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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
EFC
1
Ellington Financial
EFC
$1.68B
$45.1M 8.53%
2,005,336
+5,144
+0.3% +$115K
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$27.3M 5.17%
+162,700
New +$27.3M
VXX
3
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$8.98M 1.7%
+9,550
New +$9.57M
TIVO
4
DELISTED
TIVO INC
TIVO
$4.08M 0.77%
327,900
+236,400
+258% +$2.73M
CRUS icon
5
Cirrus Logic
CRUS
$6.74B
$4.08M 0.77%
179,900
-47,500
-21% -$981K
BBD icon
6
Banco Bradesco
BBD
$38.1B
$3.6M 0.68%
+661,997
New +$3.26M
BID
7
DELISTED
Sotheby's
BID
$3.51M 0.66%
+71,500
New +$3.18M
WT icon
8
WisdomTree
WT
$2.97B
$3.25M 0.62%
280,600
+6,300
+2% +$76.1K
DS
9
DELISTED
Drive Shack Inc.
DS
$3.1M 0.59%
610,572
+287,263
+89% +$1.45M
ADM icon
10
Archer Daniels Midland
ADM
$41.4B
$3.01M 0.57%
+81,700
New +$2.97M
BC icon
11
Brunswick
BC
$5.19B
$2.88M 0.55%
72,300
+42,200
+140% +$1.57M
VRTS icon
12
Virtus Investment Partners
VRTS
$1.11B
$2.81M 0.53%
+17,300
New +$3.13M
THO icon
13
Thor Industries
THO
$3.99B
$2.8M 0.53%
48,300
+28,900
+149% +$1.53M
DST
14
DELISTED
DST Systems Inc.
DST
$2.57M 0.49%
+68,200
New +$2.46M
SYNA icon
15
Synaptics
SYNA
$4.41B
$2.42M 0.46%
54,600
+25,800
+90% +$1.06M
CIG icon
16
CEMIG Preferred Shares
CIG
$6.09B
$2.41M 0.46%
714,422
+250,625
+54% +$851K
OSK icon
17
Oshkosh
OSK
$9.67B
$2.26M 0.43%
46,200
+34,600
+298% +$1.54M
LPX icon
18
Louisiana-Pacific
LPX
$5.2B
$2.25M 0.43%
127,800
-131,700
-51% -$2.18M
FST
19
DELISTED
FOREST OIL CORPORATION
FST
$2.15M 0.41%
353,100
+342,200
+3,139% +$1.83M
CLF icon
20
Cleveland-Cliffs
CLF
$6.81B
$2.14M 0.4%
+104,200
New +$2.14M
CONN
21
DELISTED
Conn's Inc.
CONN
$2.12M 0.4%
42,300
+25,500
+152% +$1.51M
SD
22
DELISTED
SANDRIDGE ENERGY, INC.
SD
$2.05M 0.39%
+350,100
New +$1.88M
SAFM
23
DELISTED
Sanderson Farms Inc
SAFM
$2.03M 0.38%
+31,100
New +$2.15M
CYT
24
DELISTED
CYTEC INDS INC
CYT
$2.01M 0.38%
49,400
+43,200
+697% +$1.68M
OVTI
25
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$1.96M 0.37%
128,000
-84,100
-40% -$1.4M
1
2 3 4 5

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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.