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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
VPHM
1151
DELISTED
VIROPHARMA INC
VPHM
– –
-11,500
Closed -$329K
ACTV
1152
DELISTED
Active Network Inc
ACTV
– –
-59,600
Closed -$451K
BZ
1153
DELISTED
BOISE INC COM STK (DE)
BZ
– –
-24,100
Closed -$206K
ONXX
1154
DELISTED
ONYX PHARMACEUTICALS INC
ONXX
– –
-2,600
Closed -$226K
VLTR
1155
DELISTED
VOLTERRA SEMCONDUCTOR CORP
VLTR
– –
-13,600
Closed -$192K
STSA
1156
DELISTED
STERLING FINL CORP (WA) COM NEW
STSA
– –
-47,100
Closed -$1.12M
KEM
1157
DELISTED
KEMET Corporation
KEM
– –
-13,800
Closed -$57K
DISH
1158
DELISTED
DISH Network Corp.
DISH
– –
-7,300
Closed -$310K
CAM
1159
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-3,500
Closed -$214K
YELL
1160
DELISTED
Yellow Corporation Common Stock
YELL
– –
-19,800
Closed -$569K
AAWW
1161
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-11,400
Closed -$499K
GRA
1162
DELISTED
W.R. Grace & Co.
GRA
– –
-2,500
Closed -$210K
CKH
1163
DELISTED
Seacor Holdings Inc.
CKH
– –
-4,136
Closed -$332K
CEO
1164
DELISTED
CNOOC Limited
CEO
– –
-4,800
Closed -$804K
CHU
1165
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-26,400
Closed -$347K
TSS
1166
DELISTED
Total System Services, Inc.
TSS
– –
-10,700
Closed -$262K
SHPG
1167
DELISTED
Shire pic
SHPG
– –
-3,500
Closed -$333K
SGY
1168
DELISTED
Stone Energy
SGY
– –
-371
Closed -$465K
BOBE
1169
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-14,100
Closed -$662K
CFNL
1170
DELISTED
Cardinal Financial Corp
CFNL
– –
-22,000
Closed -$322K
AIRM
1171
DELISTED
Air Methods Corp
AIRM
– –
-35,100
Closed -$1.19M
ACAS
1172
DELISTED
American Capital Ltd
ACAS
– –
-13,900
Closed -$176K
PQUE
1173
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
– –
-32,300
Closed -$128K
GAS
1174
DELISTED
AGL Resources Inc
GAS
– –
-15,900
Closed -$681K
CIT
1175
DELISTED
CIT Group Inc.
CIT
– –
-6,600
Closed -$308K
44 45 46
47
48

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SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
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.