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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
Cap. Flow
-$19.4M
Cap. Flow %
-3.68%
Top 10 Hldgs %
20.06%
Holding
1,179
New
416
Increased
150
Reduced
169
Closed
444

Top Buys

Rank Stock Value
1
SPY icon
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
BBD icon
Banco Bradesco
BBD
+$3.26M
4
BID
Sotheby's
BID
+$3.18M
5
VRTS icon
Virtus Investment Partners
VRTS
+$3.13M

Top Sells

Rank Stock Value
1
AGNC icon
AGNC Investment
AGNC
+$6.75M
2
HRB icon
H&R Block
HRB
+$3.88M
3
SPWR
SunPower Corporation Common Stock
SPWR
+$3.85M
4
INTU icon
Intuit
INTU
+$3.69M
5
BSBR icon
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
AZO icon
226
AutoZone
AZO
$48.3B
$634K 0.12%
1,500
+400
+36% +$171K
PBR icon
227
Petrobras
PBR
$121B
$629K 0.12%
40,600
-16,200
-29% -$231K
SIRO
228
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$629K 0.12%
9,400
-8,400
-47% -$567K
TSM icon
229
TSMC
TSM
$2.09T
$624K 0.12%
36,800
+23,700
+181% +$404K
AEL
230
DELISTED
American Equity Investment Life Holding Company
AEL
$624K 0.12%
29,400
-12,000
-29% -$229K
GNW icon
231
Genworth Financial
GNW
$3.8B
$622K 0.12%
+48,600
New +$609K
BKD icon
232
Brookdale Senior Living
BKD
$3.62B
$621K 0.12%
23,600
+13,100
+125% +$359K
MSCC
233
DELISTED
Microsemi Corp
MSCC
$621K 0.12%
+25,600
New +$643K
CAL icon
234
Caleres
CAL
$396M
$620K 0.12%
+26,400
New +$614K
LCII icon
235
LCI Industries
LCII
$2.51B
$619K 0.12%
+13,600
New +$575K
KKD
236
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$619K 0.12%
32,000
+17,200
+116% +$350K
MWA icon
237
Mueller Water Products
MWA
$3.92B
$615K 0.12%
77,000
-57,500
-43% -$443K
BEAV
238
DELISTED
B/E Aerospace Inc
BEAV
$613K 0.12%
11,462
+6,490
+131% +$330K
APH icon
239
Amphenol
APH
$188B
$611K 0.12%
+63,200
New +$617K
AMWD
240
DELISTED
American Woodmark
AMWD
$610K 0.12%
17,600
-6,700
-28% -$240K
AOS icon
241
A.O. Smith
AOS
$8.38B
$610K 0.12%
+27,000
New +$565K
LOW icon
242
Lowe's Companies
LOW
$116B
$609K 0.12%
12,800
+1,900
+17% +$86.2K
LPL icon
243
LG Display
LPL
$3.17B
$604K 0.11%
50,600
+13,400
+36% +$168K
RDS.A
244
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$604K 0.11%
9,200
-7,100
-44% -$465K
CALX icon
245
Calix
CALX
$2.27B
$603K 0.11%
+47,400
New +$580K
GCO icon
246
Genesco
GCO
$396M
$603K 0.11%
9,200
+3,500
+61% +$239K
RH icon
247
RH
RH
$3.3B
$602K 0.11%
+9,500
New +$656K
DWRE
248
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$602K 0.11%
+13,000
New +$586K
FU
249
DELISTED
FAB UNIVERSAL CORP COM
FU
$601K 0.11%
+81,600
New +$381K
JACK icon
250
Jack in the Box
JACK
$278M
$596K 0.11%
14,900
-1,500
-9% -$60.4K
8 9
10
11 12

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SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
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NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
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AWA
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PPSG
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PMAS
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HH
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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.