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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
+8.45%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$280M
AUM Growth
-$248M
(-47%)
Cap. Flow
-$262M
Cap. Flow
% of AUM
-93.54%
Top 10 Holdings %
Top 10 Hldgs %
21.08%
Holding
1,031
New
296
Increased
91
Reduced
154
Closed
489
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CVC
CABLEVISION SYS CP NY GRP CL-A
CVC
|
+$1.81M |
| 2 |
ODP
ODP
ODP
|
+$1.56M |
| 3 |
WDR
Waddell & Reed Financial, Inc.
WDR
|
+$1.54M |
| 4 |
Scholastic
SCHL
|
+$1.25M |
| 5 |
Evercore
EVR
|
+$1.08M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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
|
+$8.98M |
| 3 |
TIVO
TIVO INC
TIVO
|
+$4.08M |
| 4 |
WisdomTree
WT
|
+$3.53M |
| 5 |
BID
Sotheby's
BID
|
+$3.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Real Estate | 21.17% |
| 2 | Financials | 12.65% |
| 3 | Technology | 11.85% |
| 4 | Consumer Discretionary | 10.81% |
| 5 | Industrials | 9.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Unifirst Corp
UNF
$5.32B
| $342K | 0.12% |
+3,200
| New | +$326K |
|
|
SHPG
277
DELISTED
Shire pic
SHPG
| $339K | 0.12% |
+2,400
| New | +$315K |
|
278
Gilead Sciences
GILD
$161B
| $338K | 0.12% |
4,500
-2,900
| -39% | -$202K |
|
279
Leidos
LDOS
$14.1B
| $335K | 0.12% |
+7,200
| New | +$332K |
|
280
Caleres
CAL
$396M
| $332K | 0.12% |
11,800
-14,600
| -55% | -$358K |
|
|
NTLS
281
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $330K | 0.12% |
+16,300
| New | +$326K |
|
282
Everest Group
EG
$15.2B
| $327K | 0.12% |
+2,100
| New | +$321K |
|
283
Affiliated Managers Group
AMG
$9.46B
| $325K | 0.12% |
+1,500
| New | +$299K |
|
|
JONE
284
DELISTED
Jones Energy, Inc.
JONE
| $324K | 0.12% |
+1,217
| New | +$342K |
|
285
United Airlines
UAL
$38.4B
| $322K | 0.11% |
8,500
-36,200
| -81% | -$1.27M |
|
286
MiMedx Group
MDXG
$626M
| $321K | 0.11% |
+36,700
| New | +$225K |
|
|
UFS
287
DELISTED
DOMTAR CORPORATION (New)
UFS
| $321K | 0.11% |
+6,800
| New | +$295K |
|
288
Murphy USA
MUSA
$11.3B
| $320K | 0.11% |
+7,700
| New | +$327K |
|
|
TNGO
289
DELISTED
Tangoe, Inc.
TNGO
| $319K | 0.11% |
17,700
+3,200
| +22% | +$60.8K |
|
|
SF
290
Stifel
SF
$12.3B
| $316K | 0.11% |
+14,850
| New | +$285K |
|
291
Enanta Pharmaceuticals
ENTA
$372M
| $314K | 0.11% |
+11,500
| New | +$279K |
|
|
RAS
292
DELISTED
RAIT Financial Trust
RAS
| $313K | 0.11% |
+34,900
| New | +$273K |
|
|
SKX
293
DELISTED
Skechers
SKX
| $311K | 0.11% |
28,200
-160,500
| -85% | -$1.67M |
|
|
HMSY
294
DELISTED
HMS Holdings Corp.
HMSY
| $311K | 0.11% |
+13,700
| New | +$297K |
|
|
YELL
295
DELISTED
Yellow Corporation Common Stock
YELL
| $311K | 0.11% |
+17,900
| New | +$215K |
|
|
AHT
296
Ashford Hospitality Trust
AHT
$21M
| $309K | 0.11% |
+40
| New | +$315K |
|
|
SEMG
297
DELISTED
SEMGROUP CORPORATION
SEMG
| $307K | 0.11% |
+4,700
| New | +$282K |
|
|
CCRN
298
DELISTED
Cross Country Healthcare
CCRN
| $304K | 0.11% |
+30,500
| New | +$212K |
|
299
Grupo Cibest SA
CIB
$20.4B
| $304K | 0.11% |
+6,200
| New | +$330K |
|
300
Westwood Holdings Group
WHG
$182M
| $303K | 0.11% |
+4,900
| New | +$267K |
|
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Ellington Management Group's Q4 2013 Portfolio in Review
As of Q4 2013, Ellington Management Group held 1,031 positions worth $280M, down 47% from $528M the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Ellington Management Group withdrew a net $262M in Q4 2013, closing 489 positions and reducing 154 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $27.3M position sold in full.
By sector, the portfolio is most concentrated in Real Estate at 21% of assets, up from 11% a quarter earlier, followed by Financials and Technology.
Against the trend, Ellington Management Group opened a new position in CABLEVISION SYS CP NY GRP CL-A worth $2.01M.
- Ellington Management Group's largest Q4 2013 buy was CABLEVISION SYS CP NY GRP CL-A: 112,100 shares worth $2.01M.
- Ellington Management Group added most to United Parks & Resorts in Q4 2013, an estimated $929K increase.
- Ellington Management Group's biggest Q4 2013 reduction was WisdomTree, cutting an estimated $3.53M.
- Ellington Management Group fully exited State Street SPDR S&P 500 ETF Trust in Q4 2013, selling an estimated $27.3M.
- Ellington Management Group's ten largest holdings make up 21% of its $280M portfolio in Q4 2013.
- Ellington Management Group opened 296 new positions and closed 489 in Q4 2013.
- Ellington Management Group's portfolio value fell 47% quarter-over-quarter to $280M.
Based on Ellington Management Group's 13F filing for Q4 2013, filed 14 Feb 2014.