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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 | |
|---|---|---|---|---|---|---|
651
Hartford Financial Services
HIG
$38.5B
| – | – |
-17,600
| Closed | -$548K |
|
652
Horace Mann Educators
HMN
$2.1B
| – | – |
-8,100
| Closed | -$230K |
|
|
HOLX
653
DELISTED
Hologic
HOLX
| – | – |
-15,200
| Closed | -$314K |
|
654
Honeywell
HON
$77.1B
| – | – |
-3,784
| Closed | -$282K |
|
655
Helmerich & Payne
HP
$3.53B
| – | – |
-4,800
| Closed | -$331K |
|
656
Haverty Furniture Companies
HVT
$401M
| – | – |
-12,400
| Closed | -$304K |
|
657
Hyster-Yale Materials Handling
HY
$593M
| – | – |
-8,000
| Closed | -$717K |
|
658
Icon
ICLR
$12.8B
| – | – |
-16,300
| Closed | -$667K |
|
659
InterDigital
IDCC
$6.68B
| – | – |
-31,600
| Closed | -$1.18M |
|
660
Incyte
INCY
$23.5B
| – | – |
-6,300
| Closed | -$240K |
|
661
Innoviva
INVA
$1.58B
| – | – |
-7,694
| Closed | -$253K |
|
662
Innospec
IOSP
$2.09B
| – | – |
-4,300
| Closed | -$201K |
|
663
International Paper
IP
$22.3B
| – | – |
-13,278
| Closed | -$556K |
|
664
Iron Mountain
IRM
$38.2B
| – | – |
-21,207
| Closed | -$530K |
|
665
Gartner
IT
$9.41B
| – | – |
-24,600
| Closed | -$1.48M |
|
666
ITT
ITT
$17.5B
| – | – |
-41,500
| Closed | -$1.49M |
|
667
Jack in the Box
JACK
$278M
| – | – |
-14,900
| Closed | -$596K |
|
668
JB Hunt Transport Services
JBHT
$27.1B
| – | – |
-4,000
| Closed | -$292K |
|
669
Jabil
JBL
$32.8B
| – | – |
-32,300
| Closed | -$700K |
|
|
JKS
670
JinkoSolar
JKS
$775M
| – | – |
-14,000
| Closed | -$316K |
|
671
Jones Lang LaSalle
JLL
$15.1B
| – | – |
-3,600
| Closed | -$314K |
|
672
JPMorgan Chase
JPM
$939B
| – | – |
-10,400
| Closed | -$538K |
|
673
Kaiser Aluminum
KALU
$2.67B
| – | – |
-16,800
| Closed | -$1.2M |
|
674
KB Home
KBH
$3.48B
| – | – |
-22,200
| Closed | -$400K |
|
675
KBR
KBR
$4.68B
| – | – |
-21,200
| Closed | -$692K |
|
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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.