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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
UNFI icon
976
United Natural Foods
UNFI
$3.01B
– –
-10,300
Closed -$556K
VC icon
977
Visteon
VC
$2.77B
– –
-6,200
Closed -$391K
VIAV icon
978
Viavi Solutions
VIAV
$9.75B
– –
-66,628
Closed -$545K
VIPS icon
979
Vipshop
VIPS
$6.84B
– –
-790,000
Closed -$2.3M
VNDA icon
980
Vanda Pharmaceuticals
VNDA
$312M
– –
-117,400
Closed -$949K
VRSK icon
981
Verisk Analytics
VRSK
$26.4B
– –
-3,900
Closed -$233K
VSH icon
982
Vishay Intertechnology
VSH
$5.86B
– –
-21,900
Closed -$304K
WAB icon
983
Wabtec
WAB
$51.1B
– –
-17,200
Closed -$919K
WD icon
984
Walker & Dunlop
WD
$1.65B
– –
-11,800
Closed -$207K
WLY icon
985
John Wiley & Sons Class A
WLY
$2.52B
– –
-30,000
Closed -$1.2M
WYNN icon
986
Wynn Resorts
WYNN
$10.1B
– –
-1,800
Closed -$230K
ZD icon
987
Ziff Davis
ZD
$1.9B
– –
-10,350
Closed -$383K
ZTS icon
988
Zoetis
ZTS
$31.6B
– –
-83,900
Closed -$2.59M
TBRG
989
DELISTED
TruBridge
TBRG
– –
-18,200
Closed -$894K
CPAY icon
990
Corpay
CPAY
$24.2B
– –
-4,700
Closed -$382K
ONIT
991
Onity Group
ONIT
$333M
– –
-707
Closed -$437K
INVX
992
Innovex International
INVX
$1.87B
– –
-3,500
Closed -$316K
BIG
993
DELISTED
Big Lots, Inc.
BIG
– –
-11,000
Closed -$347K
SPWR
994
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-284,175
Closed -$3.85M
LL
995
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-17,800
Closed -$1.39M
HOLI
996
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
– –
-20,400
Closed -$253K
CAMP
997
DELISTED
CalAmp Corp.
CAMP
– –
-1,178
Closed -$396K
LBAI
998
DELISTED
Lakeland Bancorp Inc
LBAI
– –
-15,540
Closed -$154K
MDRX
999
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-19,100
Closed -$247K
RPT
1000
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-10,300
Closed -$160K
38 39
40
41 42

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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.