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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 | |
|---|---|---|---|---|---|---|
776
Stagwell
STGW
$1.84B
| – | – |
-19,800
| Closed | -$369K |
|
777
Scorpio Tankers
STNG
$3.96B
| – | – |
-2,080
| Closed | -$203K |
|
778
Standex International
SXI
$3.68B
| – | – |
-6,500
| Closed | -$386K |
|
779
Synaptics
SYNA
$4.41B
| – | – |
-54,600
| Closed | -$2.42M |
|
780
TAL Education Group
TAL
$5.71B
| – | – |
-85,800
| Closed | -$207K |
|
781
Telephone and Data Systems
TDS
$3.91B
| – | – |
-48,400
| Closed | -$1.43M |
|
|
TEF
782
DELISTED
Telefonica
TEF
| – | – |
-36,932
| Closed | -$420K |
|
783
TFS Financial
TFSL
$5.1B
| – | – |
-15,100
| Closed | -$181K |
|
784
Target
TGT
$62.1B
| – | – |
-4,900
| Closed | -$314K |
|
785
Hanover Insurance
THG
$7.63B
| – | – |
-5,500
| Closed | -$304K |
|
786
TIM SA
TIMB
$10.2B
| – | – |
-18,700
| Closed | -$441K |
|
787
Turkcell
TKC
$4.84B
| – | – |
-30,800
| Closed | -$454K |
|
788
Thermo Fisher Scientific
TMO
$211B
| – | – |
-6,400
| Closed | -$590K |
|
789
Trex
TREX
$4.51B
| – | – |
-217,600
| Closed | -$1.35M |
|
790
Trinity Industries
TRN
$2.97B
| – | – |
-21,113
| Closed | -$345K |
|
791
Tronox
TROX
$995M
| – | – |
-17,200
| Closed | -$421K |
|
792
Travelers Companies
TRV
$80.8B
| – | – |
-5,100
| Closed | -$432K |
|
793
Tractor Supply
TSCO
$16.3B
| – | – |
-128,000
| Closed | -$1.72M |
|
794
TSMC
TSM
$2.09T
| – | – |
-36,800
| Closed | -$624K |
|
795
Tyson Foods
TSN
$20.2B
| – | – |
-58,800
| Closed | -$1.66M |
|
796
Toro Company
TTC
$8.93B
| – | – |
-58,800
| Closed | -$1.6M |
|
797
Take-Two Interactive
TTWO
$43B
| – | – |
-62,700
| Closed | -$1.14M |
|
798
Universal Electronics
UEIC
$57.2M
| – | – |
-6,900
| Closed | -$249K |
|
799
Ultrapar
UGP
$6.87B
| – | – |
-87,000
| Closed | -$1.07M |
|
800
U-Haul Holding Co
UHAL
$14B
| – | – |
-64,000
| Closed | -$1.18M |
|
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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.