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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
EXPD icon
826
Expeditors International
EXPD
$22.9B
– –
-14,600
Closed -$555K
FDS icon
827
Factset
FDS
$9.05B
– –
-5,000
Closed -$510K
FIBK icon
828
First Interstate BancSystem
FIBK
$3.7B
– –
-11,200
Closed -$232K
FITB
829
Fifth Third Bancorp
FITB
$52B
– –
-13,200
Closed -$238K
FLEX icon
830
Flex
FLEX
$43.4B
– –
-31,450
Closed -$183K
FLS icon
831
Flowserve
FLS
$9.25B
– –
-26,400
Closed -$1.43M
FNB icon
832
FNB Corp
FNB
$6.78B
– –
-13,400
Closed -$162K
FOR icon
833
Forestar Group
FOR
$1.44B
– –
-40,000
Closed -$802K
FORM icon
834
FormFactor
FORM
$8.11B
– –
-13,100
Closed -$88K
FORR icon
835
Forrester Research
FORR
$172M
– –
-5,900
Closed -$216K
GASS icon
836
StealthGas
GASS
$328M
– –
-37,000
Closed -$407K
GE icon
837
GE Aerospace
GE
$367B
– –
-1,982
Closed -$220K
GEN icon
838
Gen Digital
GEN
$15.6B
– –
-25,400
Closed -$571K
GEOS icon
839
Geospace Technologies
GEOS
$91.6M
– –
-6,100
Closed -$421K
GIII icon
840
G-III Apparel Group
GIII
$1.47B
– –
-8,400
Closed -$202K
GLDD
841
DELISTED
Great Lakes Dredge & Dock
GLDD
– –
-24,100
Closed -$188K
GLW icon
842
Corning
GLW
$126B
– –
-37,300
Closed -$531K
B
843
Barrick Mining
B
$62.2B
– –
-69,400
Closed -$1.09M
GPN icon
844
Global Payments
GPN
$22.1B
– –
-18,800
Closed -$435K
GRFS
845
Grifois
GRFS
$5.16B
– –
-57,000
Closed -$812K
GSM icon
846
FerroAtlántica
GSM
$628M
– –
-20,900
Closed -$227K
HAFC icon
847
Hanmi Financial
HAFC
$943M
– –
-12,500
Closed -$221K
HBAN icon
848
Huntington Bancshares
HBAN
$35.1B
– –
-32,700
Closed -$257K
HBI
849
DELISTED
Hanesbrands
HBI
– –
-81,200
Closed -$1.04M
HCA icon
850
HCA Healthcare
HCA
$84.8B
– –
-48,200
Closed -$1.74M
32 33
34
35 36

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.