We are live on ! Find out more
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
CCI icon
451
Crown Castle
CCI
$32.7B
$351K 0.07%
4,800
-6,800
-59% -$486K
EEFT icon
452
Euronet Worldwide
EEFT
$3.02B
$351K 0.07%
8,800
-1,300
-13% -$46.9K
FSS icon
453
Federal Signal
FSS
$7.25B
$349K 0.07%
27,100
+4,800
+22% +$52.7K
VAL
454
DELISTED
Valspar
VAL
$349K 0.07%
5,500
-5,000
-48% -$328K
MKTG
455
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
$349K 0.07%
+21,100
New +$311K
MED icon
456
Medifast
MED
$108M
$347K 0.07%
12,900
-11,300
-47% -$302K
TTMI icon
457
TTM Technologies
TTMI
$13.6B
$347K 0.07%
+35,602
New +$339K
TNGO
458
DELISTED
Tangoe, Inc.
TNGO
$346K 0.07%
14,500
+800
+6% +$15.6K
TRN icon
459
Trinity Industries
TRN
$2.97B
$345K 0.07%
21,113
-4,445
-17% -$65.6K
APFC
460
DELISTED
AMERICAN PACIFIC CORP
APFC
$345K 0.07%
+6,300
New +$266K
RST
461
DELISTED
ROSETTA STONE INC
RST
$344K 0.07%
+21,200
New +$339K
FF icon
462
Future Fuel
FF
$204M
$343K 0.06%
+19,100
New +$313K
GPI icon
463
Group 1 Automotive
GPI
$3.94B
$342K 0.06%
4,400
-3,000
-41% -$224K
WLL
464
DELISTED
Whiting Petroleum Corporation
WLL
$341K 0.06%
+19
New +$294K
CXT icon
465
Crane NXT
CXT
$3.04B
$339K 0.06%
+15,835
New +$336K
PAG icon
466
Penske Automotive Group
PAG
$14.3B
$338K 0.06%
7,900
-11,400
-59% -$436K
EFX icon
467
Equifax
EFX
$20.3B
$335K 0.06%
5,600
-5,300
-49% -$326K
OPCH icon
468
Option Care Health
OPCH
$3.4B
$335K 0.06%
9,525
-3,800
-29% -$209K
SINA
469
DELISTED
Sina Corp
SINA
$333K 0.06%
+4,100
New +$301K
LLTC
470
DELISTED
Linear Technology Corp
LLTC
$333K 0.06%
8,400
-14,700
-64% -$580K
ARMH
471
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$332K 0.06%
6,900
-16,100
-70% -$680K
HP icon
472
Helmerich & Payne
HP
$3.53B
$331K 0.06%
+4,800
New +$317K
KO icon
473
Coca-Cola
KO
$354B
$330K 0.06%
+8,700
New +$344K
URBN icon
474
Urban Outfitters
URBN
$5.99B
$327K 0.06%
+8,900
New +$365K
WEB
475
DELISTED
Web.com Group, Inc.
WEB
$327K 0.06%
+10,100
New +$288K
17 18
19
20 21

Similar funds

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
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.