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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 | |
|---|---|---|---|---|---|---|
|
AMWD
26
DELISTED
American Woodmark
AMWD
| $972K | 0.35% |
24,600
+7,000
| +40% | +$243K |
|
27
Voya Financial
VOYA
$8.94B
| $956K | 0.34% |
+27,200
| New | +$898K |
|
28
Citigroup
C
$222B
| $948K | 0.34% |
18,200
-6,500
| -26% | -$329K |
|
29
Simon Property Group
SPG
$74.5B
| $943K | 0.34% |
+6,591
| New | +$950K |
|
|
DF
30
DELISTED
Dean Foods Company
DF
| $939K | 0.33% |
+54,600
| New | +$994K |
|
31
NCR Voyix
VYX
$1.06B
| $933K | 0.33% |
44,662
+25,754
| +136% | +$572K |
|
32
PRA Group
PRAA
$648M
| $904K | 0.32% |
17,100
+11,000
| +180% | +$625K |
|
33
Align Technology
ALGN
$12B
| $903K | 0.32% |
+15,800
| New | +$850K |
|
34
Lithia Motors
LAD
$7.78B
| $896K | 0.32% |
+12,900
| New | +$866K |
|
35
World Acceptance Corp
WRLD
$950M
| $875K | 0.31% |
10,000
+3,900
| +64% | +$364K |
|
36
Cardinal Health
CAH
$53.4B
| $862K | 0.31% |
+12,900
| New | +$788K |
|
|
IQNT
37
DELISTED
Inteliquent, Inc.
IQNT
| $858K | 0.31% |
75,200
-27,700
| -27% | -$312K |
|
38
Petrobras Class A
PBR.A
$107B
| $851K | 0.3% |
57,900
+17,000
| +42% | +$280K |
|
39
Franklin Resources
BEN
$16.9B
| $849K | 0.3% |
+14,700
| New | +$792K |
|
|
LVNTA
40
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $846K | 0.3% |
+28,083
| New | +$754K |
|
|
WCG
41
DELISTED
Wellcare Health Plans, Inc.
WCG
| $845K | 0.3% |
+12,000
| New | +$838K |
|
42
Methode Electronics
MEI
$543M
| $841K | 0.3% |
+24,600
| New | +$713K |
|
43
Cirrus Logic
CRUS
$6.74B
| $833K | 0.3% |
40,800
-139,100
| -77% | -$3M |
|
44
Ubiquiti
UI
$31.8B
| $832K | 0.3% |
18,100
+8,600
| +91% | +$342K |
|
|
FLIR
45
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $831K | 0.3% |
27,600
+11,800
| +75% | +$349K |
|
|
CNR
46
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $826K | 0.29% |
+47,100
| New | +$731K |
|
47
PENN Entertainment
PENN
$2.74B
| $824K | 0.29% |
+57,500
| New | +$790K |
|
|
ETFC
48
DELISTED
E*Trade Financial Corporation
ETFC
| $821K | 0.29% |
+41,800
| New | +$743K |
|
49
Host Hotels & Resorts
HST
$16.8B
| $816K | 0.29% |
42,000
+12,300
| +41% | +$227K |
|
|
HNT
50
DELISTED
HEALTH NET INC
HNT
| $813K | 0.29% |
27,400
+10,300
| +60% | +$308K |
|
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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.