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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
ARRS
76
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.3M 0.25%
76,000
+65,600
+631% +$1.04M
CHE icon
77
Chemed
CHE
$6.78B
$1.29M 0.24%
18,100
+15,100
+503% +$1.07M
MSGS icon
78
Madison Square Garden
MSGS
$9.54B
$1.28M 0.24%
30,844
+13,459
+77% +$566K
IVZ icon
79
Invesco
IVZ
$13.3B
$1.28M 0.24%
+40,000
New +$1.28M
SNDK
80
DELISTED
SANDISK CORP
SNDK
$1.26M 0.24%
21,200
-14,900
-41% -$875K
CGNX icon
81
Cognex
CGNX
$10.3B
$1.25M 0.24%
+79,800
New +$1.12M
TRMB icon
82
Trimble
TRMB
$12.3B
$1.24M 0.24%
+41,800
New +$1.14M
CTCM
83
DELISTED
CTC MEDIA INC COM STK
CTCM
$1.24M 0.23%
+117,900
New +$1.34M
BLMN icon
84
Bloomin' Brands
BLMN
$680M
$1.24M 0.23%
+52,300
New +$1.25M
WNR
85
DELISTED
Western Refining Inc
WNR
$1.2M 0.23%
39,900
+24,300
+156% +$714K
C icon
86
Citigroup
C
$222B
$1.2M 0.23%
24,700
+7,500
+44% +$379K
KALU icon
87
Kaiser Aluminum
KALU
$2.67B
$1.2M 0.23%
+16,800
New +$1.13M
HPQ icon
88
HP
HPQ
$23.5B
$1.18M 0.22%
124,193
-33,911
-21% -$375K
IDCC icon
89
InterDigital
IDCC
$6.68B
$1.18M 0.22%
+31,600
New +$1.19M
VEON icon
90
VEON
VEON
$3.53B
$1.18M 0.22%
4,016
+2,888
+256% +$769K
AVG
91
DELISTED
AVG Technologies N.V.
AVG
$1.18M 0.22%
49,300
+8,500
+21% +$189K
UHAL icon
92
U-Haul Holding Co
UHAL
$14B
$1.18M 0.22%
+64,000
New +$1.1M
FL
93
DELISTED
Foot Locker
FL
$1.17M 0.22%
34,600
+18,100
+110% +$628K
GHL
94
DELISTED
Greenhill & Co., Inc.
GHL
$1.16M 0.22%
+23,300
New +$1.15M
ANN
95
DELISTED
ANN INC
ANN
$1.16M 0.22%
+32,000
New +$1.09M
AMCX icon
96
AMC Global Media
AMCX
$430M
$1.16M 0.22%
16,900
+11,600
+219% +$768K
NFX
97
DELISTED
Newfield Exploration
NFX
$1.15M 0.22%
42,100
+12,100
+40% +$303K
ARCB icon
98
ArcBest
ARCB
$3.44B
$1.15M 0.22%
+44,800
New +$1.07M
TTWO icon
99
Take-Two Interactive
TTWO
$43B
$1.14M 0.22%
62,700
+26,000
+71% +$455K
HSNI
100
DELISTED
HSN, Inc.
HSNI
$1.13M 0.21%
21,100
+17,000
+415% +$973K
2 3
4
5 6

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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.