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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
VMW
1001
DELISTED
VMware, Inc
VMW
– –
-3,700
Closed -$248K
INFI
1002
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-38,700
Closed -$627K
MTEM
1003
DELISTED
Molecular Templates, Inc.
MTEM
– –
-227
Closed -$197K
TA
1004
DELISTED
TravelCenters of America LLC
TA
– –
-2,860
Closed -$156K
AIMC
1005
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-7,900
Closed -$216K
ALR
1006
DELISTED
AlerisLife Inc
ALR
– –
-4,410
Closed -$247K
UMPQ
1007
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-33,400
Closed -$501K
IVC
1008
DELISTED
Invacare Corporation
IVC
– –
-42,800
Closed -$615K
TTM
1009
DELISTED
Tata Motors Limited
TTM
– –
-52,500
Closed -$1.23M
CLVS
1010
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-4,500
Closed -$301K
DRE
1011
DELISTED
Duke Realty Corp.
DRE
– –
-10,400
Closed -$162K
SNP
1012
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-12,090
Closed -$851K
PTR
1013
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-4,600
Closed -$509K
CDR
1014
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-4,288
Closed -$147K
ACC
1015
DELISTED
American Campus Communities, Inc.
ACC
– –
-10,600
Closed -$431K
CNR
1016
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-21,700
Closed -$332K
SREV
1017
DELISTED
ServiceSource International, Inc.
SREV
– –
-35,000
Closed -$326K
PSB
1018
DELISTED
PS Business Parks, Inc.
PSB
– –
-2,900
Closed -$209K
SFUN
1019
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-3,470
Closed -$861K
EPAY
1020
DELISTED
Bottomline Technologies Inc
EPAY
– –
-21,800
Closed -$551K
ISBC
1021
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-30,588
Closed -$253K
KRA
1022
DELISTED
Kraton Corporation
KRA
– –
-16,900
Closed -$358K
GTS
1023
DELISTED
Triple-S Management Corporation
GTS
– –
-12,613
Closed -$258K
RDS.B
1024
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-15,500
Closed -$1.03M
COR
1025
DELISTED
Coresite Realty Corporation
COR
– –
-8,800
Closed -$280K
39 40
41
42 43

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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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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.