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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
KNGT
326
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$487K 0.09%
+29,500
New +$487K
HUM icon
327
Humana
HUM
$46.7B
$485K 0.09%
+5,200
New +$477K
CERN
328
DELISTED
Cerner Corp
CERN
$483K 0.09%
+9,200
New +$448K
ST icon
329
Sensata Technologies
ST
$6.65B
$482K 0.09%
+12,600
New +$472K
LXK
330
DELISTED
Lexmark Intl Inc
LXK
$482K 0.09%
+14,600
New +$517K
WBC
331
DELISTED
WABCO HOLDINGS INC.
WBC
$480K 0.09%
+5,700
New +$456K
ACET
332
DELISTED
Aceto Corp
ACET
$480K 0.09%
30,700
-8,400
-21% -$129K
BRKR icon
333
Bruker
BRKR
$9.2B
$477K 0.09%
+23,100
New +$442K
MBT
334
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$476K 0.09%
21,400
-11,500
-35% -$237K
QIWI
335
DELISTED
QIWI PLC
QIWI
$475K 0.09%
+15,200
New +$448K
FBC
336
DELISTED
Flagstar Bancorp, Inc. New
FBC
$474K 0.09%
32,100
-50,000
-61% -$758K
STC icon
337
Stewart Information Services
STC
$2.05B
$470K 0.09%
+14,700
New +$450K
WNC icon
338
Wabash National
WNC
$543M
$470K 0.09%
+40,300
New +$434K
POLY
339
DELISTED
Plantronics, Inc.
POLY
$470K 0.09%
+10,200
New +$467K
AJG icon
340
Arthur J. Gallagher & Co
AJG
$63.7B
$467K 0.09%
10,700
+5,500
+106% +$241K
MATX icon
341
Matsons
MATX
$6.37B
$467K 0.09%
17,800
-22,500
-56% -$623K
HSH
342
DELISTED
HILLSHIRE BRANDS CO
HSH
$467K 0.09%
15,200
-52,600
-78% -$1.74M
GILD icon
343
Gilead Sciences
GILD
$161B
$465K 0.09%
7,400
-700
-9% -$41.8K
BR icon
344
Broadridge
BR
$17.2B
$464K 0.09%
+14,600
New +$434K
AVD icon
345
American Vanguard Corp
AVD
$73.5M
$463K 0.09%
+17,200
New +$435K
PVH icon
346
PVH
PVH
$3.71B
$463K 0.09%
+3,900
New +$500K
VYX icon
347
NCR Voyix
VYX
$1.06B
$459K 0.09%
18,908
-163
-0.9% -$3.65K
BEE
348
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$459K 0.09%
+52,900
New +$461K
WIBC
349
DELISTED
WILSHIRE BANCORP INC
WIBC
$458K 0.09%
56,100
+27,600
+97% +$230K
CBK
350
DELISTED
Christopher & Banks Corporation
CBK
$457K 0.09%
63,400
+8,600
+16% +$57K
12 13
14
15 16

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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.