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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
MOH icon
901
Molina Healthcare
MOH
$10.3B
– –
-13,200
Closed -$491K
MOV icon
902
Movado Group
MOV
$812M
– –
-10,300
Closed -$348K
MPWR icon
903
Monolithic Power Systems
MPWR
$65.5B
– –
-10,100
Closed -$244K
MRC
904
DELISTED
MRC Global
MRC
– –
-77,800
Closed -$2.15M
MTB icon
905
M&T Bank
MTB
$36.2B
– –
-3,300
Closed -$369K
MTN icon
906
Vail Resorts
MTN
$5.19B
– –
-4,200
Closed -$258K
MUFG icon
907
Mitsubishi UFJ Financial
MUFG
$258B
– –
-100,400
Closed -$623K
MYRG icon
908
MYR Group
MYRG
$5.9B
– –
-25,200
Closed -$490K
NCMI icon
909
National CineMedia
NCMI
$354M
– –
-2,170
Closed -$367K
NNN icon
910
NNN REIT
NNN
$9.39B
– –
-12,200
Closed -$420K
NSC icon
911
Norfolk Southern
NSC
$78.8B
– –
-3,300
Closed -$240K
NUS icon
912
Nu Skin
NUS
$247M
– –
-5,500
Closed -$336K
NWE icon
913
NorthWestern Energy
NWE
$4.48B
– –
-5,900
Closed -$235K
NX icon
914
Quanex
NX
$854M
– –
-11,000
Closed -$185K
NXST icon
915
Nexstar Media Group
NXST
$5.6B
– –
-15,300
Closed -$543K
ODFL icon
916
Old Dominion Freight Line
ODFL
$48.5B
– –
-25,800
Closed -$358K
OII icon
917
Oceaneering
OII
$5.25B
– –
-3,100
Closed -$224K
ACH
918
Accendra Health
ACH
$240M
– –
-39,000
Closed -$1.32M
ORI icon
919
Old Republic International
ORI
$10.3B
– –
-23,500
Closed -$302K
ORN icon
920
Orion Group Holdings
ORN
$514M
– –
-10,000
Closed -$121K
OZK icon
921
Bank OZK
OZK
$5.49B
– –
-22,200
Closed -$481K
PBH icon
922
Prestige Consumer Healthcare
PBH
$2.35B
– –
-16,900
Closed -$492K
PEGA icon
923
Pegasystems
PEGA
$4.41B
– –
-53,600
Closed -$444K
PERI icon
924
Perion Network
PERI
$367M
– –
-5,767
Closed -$198K
PHM icon
925
Pultegroup
PHM
$24.5B
– –
-40,300
Closed -$764K
35 36
37
38 39

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SCM
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APA
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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
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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.