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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
DFT
1076
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-9,300
Closed -$225K
UNXL
1077
DELISTED
Uni-Pixel, Inc.
UNXL
– –
-53,200
Closed -$780K
MACK
1078
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-5,821
Closed -$309K
ENOC
1079
DELISTED
EnerNOC, Inc.
ENOC
– –
-37,800
Closed -$501K
RAI
1080
DELISTED
Reynolds American Inc
RAI
– –
-44,400
Closed -$1.07M
KATE
1081
DELISTED
Kate Spade & Company
KATE
– –
-30,900
Closed -$690K
ALJ
1082
DELISTED
Alon USA Energy Inc
ALJ
– –
-73,400
Closed -$1.06M
YHOO
1083
DELISTED
Yahoo Inc
YHOO
– –
-11,700
Closed -$294K
EXAR
1084
DELISTED
Exar Corporation
EXAR
– –
-22,852
Closed -$246K
CSC
1085
DELISTED
Computer Sciences
CSC
– –
-33,459
Closed -$617K
CYNO
1086
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-21,600
Closed -$561K
IRG
1087
DELISTED
Ignite Restaurant Group, Inc.
IRG
– –
-20,920
Closed -$395K
ACAT
1088
DELISTED
Arctic Cat Inc
ACAT
– –
-7,100
Closed -$319K
ISIL
1089
DELISTED
Intersil Corp
ISIL
– –
-22,400
Closed -$175K
IL
1090
DELISTED
IntraLinks Holdings Inc.
IL
– –
-13,000
Closed -$94K
LGF
1091
DELISTED
Lions Gate Entertainment
LGF
– –
-50,200
Closed -$1.38M
MHGC
1092
DELISTED
Morgans Hotel Group Co.
MHGC
– –
-76,100
Closed -$613K
CPHD
1093
DELISTED
Cepheid Inc
CPHD
– –
-12,600
Closed -$434K
RAX
1094
DELISTED
Rackspace Hosting Inc
RAX
– –
-23,200
Closed -$879K
ASEI
1095
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
– –
-5,200
Closed -$291K
CSH
1096
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-40,994
Closed -$846K
TUMI
1097
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-33,500
Closed -$804K
SQI
1098
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
– –
-9,800
Closed -$245K
CKP
1099
DELISTED
CHECKPOINT SYSTEMS INC
CKP
– –
-64,600
Closed -$917K
POWR
1100
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
– –
-16,000
Closed -$240K
42 43
44
45 46

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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.