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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 | |
|---|---|---|---|---|---|---|
351
RF Industries
RFIL
$135M
| $266K | 0.09% |
+28,900
| New | +$272K |
|
|
ENT
352
DELISTED
Global Eagle Entertainment Inc.
ENT
| $265K | 0.09% |
+712
| New | +$218K |
|
353
REX American Resources
REX
$1.46B
| $264K | 0.09% |
+35,400
| New | +$202K |
|
|
PACR
354
DELISTED
PACER INTL INC TENN
PACR
| $263K | 0.09% |
+31,800
| New | +$247K |
|
355
Diodes
DIOD
$4B
| $262K | 0.09% |
+11,100
| New | +$250K |
|
356
RH
RH
$3.3B
| $262K | 0.09% |
3,900
-5,600
| -59% | -$384K |
|
|
IRF
357
DELISTED
INTL RECTIFIER CORP
IRF
| $261K | 0.09% |
+10,000
| New | +$244K |
|
358
Cooper Companies
COO
$13.7B
| $260K | 0.09% |
+8,400
| New | +$268K |
|
359
IQVIA
IQV
$34.7B
| $260K | 0.09% |
+5,600
| New | +$245K |
|
360
LKQ Corp
LKQ
$6.58B
| $260K | 0.09% |
+7,900
| New | +$258K |
|
361
Bruker
BRKR
$9.2B
| $259K | 0.09% |
13,100
-10,000
| -43% | -$196K |
|
|
VOXX
362
DELISTED
VOXX International Corporation Class A
VOXX
| $259K | 0.09% |
+15,500
| New | +$245K |
|
|
POZN
363
DELISTED
POZEN INC
POZN
| $259K | 0.09% |
+32,200
| New | +$229K |
|
364
Columbia Banking Systems
COLB
$8.81B
| $258K | 0.09% |
+9,400
| New | +$246K |
|
|
MSCC
365
DELISTED
Microsemi Corp
MSCC
| $257K | 0.09% |
10,300
-15,300
| -60% | -$371K |
|
366
Compañía de Cervecerías Unidas
CCU
$2.12B
| $256K | 0.09% |
+10,600
| New | +$269K |
|
|
VR
367
DELISTED
Validus Hold Ltd
VR
| $254K | 0.09% |
6,300
-17,500
| -74% | -$684K |
|
368
ABM Industries
ABM
$2.8B
| $252K | 0.09% |
8,800
-5,200
| -37% | -$144K |
|
369
ASE Group
ASX
$80.8B
| $252K | 0.09% |
52,400
+12,600
| +32% | +$61.9K |
|
370
EOG Resources
EOG
$78B
| $252K | 0.09% |
3,000
-1,600
| -35% | -$137K |
|
371
Gorman-Rupp
GRC
$2.16B
| $251K | 0.09% |
+7,500
| New | +$237K |
|
372
Whirlpool
WHR
$2.42B
| $251K | 0.09% |
+1,600
| New | +$235K |
|
|
SRCI
373
DELISTED
SRC Energy Inc
SRCI
| $250K | 0.09% |
27,000
+15,500
| +135% | +$153K |
|
|
QCOR
374
DELISTED
QUESTCOR PHARMA INC
QCOR
| $250K | 0.09% |
4,600
-6,800
| -60% | -$402K |
|
|
TYPE
375
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $249K | 0.09% |
+7,800
| New | +$228K |
|
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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.