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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 | |
|---|---|---|---|---|---|---|
751
Radware
RDWR
$1.24B
| – | – |
-12,700
| Closed | -$177K |
|
752
Sturm, Ruger & Co
RGR
$610M
| – | – |
-26,600
| Closed | -$1.67M |
|
753
Robert Half
RHI
$3.61B
| – | – |
-5,500
| Closed | -$215K |
|
754
Safe Bulkers
SB
$781M
| – | – |
-21,100
| Closed | -$143K |
|
755
Sally Beauty Holdings
SBH
$1.4B
| – | – |
-35,100
| Closed | -$918K |
|
756
Star Bulk Carriers
SBLK
$3.14B
| – | – |
-2,740
| Closed | -$139K |
|
757
Sabra Healthcare REIT
SBRA
$5.64B
| – | – |
-15,500
| Closed | -$357K |
|
758
Sabesp
SBS
$19.7B
| – | – |
-73,738
| Closed | -$142K |
|
759
Comscore
SCOR
| – | – |
-730
| Closed | -$423K |
|
760
Scansource
SCSC
$1.12B
| – | – |
-10,300
| Closed | -$356K |
|
|
SHOE
761
Shoe Station Group
SHOE
$395M
| – | – |
-20,444
| Closed | -$276K |
|
|
SEE
762
DELISTED
Sealed Air
SEE
| – | – |
-58,100
| Closed | -$1.58M |
|
763
SFL Corp
SFL
$1.59B
| – | – |
-58,900
| Closed | -$899K |
|
764
Steven Madden
SHOO
$3.12B
| – | – |
-10,800
| Closed | -$258K |
|
765
Signet Jewelers
SIG
$3.55B
| – | – |
-22,900
| Closed | -$1.64M |
|
766
Skywest
SKYW
$4.11B
| – | – |
-55,700
| Closed | -$809K |
|
767
Super Micro Computer
SMCI
$19.5B
| – | – |
-212,000
| Closed | -$287K |
|
768
Sumitomo Mitsui Financial
SMFG
$166B
| – | – |
-96,800
| Closed | -$942K |
|
769
ScottsMiracle-Gro
SMG
$4.03B
| – | – |
-13,200
| Closed | -$726K |
|
770
Synopsys
SNPS
$71.5B
| – | – |
-14,300
| Closed | -$539K |
|
771
Sony
SONY
$123B
| – | – |
-57,000
| Closed | -$245K |
|
|
772
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| – | – |
-162,700
| Closed | -$27.3M |
|
|
SRDX
773
DELISTED
Surmodics
SRDX
| – | – |
-8,700
| Closed | -$207K |
|
774
Stoneridge
SRI
$209M
| – | – |
-13,100
| Closed | -$142K |
|
775
Stewart Information Services
STC
$2.05B
| – | – |
-14,700
| Closed | -$470K |
|
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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.