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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
CACI icon
301
CACI
CACI
$10.8B
$519K 0.1%
+7,514
New +$502K
EQIX icon
302
Equinix
EQIX
$107B
$514K 0.1%
2,800
-2,800
-50% -$507K
AWAY
303
DELISTED
HOMEAWAY INC COM
AWAY
$514K 0.1%
+18,400
New +$570K
AVT icon
304
Avnet
AVT
$7.33B
$513K 0.1%
+12,300
New +$475K
CALD
305
DELISTED
Callidus Software, Inc.
CALD
$513K 0.1%
55,900
+32,000
+134% +$242K
ENIA
306
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$512K 0.1%
+59,143
New +$504K
FIS icon
307
Fidelity National Information Services
FIS
$21.5B
$511K 0.1%
+11,000
New +$499K
PHG icon
308
Philips
PHG
$25.4B
$510K 0.1%
+22,798
New +$498K
AVP
309
DELISTED
Avon Products, Inc.
AVP
$505K 0.1%
24,500
+3,100
+14% +$66.4K
ALEX
310
DELISTED
Alexander & Baldwin
ALEX
$504K 0.1%
+14,000
New +$559K
ADT
311
DELISTED
ADT Corp
ADT
$504K 0.1%
12,400
-1,000
-7% -$41.1K
FSL
312
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$501K 0.09%
30,100
-47,500
-61% -$732K
TWTC
313
DELISTED
TW TELECOM INC CL A COM
TWTC
$499K 0.09%
+16,700
New +$492K
PLKI
314
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$497K 0.09%
11,400
-5,300
-32% -$211K
FLIR
315
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$496K 0.09%
15,800
-1,500
-9% -$46.8K
OUTR
316
DELISTED
OUTERWALL INC
OUTR
$495K 0.09%
+9,900
New +$583K
RL icon
317
Ralph Lauren
RL
$22.2B
$494K 0.09%
3,000
+1,600
+114% +$278K
APAM icon
318
Artisan Partners
APAM
$2.79B
$492K 0.09%
+9,400
New +$482K
RGEN icon
319
Repligen
RGEN
$7.44B
$492K 0.09%
44,400
+4,100
+10% +$40.8K
PWR icon
320
Quanta Services
PWR
$93.9B
$490K 0.09%
+17,800
New +$482K
BAH icon
321
Booz Allen Hamilton
BAH
$8.7B
$489K 0.09%
+25,300
New +$495K
WOR icon
322
Worthington Enterprises
WOR
$2.76B
$489K 0.09%
23,032
+4,541
+25% +$97.2K
F icon
323
Ford
F
$57.3B
$488K 0.09%
28,900
+14,800
+105% +$250K
MRO
324
DELISTED
Marathon Oil Corporation
MRO
$488K 0.09%
+14,000
New +$498K
EW icon
325
Edwards Lifesciences
EW
$47.6B
$487K 0.09%
42,000
+12,000
+40% +$140K
11 12
13
14 15

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APA
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NIA
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HFA
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AWA
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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.