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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
CORE
1026
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-29,200
Closed -$464K
MXIM
1027
DELISTED
Maxim Integrated Products
MXIM
– –
-35,600
Closed -$989K
BPFH
1028
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-11,500
Closed -$122K
LEAF
1029
DELISTED
Leaf Group Ltd.
LEAF
– –
-14,717
Closed -$175K
CLGX
1030
DELISTED
Corelogic, Inc.
CLGX
– –
-12,400
Closed -$287K
WDR
1031
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-7,600
Closed -$331K
RP
1032
DELISTED
RealPage, Inc.
RP
– –
-28,500
Closed -$523K
GNMK
1033
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-61,700
Closed -$638K
HMSY
1034
DELISTED
HMS Holdings Corp.
HMSY
– –
-12,300
Closed -$287K
EV
1035
DELISTED
Eaton Vance Corp.
EV
– –
-11,700
Closed -$440K
ZAGG
1036
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-27,700
Closed -$148K
TCO
1037
DELISTED
Taubman Centers Inc.
TCO
– –
-4,500
Closed -$338K
CBL
1038
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-26,200
Closed -$561K
IMMU
1039
DELISTED
Immunomedics Inc
IMMU
– –
-86,000
Closed -$468K
ETFC
1040
DELISTED
E*Trade Financial Corporation
ETFC
– –
-43,600
Closed -$552K
SMRT
1041
DELISTED
Stein Mart Inc
SMRT
– –
-14,100
Closed -$192K
LBY
1042
DELISTED
Libbey, Inc.
LBY
– –
-9,100
Closed -$218K
AKRX
1043
DELISTED
Akorn Inc
AKRX
– –
-65,400
Closed -$884K
WCG
1044
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-45,100
Closed -$2.5M
GWR
1045
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-5,200
Closed -$441K
SEMG
1046
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-5,000
Closed -$269K
LTXB
1047
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-34,200
Closed -$712K
TYPE
1048
DELISTED
Monotype Imaging Holdings Inc.
TYPE
– –
-10,100
Closed -$257K
BT
1049
DELISTED
BT Group plc (ADR)
BT
– –
-20,400
Closed -$479K
PES
1050
DELISTED
Pioneer Energy Services Corp.
PES
– –
-17,800
Closed -$118K
40 41
42
43 44

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SCM
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APA
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NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
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.