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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 | |
|---|---|---|---|---|---|---|
|
ALEX
551
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-14,000
| Closed | -$504K |
|
552
Allstate
ALL
$66.9B
| – | – |
-4,900
| Closed | -$248K |
|
553
Ambarella
AMBA
$2.99B
| – | – |
-14,500
| Closed | -$283K |
|
554
Ametek
AME
$55.5B
| – | – |
-5,800
| Closed | -$267K |
|
|
AMED
555
DELISTED
Amedisys
AMED
| – | – |
-14,500
| Closed | -$250K |
|
556
American Tower
AMT
$77.7B
| – | – |
-4,900
| Closed | -$363K |
|
557
Angi Inc
ANGI
$224M
| – | – |
-6,830
| Closed | -$1.54M |
|
558
A.O. Smith
AOS
$8.38B
| – | – |
-27,000
| Closed | -$610K |
|
559
APA Corp
APA
$12.8B
| – | – |
-11,600
| Closed | -$988K |
|
560
Artisan Partners
APAM
$2.79B
| – | – |
-9,400
| Closed | -$492K |
|
561
Amphenol
APH
$188B
| – | – |
-63,200
| Closed | -$611K |
|
562
Apogee Enterprises
APOG
$850M
| – | – |
-7,300
| Closed | -$216K |
|
|
ARI
563
Apollo Commercial Real Estate
ARI
$887M
| – | – |
-15,900
| Closed | -$243K |
|
564
Archrock
AROC
$6.33B
| – | – |
-23,700
| Closed | -$653K |
|
565
Ashland
ASH
$3.04B
| – | – |
-14,308
| Closed | -$647K |
|
566
Atmos Energy
ATO
$29.9B
| – | – |
-5,000
| Closed | -$213K |
|
567
AudioCodes
AUDC
$244M
| – | – |
-15,800
| Closed | -$111K |
|
568
American Vanguard Corp
AVD
$73.5M
| – | – |
-17,200
| Closed | -$463K |
|
569
Avnet
AVT
$7.33B
| – | – |
-12,300
| Closed | -$513K |
|
570
AutoZone
AZO
$48.3B
| – | – |
-1,500
| Closed | -$634K |
|
571
Bank of America
BAC
$435B
| – | – |
-130,600
| Closed | -$1.8M |
|
572
Braskem
BAK
$980M
| – | – |
-19,800
| Closed | -$316K |
|
573
Baxter International
BAX
$11.6B
| – | – |
-27,063
| Closed | -$966K |
|
574
Barrett Business Services
BBSI
$976M
| – | – |
-25,600
| Closed | -$431K |
|
575
Brunswick
BC
$5.19B
| – | – |
-72,300
| Closed | -$2.88M |
|
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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.