
18,700
+8,600
| +85% | +$376K |
|
|
JASO
165
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $789K | 0.15% |
+77,600
| New | +$658K |
|
|
CAB
166
DELISTED
Cabela's Inc
CAB
| $775K | 0.15% |
12,300
+6,200
| +102% | +$413K |
|
167
Williams Companies
WMB
$90.5B
| $774K | 0.15% |
21,300
+6,700
| +46% | +$235K |
|
|
SNTS
168
DELISTED
SANTARUS INC
SNTS
| $764K | 0.14% |
33,800
+7,900
| +31% | +$188K |
|
169
Delta Air Lines
DAL
$55.9B
| $750K | 0.14% |
+31,800
| New | +$663K |
|
|
AXE
170
DELISTED
Anixter International Inc
AXE
| $745K | 0.14% |
8,500
+5,800
| +215% | +$486K |
|
|
ELP
171
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $743K | 0.14% |
133,000
+66,000
| +99% | +$341K |
|
|
ATML
172
DELISTED
ATMEL CORP
ATML
| $743K | 0.14% |
+99,800
| New | +$759K |
|
|
FLTX
173
DELISTED
Fleetmatics Group PLC
FLTX
| $740K | 0.14% |
+19,700
| New | +$792K |
|
174
World Kinect Corp
WKC
$1.96B
| $735K | 0.14% |
+19,700
| New | +$759K |
|
175
ScottsMiracle-Gro
SMG
$4.03B
| $726K | 0.14% |
+13,200
| New | +$694K |
|
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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.