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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 | |
|---|---|---|---|---|---|---|
|
CSR
601
Centerspace
CSR
$936M
| – | – |
-2,520
| Closed | -$208K |
|
602
Caesarstone
CSTE
$72.3M
| – | – |
-5,300
| Closed | -$242K |
|
|
CTRA
603
DELISTED
Coterra Energy
CTRA
| – | – |
-23,900
| Closed | -$892K |
|
604
CVS Health
CVS
$137B
| – | – |
-9,500
| Closed | -$539K |
|
605
Cemex
CX
$17.4B
| – | – |
-16,846
| Closed | -$161K |
|
606
DuPont de Nemours
DD
$18.6B
| – | – |
-8,648
| Closed | -$841K |
|
607
Deckers Outdoor
DECK
$13.3B
| – | – |
-61,800
| Closed | -$679K |
|
|
DENN
608
DELISTED
Denny's
DENN
| – | – |
-48,500
| Closed | -$296K |
|
|
DFS
609
DELISTED
Discover Financial Services
DFS
| – | – |
-4,000
| Closed | -$202K |
|
610
Danaher
DHR
$135B
| – | – |
-4,761
| Closed | -$222K |
|
611
Delek US
DK
$3.87B
| – | – |
-30,900
| Closed | -$652K |
|
612
Deluxe
DLX
$1.19B
| – | – |
-13,100
| Closed | -$546K |
|
613
DaVita
DVA
$15.1B
| – | – |
-29,700
| Closed | -$1.69M |
|
614
Devon Energy
DVN
$51.9B
| – | – |
-3,700
| Closed | -$214K |
|
615
New Oriental
EDU
$7.84B
| – | – |
-12,700
| Closed | -$316K |
|
616
Equifax
EFX
$20.3B
| – | – |
-5,600
| Closed | -$335K |
|
617
eGain
EGAN
$176M
| – | – |
-16,700
| Closed | -$252K |
|
|
ELP
618
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| – | – |
-133,000
| Closed | -$743K |
|
619
Equity Lifestyle Properties
ELS
$12.8B
| – | – |
-32,600
| Closed | -$557K |
|
620
Elevance Health
ELV
$81.9B
| – | – |
-5,000
| Closed | -$418K |
|
621
EnerSys
ENS
$6.95B
| – | – |
-6,400
| Closed | -$388K |
|
622
Edwards Lifesciences
EW
$47.6B
| – | – |
-42,000
| Closed | -$487K |
|
623
EXL Service
EXLS
$4.23B
| – | – |
-44,500
| Closed | -$253K |
|
624
Expedia Group
EXPE
$31.2B
| – | – |
-16,500
| Closed | -$855K |
|
625
Extreme Networks
EXTR
$3.86B
| – | – |
-348,500
| Closed | -$1.82M |
|
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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.