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
CENTA icon
726
Central Garden & Pet Co Class A
CENTA
$2.41B
$88K 0.02%
+16,000
New +$87.7K
UAM
727
DELISTED
Universal American Corp
UAM
$84K 0.02%
11,000
-4,300
-28% -$37.7K
ATSG
728
DELISTED
Air Transport Services Group
ATSG
$82K 0.02%
+10,900
New +$72.9K
MITK icon
729
Mitek Systems
MITK
$762M
$81K 0.02%
+15,700
New +$85.7K
MFA
730
MFA Financial
MFA
$929M
$78K 0.01%
+2,625
New +$80.5K
BALT
731
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
$78K 0.01%
+16,000
New +$69.7K
MWW
732
DELISTED
Monster Worldwide Inc
MWW
$76K 0.01%
+17,100
New +$83.8K
ALXA
733
DELISTED
Alexza Pharmaceuticals Inc
ALXA
$75K 0.01%
+14,617
New +$68.8K
ACW
734
DELISTED
Accuride Corp
ACW
$67K 0.01%
+13,000
New +$71.3K
AAPL icon
735
Apple
AAPL
$4.89T
– –
-28,000
Closed -$397K
ABR icon
736
Arbor Realty Trust
ABR
$960M
– –
-11,800
Closed -$74K
ACCO icon
737
Acco Brands
ACCO
$369M
– –
-28,500
Closed -$181K
ACM icon
738
Aecom
ACM
$9.07B
– –
-18,000
Closed -$572K
ACTG icon
739
Acacia Research
ACTG
$450M
– –
-33,100
Closed -$740K
ADSK icon
740
Autodesk
ADSK
$44.3B
– –
-7,900
Closed -$268K
ADTN icon
741
Adtran
ADTN
$798M
– –
-14,500
Closed -$357K
AEIS icon
742
Advanced Energy
AEIS
$12.2B
– –
-17,000
Closed -$296K
AEO icon
743
American Eagle Outfitters
AEO
$2.85B
– –
-24,200
Closed -$442K
AEP icon
744
American Electric Power
AEP
$73.7B
– –
-8,000
Closed -$358K
AES icon
745
AES
AES
$10.6B
– –
-53,500
Closed -$641K
AGNC icon
746
AGNC Investment
AGNC
$12.3B
– –
-293,312
Closed -$6.75M
AHT
747
Ashford Hospitality Trust
AHT
$21M
– –
-69
Closed -$492K
AIG icon
748
American International
AIG
$41.9B
– –
-6,100
Closed -$273K
AIV
749
Aimco
AIV
$380M
– –
-76,569
Closed -$306K
AMAT icon
750
Applied Materials
AMAT
$426B
– –
-15,700
Closed -$234K
28 29
30
31 32

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.