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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 | |
|---|---|---|---|---|---|---|
|
DX
526
Dynex Capital
DX
$2.99B
| $93K | 0.03% |
+3,867
| New | +$97K |
|
527
Alto Ingredients
ALTO
$360M
| $89K | 0.03% |
+17,500
| New | +$65.1K |
|
528
TTM Technologies
TTMI
$13.6B
| $89K | 0.03% |
10,400
-25,202
| -71% | -$232K |
|
|
MXWL
529
DELISTED
Maxwell Technologies Inc
MXWL
| $88K | 0.03% |
+11,300
| New | +$88K |
|
530
ON Semiconductor
ON
$33.8B
| $82K | 0.03% |
10,000
-4,700
| -32% | -$34.3K |
|
531
Pixelworks
PXLW
$38.8M
| $79K | 0.03% |
+1,358
| New | +$72.4K |
|
532
Kinross Gold
KGC
$28.5B
| $75K | 0.03% |
+17,100
| New | +$81.6K |
|
|
SIGM
533
DELISTED
Sigma Designs Inc
SIGM
| $73K | 0.03% |
15,500
-18,500
| -54% | -$97.5K |
|
534
Madrigal Pharmaceuticals
MDGL
$12.6B
| $72K | 0.03% |
+391
| New | +$71.6K |
|
535
FormFactor
FORM
$8.11B
| $71K | 0.03% |
+11,800
| New | +$67.5K |
|
|
SIMG
536
DELISTED
SILICON IMAGE INC
SIMG
| $69K | 0.02% |
11,200
-74,247
| -87% | -$400K |
|
|
CPE
537
DELISTED
Callon Petroleum Company
CPE
| $67K | 0.02% |
+1,030
| New | +$65.8K |
|
|
ZIXI
538
DELISTED
Zix Corporation
ZIXI
| $67K | 0.02% |
+14,700
| New | +$66.2K |
|
|
PZE
539
DELISTED
Petrobras Argentina S A
PZE
| $67K | 0.02% |
+12,100
| New | +$75.3K |
|
540
Entravision Communication
EVC
$983M
| $65K | 0.02% |
+10,600
| New | +$65.8K |
|
541
Century Casinos
CNTY
$32.9M
| $64K | 0.02% |
+12,300
| New | +$66.8K |
|
542
Advance Auto Parts
AAP
$3.37B
| – | – |
-6,500
| Closed | -$537K |
|
543
Asbury Automotive
ABG
$4.19B
| – | – |
-5,200
| Closed | -$277K |
|
544
Abbott
ABT
$180B
| – | – |
-11,300
| Closed | -$375K |
|
545
Analog Devices
ADI
$181B
| – | – |
-5,600
| Closed | -$263K |
|
546
Archer Daniels Midland
ADM
$41.4B
| – | – |
-81,700
| Closed | -$3.01M |
|
547
Aflac
AFL
$63.9B
| – | – |
-50,200
| Closed | -$1.56M |
|
548
Albany International
AIN
$2.14B
| – | – |
-18,500
| Closed | -$664K |
|
549
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-10,700
| Closed | -$467K |
|
|
ALE
550
DELISTED
Allete
ALE
| – | – |
-4,200
| Closed | -$203K |
|
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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.