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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
MUR icon
251
Murphy Oil
MUR
$5.58B
$591K 0.11%
+9,800
New +$577K
TMO icon
252
Thermo Fisher Scientific
TMO
$211B
$590K 0.11%
6,400
-6,100
-49% -$552K
WM icon
253
Waste Management
WM
$95.9B
$590K 0.11%
+14,300
New +$596K
CYOU
254
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$586K 0.11%
16,500
+9,490
+135% +$305K
JNY
255
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$585K 0.11%
+39,000
New +$612K
WOOF
256
DELISTED
VCA Inc.
WOOF
$585K 0.11%
21,300
+1,900
+10% +$53.1K
TWGP
257
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
$584K 0.11%
+83,400
New +$1.4M
FNF icon
258
Fidelity National Financial
FNF
$13.9B
$583K 0.11%
38,358
-38,359
-50% -$541K
PGTI
259
DELISTED
PGT, Inc.
PGTI
$582K 0.11%
58,800
+4,000
+7% +$40.3K
NILE
260
DELISTED
Blue Nile, Inc.
NILE
$581K 0.11%
+14,200
New +$547K
KEX icon
261
Kirby Corp
KEX
$7.95B
$580K 0.11%
+6,700
New +$562K
CVA
262
DELISTED
Covanta Holding Corporation
CVA
$579K 0.11%
+27,100
New +$569K
CI icon
263
Cigna
CI
$76.6B
$576K 0.11%
+7,500
New +$586K
AER icon
264
AerCap
AER
$23.9B
$574K 0.11%
29,500
-7,900
-21% -$144K
AMN icon
265
AMN Healthcare
AMN
$1.28B
$572K 0.11%
41,600
-4,200
-9% -$61.7K
TMH
266
DELISTED
Team Health Holdings Inc
TMH
$565K 0.11%
14,900
+2,000
+16% +$78.4K
PMCS
267
DELISTED
P M C SIERRA INC
PMCS
$562K 0.11%
84,900
+69,000
+434% +$452K
KR icon
268
Kroger
KR
$34.8B
$561K 0.11%
27,800
-105,400
-79% -$2.03M
ELS icon
269
Equity Lifestyle Properties
ELS
$12.8B
$557K 0.11%
32,600
+19,400
+147% +$361K
IP icon
270
International Paper
IP
$22.3B
$556K 0.11%
13,278
-2,570
-16% -$114K
ALOG
271
DELISTED
Analogic Corp
ALOG
$554K 0.1%
+6,700
New +$503K
AD
272
Array Digital Infrastructure
AD
$3.02B
$551K 0.1%
+12,100
New +$503K
MIC
273
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$551K 0.1%
+10,300
New +$564K
RDEN
274
DELISTED
ELIZABETH ARDEN INC
RDEN
$550K 0.1%
+14,900
New +$584K
R icon
275
Ryder
R
$10.3B
$549K 0.1%
9,200
+3,100
+51% +$186K
9 10
11
12 13

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APA
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NIA
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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.