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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
NTLS
1101
DELISTED
NTELOS HLDGS CORP COM
NTLS
– –
-17,800
Closed -$293K
NEWP
1102
DELISTED
NEWPORT CORP
NEWP
– –
-18,000
Closed -$251K
BLT
1103
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
– –
-21,420
Closed -$253K
HMIN
1104
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
– –
-8,700
Closed -$232K
CCG
1105
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
– –
-21,800
Closed -$252K
IO
1106
DELISTED
ION Geophysical Corporation
IO
– –
-2,820
Closed -$255K
PBY
1107
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
– –
-41,000
Closed -$475K
BRCM
1108
DELISTED
BROADCOM CORP CL-A
BRCM
– –
-12,700
Closed -$429K
MW
1109
DELISTED
THE MENS WAREHOUSE INC
MW
– –
-13,000
Closed -$492K
MDAS
1110
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-28,900
Closed -$513K
BDBD
1111
DELISTED
BOULDER BRANDS INC
BDBD
– –
-40,400
Closed -$487K
WX
1112
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
– –
-20,300
Closed -$426K
THOR
1113
DELISTED
THORATEC CORPORATION
THOR
– –
-34,400
Closed -$1.08M
OWW
1114
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-54,400
Closed -$437K
SUSQ
1115
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-27,200
Closed -$350K
ROSE
1116
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-10,500
Closed -$446K
MERU
1117
DELISTED
MERU NETWORKS INC COM STK (DE)
MERU
– –
-16,900
Closed -$68K
ADVS
1118
DELISTED
Advent Software Inc
ADVS
– –
-9,000
Closed -$316K
TEG
1119
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
– –
-15,000
Closed -$878K
LO
1120
DELISTED
LORILLARD INC COM STK
LO
– –
-68,200
Closed -$2.98M
LTM
1121
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-4,600
Closed -$231K
SLXP
1122
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
– –
-46,300
Closed -$3.06M
JRN
1123
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
– –
-16,600
Closed -$124K
PTRY
1124
DELISTED
PANTRY INC (THE)
PTRY
– –
-11,000
Closed -$134K
PETM
1125
DELISTED
PETSMART INC
PETM
– –
-13,000
Closed -$871K
43 44
45
46 47

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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.