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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
SFY
651
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$210K 0.04%
18,400
-35,800
-66% -$429K
CPT icon
652
Camden Property Trust
CPT
$11.3B
$209K 0.04%
+3,400
New +$229K
CSR
653
Centerspace
CSR
$936M
$208K 0.04%
+2,520
New +$215K
NXPI icon
654
NXP Semiconductors
NXPI
$68B
$208K 0.04%
5,600
-15,100
-73% -$534K
WRI
655
DELISTED
Weingarten Realty Investors
WRI
$208K 0.04%
7,100
+100
+1% +$3.04K
CALM icon
656
Cal-Maine
CALM
$4.28B
$207K 0.04%
8,600
-16,200
-65% -$393K
TBHC
657
DELISTED
The Brand House Collective
TBHC
$207K 0.04%
11,200
-21,900
-66% -$401K
SRDX
658
DELISTED
Surmodics
SRDX
$207K 0.04%
8,700
-3,500
-29% -$75K
TAL icon
659
TAL Education Group
TAL
$5.71B
$207K 0.04%
+85,800
New +$175K
GENT
660
DELISTED
GENTIUM SPA ADS
GENT
$206K 0.04%
+7,600
New +$123K
BVN icon
661
Compañía de Minas Buenaventura
BVN
$7.85B
$205K 0.04%
+17,500
New +$231K
PVTB
662
DELISTED
PrivateBancorp Inc
PVTB
$205K 0.04%
+9,600
New +$220K
SPB icon
663
Spectrum Brands
SPB
$2.04B
$204K 0.04%
+3,100
New +$189K
MDVN
664
DELISTED
MEDIVATION, INC.
MDVN
$204K 0.04%
+6,800
New +$194K
ALE
665
DELISTED
Allete
ALE
$203K 0.04%
+4,200
New +$209K
STNG icon
666
Scorpio Tankers
STNG
$3.96B
$203K 0.04%
2,080
+510
+32% +$50.4K
LCI
667
DELISTED
Lannett Company, Inc.
LCI
$203K 0.04%
+2,325
New +$136K
DFS
668
DELISTED
Discover Financial Services
DFS
$202K 0.04%
4,000
-32,400
-89% -$1.62M
FISV
669
Fiserv Inc
FISV
$27.2B
$202K 0.04%
+8,000
New +$193K
IOSP icon
670
Innospec
IOSP
$2.09B
$201K 0.04%
+4,300
New +$185K
NBL
671
DELISTED
Noble Energy, Inc.
NBL
$201K 0.04%
+3,000
New +$192K
PKG icon
672
Packaging Corp of America
PKG
$22.7B
$200K 0.04%
+3,500
New +$189K
LYG icon
673
Lloyds Banking Group
LYG
$87.4B
$198K 0.04%
+41,100
New +$185K
SYA
674
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$198K 0.04%
+11,100
New +$198K
YGE
675
DELISTED
Yingli Green Energy Holding Comp
YGE
$196K 0.04%
+2,830
New +$127K
25 26
27
28 29

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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.