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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
SKX
26
DELISTED
Skechers
SKX
$1.96M 0.37%
+188,700
New +$1.79M
PPC icon
27
Pilgrim's Pride
PPC
$6.82B
$1.9M 0.36%
113,400
+45,100
+66% +$744K
EXTR icon
28
Extreme Networks
EXTR
$3.86B
$1.82M 0.34%
+348,500
New +$1.42M
SLM icon
29
SLM Corp
SLM
$4.58B
$1.81M 0.34%
203,694
+50,923
+33% +$444K
BAC icon
30
Bank of America
BAC
$435B
$1.8M 0.34%
+130,600
New +$1.86M
SEIC icon
31
SEI Investments
SEIC
$11.9B
$1.78M 0.34%
57,700
+25,000
+76% +$770K
AGO icon
32
Assured Guaranty
AGO
$3.78B
$1.78M 0.34%
95,100
+85,700
+912% +$1.81M
HES
33
DELISTED
Hess
HES
$1.78M 0.34%
23,000
-32,600
-59% -$2.43M
LOCK
34
DELISTED
LifeLock, Inc.
LOCK
$1.73M 0.33%
116,600
+51,000
+78% +$638K
MDSO
35
DELISTED
Medidata Solutions, Inc.
MDSO
$1.72M 0.33%
+34,800
New +$1.53M
TSCO icon
36
Tractor Supply
TSCO
$16.3B
$1.72M 0.33%
+128,000
New +$1.58M
DVA icon
37
DaVita
DVA
$15.1B
$1.69M 0.32%
29,700
+24,100
+430% +$1.38M
MAR icon
38
Marriott International
MAR
$98.7B
$1.67M 0.32%
+39,700
New +$1.65M
RGR icon
39
Sturm, Ruger & Co
RGR
$610M
$1.67M 0.32%
26,600
+8,900
+50% +$478K
IM
40
DELISTED
Ingram Micro
IM
$1.66M 0.31%
+72,200
New +$1.59M
TSN icon
41
Tyson Foods
TSN
$20.2B
$1.66M 0.31%
58,800
+33,900
+136% +$983K
SIG icon
42
Signet Jewelers
SIG
$3.55B
$1.64M 0.31%
22,900
+16,700
+269% +$1.18M
CAVM
43
DELISTED
Cavium, Inc.
CAVM
$1.64M 0.31%
39,800
+22,700
+133% +$855K
LEU icon
44
Centrus Energy
LEU
$3.22B
$1.63M 0.31%
+14,123
New +$2M
SGI
45
DELISTED
Silicon Graphics Intl.
SGI
$1.6M 0.3%
98,400
+31,900
+48% +$515K
TTC icon
46
Toro Company
TTC
$8.93B
$1.6M 0.3%
58,800
+39,200
+200% +$996K
SEE
47
DELISTED
Sealed Air
SEE
$1.58M 0.3%
58,100
-20,100
-26% -$569K
XCO
48
DELISTED
Exco Resources
XCO
$1.57M 0.3%
15,677
+168
+1% +$19.3K
GTE icon
49
Gran Tierra Energy
GTE
$260M
$1.56M 0.3%
22,050
-2,080
-9% -$137K
AFL icon
50
Aflac
AFL
$63.9B
$1.56M 0.29%
50,200
+7,600
+18% +$229K
1
2
3 4 5

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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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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.