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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
WRLD icon
276
World Acceptance Corp
WRLD
$950M
$549K 0.1%
6,100
-4,000
-40% -$341K
HIG icon
277
Hartford Financial Services
HIG
$38.5B
$548K 0.1%
+17,600
New +$549K
JAH
278
DELISTED
JARDEN CORPORATION
JAH
$547K 0.1%
16,950
-300
-2% -$9.26K
DLX icon
279
Deluxe
DLX
$1.19B
$546K 0.1%
+13,100
New +$526K
SFG
280
DELISTED
STANCORP FINL GRP
SFG
$545K 0.1%
+9,900
New +$530K
CVD
281
DELISTED
COVANCE INC.
CVD
$545K 0.1%
+6,300
New +$519K
HNT
282
DELISTED
HEALTH NET INC
HNT
$542K 0.1%
17,100
-17,900
-51% -$565K
MFRM
283
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$541K 0.1%
+17,000
New +$676K
CVS icon
284
CVS Health
CVS
$137B
$539K 0.1%
9,500
+1,500
+19% +$89.4K
FN icon
285
Fabrinet
FN
$17.1B
$539K 0.1%
32,000
+8,200
+34% +$121K
SNPS icon
286
Synopsys
SNPS
$71.5B
$539K 0.1%
14,300
+7,800
+120% +$289K
TFM
287
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$539K 0.1%
+11,400
New +$592K
JPM icon
288
JPMorgan Chase
JPM
$939B
$538K 0.1%
10,400
+200
+2% +$10.7K
AAP icon
289
Advance Auto Parts
AAP
$3.37B
$537K 0.1%
+6,500
New +$531K
CMLS
290
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$535K 0.1%
+12,638
New +$461K
TPC
291
Tutor Perini Cor
TPC
$4.57B
$531K 0.1%
+24,900
New +$481K
SPN
292
DELISTED
Superior Energy Services, Inc.
SPN
$531K 0.1%
2,120
+1,330
+168% +$346K
FWONA icon
293
Liberty Media Series A
FWONA
$22.3B
$530K 0.1%
20,264
+11,258
+125% +$283K
IRM icon
294
Iron Mountain
IRM
$38.2B
$530K 0.1%
21,207
-27,375
-56% -$695K
PCH
295
DELISTED
PotlatchDeltic
PCH
$528K 0.1%
13,300
+7,500
+129% +$308K
RCL icon
296
Royal Caribbean
RCL
$78.7B
$528K 0.1%
13,800
+2,800
+25% +$105K
HST icon
297
Host Hotels & Resorts
HST
$16.8B
$525K 0.1%
29,700
+18,000
+154% +$319K
MLCO icon
298
Melco Resorts & Entertainment
MLCO
$2.1B
$525K 0.1%
16,500
+7,300
+79% +$195K
J icon
299
Jacobs Solutions
J
$15.9B
$524K 0.1%
+10,881
New +$529K
USNA icon
300
Usana Health Sciences
USNA
$394M
$521K 0.1%
+12,000
New +$482K
10 11
12
13 14

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SCM
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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.