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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
SYNT
601
DELISTED
Syntel Inc
SYNT
$240K 0.05%
+6,000
New +$218K
VFC icon
602
VF Corp
VFC
$6.68B
$239K 0.05%
+5,098
New +$235K
NDAQ icon
603
Nasdaq
NDAQ
$51.5B
$238K 0.05%
22,200
-9,900
-31% -$106K
HT
604
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$238K 0.05%
+10,625
New +$238K
ECHO
605
DELISTED
Echo Global Logistics, Inc.
ECHO
$237K 0.04%
+11,300
New +$238K
FWLT
606
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$237K 0.04%
+9,000
New +$210K
PLXT
607
DELISTED
PLX TECHNOLOGY INC
PLXT
$234K 0.04%
38,800
-1,000
-3% -$5.45K
DCM
608
DELISTED
NTT DOCOMO, Inc.
DCM
$234K 0.04%
+14,400
New +$229K
RALY
609
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$231K 0.04%
+7,700
New +$212K
HMN icon
610
Horace Mann Educators
HMN
$2.1B
$230K 0.04%
8,100
-9,800
-55% -$268K
WSM icon
611
Williams-Sonoma
WSM
$26.7B
$230K 0.04%
+8,200
New +$238K
GNC
612
DELISTED
GNC Holdings, Inc.
GNC
$229K 0.04%
4,200
-9,800
-70% -$501K
AHL
613
DELISTED
ASPEN Insurance Holding Limited
AHL
$229K 0.04%
+6,300
New +$232K
HD icon
614
Home Depot
HD
$332B
$228K 0.04%
3,000
-7,700
-72% -$594K
ZBRA icon
615
Zebra Technologies
ZBRA
$12.4B
$228K 0.04%
+5,000
New +$231K
POST icon
616
Post Holdings
POST
$4.12B
$226K 0.04%
+8,557
New +$250K
ESND
617
DELISTED
Essendant Inc.
ESND
$226K 0.04%
+5,200
New +$212K
DLLR
618
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
$226K 0.04%
20,600
+7,600
+58% +$104K
CLW icon
619
Clearwater Paper
CLW
$271M
$225K 0.04%
+4,700
New +$228K
CBD
620
DELISTED
Companhia Brasileira de Distribuicao
CBD
$225K 0.04%
+4,900
New +$215K
AVTA
621
DELISTED
Avantax, Inc. Common Stock
AVTA
$225K 0.04%
9,800
-64,400
-87% -$1.34M
BKH icon
622
Black Hills Corp
BKH
$5.73B
$224K 0.04%
+4,500
New +$228K
MODV
623
DELISTED
ModivCare
MODV
$224K 0.04%
7,800
-14,500
-65% -$408K
DHR icon
624
Danaher
DHR
$135B
$222K 0.04%
+4,761
New +$216K
POWI icon
625
Power Integrations
POWI
$3.54B
$222K 0.04%
+8,200
New +$212K
23 24
25
26 27

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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.