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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 | |
|---|---|---|---|---|---|---|
|
CFNL
426
DELISTED
Cardinal Financial Corp
CFNL
| $216K | 0.08% |
+12,000
| New | +$205K |
|
|
RPTP
427
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $216K | 0.08% |
+16,600
| New | +$229K |
|
428
Euronet Worldwide
EEFT
$3.02B
| $215K | 0.08% |
4,500
-4,300
| -49% | -$193K |
|
|
TTSH
429
DELISTED
Tile Shop Holdings
TTSH
| $215K | 0.08% |
+11,900
| New | +$246K |
|
|
CPN
430
DELISTED
Calpine Corporation
CPN
| $215K | 0.08% |
11,000
-4,800
| -30% | -$93.3K |
|
|
APC
431
DELISTED
Anadarko Petroleum
APC
| $214K | 0.08% |
2,700
-6,500
| -71% | -$583K |
|
|
ADT
432
DELISTED
ADT Corp
ADT
| $214K | 0.08% |
5,300
-7,100
| -57% | -$292K |
|
|
CKEC
433
DELISTED
Carmike Cinemas Inc
CKEC
| $214K | 0.08% |
+7,700
| New | +$183K |
|
|
MCF
434
DELISTED
Contango Oil & Gas Co.
MCF
| $213K | 0.08% |
4,500
-2,300
| -34% | -$101K |
|
435
Dana Inc
DAN
$2.91B
| $212K | 0.08% |
+10,800
| New | +$219K |
|
436
WaFd
WAFD
$2.72B
| $212K | 0.08% |
+9,100
| New | +$207K |
|
437
PennyMac Financial
PFSI
$4.38B
| $211K | 0.08% |
+12,000
| New | +$208K |
|
438
TriMas Corp
TRS
$1.43B
| $211K | 0.08% |
6,652
-24,723
| -79% | -$752K |
|
439
Verizon
VZ
$194B
| $211K | 0.08% |
+4,300
| New | +$211K |
|
|
PRE
440
DELISTED
PARTNERRE LTD
PRE
| $211K | 0.08% |
+2,000
| New | +$197K |
|
441
CF Industries
CF
$19.2B
| $210K | 0.07% |
+4,500
| New | +$197K |
|
442
NRG Energy
NRG
$29.8B
| $210K | 0.07% |
+7,300
| New | +$204K |
|
|
FMBI
443
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $209K | 0.07% |
11,900
+300
| +3% | +$5.07K |
|
|
DNR
444
DELISTED
Denbury Resources, Inc.
DNR
| $209K | 0.07% |
12,700
-2,200
| -15% | -$38.8K |
|
445
ICICI Bank
IBN
$106B
| $208K | 0.07% |
+30,800
| New | +$197K |
|
446
Mohawk Industries
MHK
$6.9B
| $208K | 0.07% |
+1,400
| New | +$191K |
|
447
Pinnacle Financial Partners Inc
PNFP
$15.5B
| $208K | 0.07% |
6,400
-5,600
| -47% | -$177K |
|
|
SWIR
448
DELISTED
Sierra Wireless
SWIR
| $208K | 0.07% |
8,600
-16,300
| -65% | -$311K |
|
449
AGCO
AGCO
$8.78B
| $207K | 0.07% |
3,500
-2,500
| -42% | -$149K |
|
|
WIBC
450
DELISTED
WILSHIRE BANCORP INC
WIBC
| $207K | 0.07% |
18,900
-37,200
| -66% | -$350K |
|
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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.