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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 | |
|---|---|---|---|---|---|---|
626
Ford
F
$57.3B
| – | – |
-28,900
| Closed | -$488K |
|
627
Diamondback Energy
FANG
$57.6B
| – | – |
-7,500
| Closed | -$320K |
|
628
Future Fuel
FF
$204M
| – | – |
-19,100
| Closed | -$343K |
|
629
First Horizon
FHN
$12.1B
| – | – |
-12,200
| Closed | -$134K |
|
|
FISV
630
Fiserv Inc
FISV
$27.2B
| – | – |
-8,000
| Closed | -$202K |
|
631
Fidelity National Information Services
FIS
$21.5B
| – | – |
-11,000
| Closed | -$511K |
|
|
FL
632
DELISTED
Foot Locker
FL
| – | – |
-34,600
| Closed | -$1.17M |
|
633
Flowers Foods
FLO
$1.64B
| – | – |
-10,300
| Closed | -$221K |
|
634
Fluor
FLR
$7.29B
| – | – |
-3,600
| Closed | -$255K |
|
635
Fidelity National Financial
FNF
$13.9B
| – | – |
-38,358
| Closed | -$583K |
|
636
First Industrial Realty Trust
FR
$8.88B
| – | – |
-16,100
| Closed | -$262K |
|
637
TechnipFMC
FTI
$30.6B
| – | – |
-17,338
| Closed | -$715K |
|
638
Liberty Media Series A
FWONA
$22.3B
| – | – |
-20,264
| Closed | -$530K |
|
639
Greenlight Captial
GLRE
$563M
| – | – |
-7,700
| Closed | -$219K |
|
640
General Motors
GM
$74.7B
| – | – |
-17,700
| Closed | -$637K |
|
641
Generac Holdings
GNRC
$11.9B
| – | – |
-8,800
| Closed | -$375K |
|
642
Genworth Financial
GNW
$3.8B
| – | – |
-48,600
| Closed | -$622K |
|
643
Group 1 Automotive
GPI
$3.94B
| – | – |
-4,400
| Closed | -$342K |
|
644
Haemonetics
HAE
$3.58B
| – | – |
-6,600
| Closed | -$263K |
|
645
Hain Celestial
HAIN
$47.8M
| – | – |
-7,200
| Closed | -$278K |
|
646
Halozyme
HALO
$9.72B
| – | – |
-33,500
| Closed | -$370K |
|
647
Home Depot
HD
$332B
| – | – |
-3,000
| Closed | -$228K |
|
|
HES
648
DELISTED
Hess
HES
| – | – |
-23,000
| Closed | -$1.78M |
|
649
Harte-Hanks
HHS
| – | – |
-1,270
| Closed | -$112K |
|
|
HI
650
DELISTED
Hillenbrand
HI
| – | – |
-10,200
| Closed | -$279K |
|
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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.