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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
LSAK icon
201
Lesaka Technologies
LSAK
$388M
$673K 0.13%
+56,100
New +$507K
UPL
202
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$671K 0.13%
32,600
+15,300
+88% +$322K
ICLR icon
203
Icon
ICLR
$12.8B
$667K 0.13%
16,300
+6,100
+60% +$235K
FCE.A
204
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$667K 0.13%
35,200
+5,300
+18% +$96.2K
AIN icon
205
Albany International
AIN
$2.14B
$664K 0.13%
+18,500
New +$640K
CELG
206
DELISTED
Celgene Corp
CELG
$663K 0.13%
+8,600
New +$603K
QCOR
207
DELISTED
QUESTCOR PHARMA INC
QCOR
$661K 0.13%
+11,400
New +$678K
MCRS
208
DELISTED
MICROS SYSTEMS INC
MCRS
$659K 0.12%
+13,200
New +$640K
CPRT icon
209
Copart
CPRT
$25.9B
$658K 0.12%
165,600
+23,200
+16% +$94.4K
MWIV
210
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$657K 0.12%
+4,400
New +$623K
CSIQ icon
211
Canadian Solar
CSIQ
$906M
$656K 0.12%
+38,600
New +$516K
AROC icon
212
Archrock
AROC
$6.33B
$653K 0.12%
23,700
-8,800
-27% -$258K
PRA
213
DELISTED
ProAssurance
PRA
$653K 0.12%
+14,500
New +$726K
AET
214
DELISTED
Aetna Inc
AET
$653K 0.12%
+10,200
New +$654K
DK icon
215
Delek US
DK
$3.87B
$652K 0.12%
30,900
+1,400
+5% +$37K
WP
216
DELISTED
Worldpay, Inc.
WP
$648K 0.12%
23,200
-4,300
-16% -$117K
PRXL
217
DELISTED
Parexel International Corp
PRXL
$648K 0.12%
+12,900
New +$632K
ASH icon
218
Ashland
ASH
$3.04B
$647K 0.12%
14,308
+1,431
+11% +$61.7K
MU icon
219
Micron Technology
MU
$1.04T
$645K 0.12%
36,900
-39,200
-52% -$568K
NCLH icon
220
Norwegian Cruise Line
NCLH
$8.89B
$645K 0.12%
+20,900
New +$657K
WGL
221
DELISTED
Wgl Holdings
WGL
$641K 0.12%
15,000
-5,900
-28% -$257K
DANG
222
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
$640K 0.12%
+61,100
New +$541K
GM icon
223
General Motors
GM
$74.7B
$637K 0.12%
17,700
+8,600
+95% +$308K
INSY
224
DELISTED
Insys Therapeutics, Inc.
INSY
$637K 0.12%
+54,600
New +$448K
BGG
225
DELISTED
Briggs & Stratton Corp.
BGG
$636K 0.12%
+31,600
New +$637K
7 8
9
10 11

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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.