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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
LION
1051
DELISTED
Fidelity Southern Corporation
LION
– –
-19,581
Closed -$239K
KEYW
1052
DELISTED
The KEYW Holding Corporation
KEYW
– –
-14,700
Closed -$195K
BRS
1053
DELISTED
Bristow Group, Inc.
BRS
– –
-7,200
Closed -$470K
USG
1054
DELISTED
Usg
USG
– –
-9,100
Closed -$210K
MBFI
1055
DELISTED
MB Financial Corp
MBFI
– –
-10,100
Closed -$271K
VVC
1056
DELISTED
Vectren Corporation
VVC
– –
-16,300
Closed -$551K
TSRO
1057
DELISTED
TESARO, Inc.
TSRO
– –
-17,400
Closed -$570K
SEII
1058
DELISTED
Sharing Economy International Inc. Common Stock (NV)
SEII
– –
-18,825
Closed -$400K
CALL
1059
DELISTED
magicJack VocalTec Ltd
CALL
– –
-12,100
Closed -$172K
GPT
1060
DELISTED
Gramercy Property Trust
GPT
– –
-8,967
Closed -$121K
PHH
1061
DELISTED
PHH Corporation
PHH
– –
-25,600
Closed -$522K
ANDV
1062
DELISTED
Andeavor
ANDV
– –
-6,100
Closed -$319K
ILG
1063
DELISTED
ILG, Inc Common Stock
ILG
– –
-25,100
Closed -$500K
PAY
1064
DELISTED
Verifone Systems Inc
PAY
– –
-44,100
Closed -$741K
KND
1065
DELISTED
Kindred Healthcare
KND
– –
-13,900
Closed -$183K
RPXC
1066
DELISTED
RPX Corporation
RPXC
– –
-52,000
Closed -$874K
FINL
1067
DELISTED
Finish Line
FINL
– –
-56,400
Closed -$1.23M
OA
1068
DELISTED
Orbital ATK, Inc.
OA
– –
-20,600
Closed -$1.7M
CAA
1069
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-5,800
Closed -$242K
RT
1070
DELISTED
Ruby Tuesday Georgia
RT
– –
-23,000
Closed -$212K
OME
1071
DELISTED
Omega Protein
OME
– –
-20,600
Closed -$185K
PMC
1072
DELISTED
PharMerica Corporation
PMC
– –
-23,700
Closed -$328K
LMOS
1073
DELISTED
Lumos Networks Corp
LMOS
– –
-10,200
Closed -$174K
SCLN
1074
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-13,100
Closed -$65K
AF
1075
DELISTED
Astoria Financial Corporation
AF
– –
-24,800
Closed -$267K
41 42
43
44 45

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SCM
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APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
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
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
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.