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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
CPL
176
DELISTED
CPFL Energia S.A.
CPL
$726K 0.14%
+44,534
New +$747K
IPXL
177
DELISTED
Impax Laboratories, Inc.
IPXL
$721K 0.14%
35,200
-15,400
-30% -$318K
ALXN
178
DELISTED
Alexion Pharmaceuticals
ALXN
$720K 0.14%
+6,200
New +$680K
HY icon
179
Hyster-Yale Materials Handling
HY
$593M
$717K 0.14%
8,000
-2,400
-23% -$184K
FTI icon
180
TechnipFMC
FTI
$30.6B
$715K 0.14%
+17,338
New +$713K
BRO icon
181
Brown & Brown
BRO
$22.9B
$713K 0.13%
44,400
+14,400
+48% +$235K
CMCSA icon
182
Comcast
CMCSA
$79.1B
$713K 0.13%
31,600
-11,800
-27% -$257K
MLI icon
183
Mueller Industries
MLI
$14.1B
$713K 0.13%
102,400
+28,000
+38% +$193K
AFOP
184
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
$712K 0.13%
+34,800
New +$602K
AL
185
DELISTED
Air Lease Corp
AL
$708K 0.13%
25,600
+6,900
+37% +$189K
JKHY icon
186
Jack Henry & Associates
JKHY
$10.7B
$708K 0.13%
+13,700
New +$684K
SM icon
187
SM Energy
SM
$7.96B
$702K 0.13%
+9,100
New +$630K
HOUS
188
DELISTED
Anywhere Real Estate
HOUS
$701K 0.13%
16,300
+11,800
+262% +$534K
JBL icon
189
Jabil
JBL
$32.8B
$700K 0.13%
32,300
-148,700
-82% -$3.39M
SANM icon
190
Sanmina
SANM
$11.2B
$698K 0.13%
+39,900
New +$653K
BTH
191
DELISTED
BLYTH,INC
BTH
$697K 0.13%
+50,400
New +$611K
VMI icon
192
Valmont Industries
VMI
$9.44B
$695K 0.13%
5,000
+3,000
+150% +$429K
KOF icon
193
Coca-Cola Femsa
KOF
$21.6B
$693K 0.13%
+5,500
New +$755K
KBR icon
194
KBR
KBR
$4.68B
$692K 0.13%
+21,200
New +$672K
MDCO
195
DELISTED
Medicines Co
MDCO
$691K 0.13%
+20,600
New +$656K
OVV icon
196
Ovintiv
OVV
$17.5B
$690K 0.13%
+7,960
New +$693K
STRA icon
197
Strategic Education
STRA
$1.71B
$685K 0.13%
16,500
-300
-2% -$13.3K
PBR.A icon
198
Petrobras Class A
PBR.A
$107B
$684K 0.13%
40,900
-2,000
-5% -$30.1K
DECK icon
199
Deckers Outdoor
DECK
$13.3B
$679K 0.13%
+61,800
New +$600K
MTDR icon
200
Matador Resources
MTDR
$6.31B
$678K 0.13%
+41,500
New +$617K
6 7
8
9 10

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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.