We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
576
Boise Cascade
BCC
$2.74B
| – | – |
-9,900
| Closed | -$267K |
|
|
BGFV
577
DELISTED
Big 5 Sporting Goods
BGFV
| – | – |
-23,000
| Closed | -$370K |
|
578
Black Hills Corp
BKH
$5.73B
| – | – |
-4,500
| Closed | -$224K |
|
579
Blackbaud
BLKB
$1.5B
| – | – |
-7,900
| Closed | -$308K |
|
580
BP
BP
$113B
| – | – |
-11,614
| Closed | -$399K |
|
581
Popular Inc
BPOP
$11B
| – | – |
-40,600
| Closed | -$1.07M |
|
582
Broadridge
BR
$17.2B
| – | – |
-14,600
| Closed | -$464K |
|
583
CACI
CACI
$10.8B
| – | – |
-7,514
| Closed | -$519K |
|
584
Central Garden & Pet Co Class A
CENTA
$2.41B
| – | – |
-16,000
| Closed | -$88K |
|
585
Cognex
CGNX
$10.3B
| – | – |
-79,800
| Closed | -$1.25M |
|
586
Church & Dwight Co
CHD
$23.1B
| – | – |
-13,200
| Closed | -$396K |
|
587
Churchill Downs
CHDN
$6.03B
| – | – |
-18,000
| Closed | -$260K |
|
588
Chemed
CHE
$6.78B
| – | – |
-18,100
| Closed | -$1.29M |
|
589
Chord Energy
CHRD
$7.79B
| – | – |
-5,700
| Closed | -$280K |
|
590
Cigna
CI
$76.6B
| – | – |
-7,500
| Closed | -$576K |
|
591
Ciena
CIEN
$55.3B
| – | – |
-11,200
| Closed | -$280K |
|
592
Clarus
CLAR
$125M
| – | – |
-15,880
| Closed | -$192K |
|
593
Clearwater Paper
CLW
$271M
| – | – |
-4,700
| Closed | -$225K |
|
594
Comcast
CMCSA
$79.1B
| – | – |
-31,600
| Closed | -$713K |
|
595
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-95,000
| Closed | -$815K |
|
596
CNO Financial Group
CNO
$4.97B
| – | – |
-11,000
| Closed | -$158K |
|
597
Cencora
COR
$60.3B
| – | – |
-16,800
| Closed | -$1.03M |
|
598
Copa Holdings
CPA
$5.56B
| – | – |
-5,800
| Closed | -$804K |
|
599
Camden Property Trust
CPT
$11.3B
| – | – |
-3,400
| Closed | -$209K |
|
600
Comstock Resources
CRK
$3.97B
| – | – |
-17,600
| Closed | -$1.4M |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.