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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
PTP
1126
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
– –
-16,100
Closed -$921K
EGL
1127
DELISTED
Engility Holdings, Inc.
EGL
– –
-7,400
Closed -$210K
NPSP
1128
DELISTED
NPS PHARMACEUTICALS INC
NPSP
– –
-26,000
Closed -$393K
AMRE
1129
DELISTED
AMREIT INC NEW COM STK
AMRE
– –
-35,100
Closed -$679K
SKH
1130
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
– –
-11,300
Closed -$75K
AUXL
1131
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
– –
-26,100
Closed -$434K
WTSL
1132
DELISTED
WET SEAL INC CL-A
WTSL
– –
-185,600
Closed -$876K
CNVR
1133
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
– –
-34,500
Closed -$852K
SMA
1134
DELISTED
SYMMETRY MEDICAL INC
SMA
– –
-33,700
Closed -$284K
VVTV
1135
DELISTED
VALUEVISION MEDIA INC
VVTV
– –
-77,100
Closed -$394K
DCT
1136
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-15,600
Closed -$446K
BNNY
1137
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
– –
-11,800
Closed -$504K
TAYC
1138
DELISTED
TAYLOR CAPITAL GROUP INC
TAYC
– –
-14,400
Closed -$243K
UNS
1139
DELISTED
UNS ENERGY CORP COM
UNS
– –
-7,800
Closed -$349K
ESC
1140
DELISTED
EMERITUS CORP
ESC
– –
-24,300
Closed -$563K
FURX
1141
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
– –
-8,900
Closed -$303K
EPL
1142
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
– –
-18,200
Closed -$534K
VOCS
1143
DELISTED
VOCUS INC
VOCS
– –
-58,700
Closed -$618K
LSI
1144
DELISTED
LSI CORPORATION
LSI
– –
-35,900
Closed -$256K
ACCL
1145
DELISTED
Accelrys Inc
ACCL
– –
-33,900
Closed -$285K
PACR
1146
DELISTED
PACER INTL INC TENN
PACR
– –
-14,400
Closed -$91K
AH
1147
DELISTED
Accretive Health
AH
– –
-39,800
Closed -$430K
CEC
1148
DELISTED
CEC ENTERTAINMENT INC
CEC
– –
-9,300
Closed -$382K
VCI
1149
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
– –
-17,000
Closed -$418K
CGX
1150
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
– –
-6,200
Closed -$291K
44 45
46
47 48

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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.