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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 | |
|---|---|---|---|---|---|---|
|
BOBE
76
DELISTED
Bob Evans Farms, Inc.
BOBE
| $749K | 0.27% |
+14,800
| New | +$810K |
|
|
SAFM
77
DELISTED
Sanderson Farms Inc
SAFM
| $745K | 0.27% |
10,300
-20,800
| -67% | -$1.39M |
|
|
KG
78
Kestrel Group
KG
$71.3M
| $743K | 0.27% |
3,400
+1,490
| +78% | +$349K |
|
79
SEI Investments
SEIC
$11.9B
| $740K | 0.26% |
21,300
-36,400
| -63% | -$1.21M |
|
80
Daktronics
DAKT
$941M
| $737K | 0.26% |
+47,000
| New | +$625K |
|
81
McDonald's
MCD
$188B
| $737K | 0.26% |
+7,600
| New | +$730K |
|
82
Crown Holdings
CCK
$12.8B
| $735K | 0.26% |
16,500
-2,200
| -12% | -$94.1K |
|
83
Banco Bradesco
BBD
$38.1B
| $734K | 0.26% |
149,491
-512,506
| -77% | -$2.73M |
|
84
Snap-on
SNA
$20.9B
| $734K | 0.26% |
6,700
-1,400
| -17% | -$145K |
|
|
FLTX
85
DELISTED
Fleetmatics Group PLC
FLTX
| $731K | 0.26% |
16,900
-2,800
| -14% | -$102K |
|
|
CNW
86
DELISTED
CON-WAY INC.
CNW
| $731K | 0.26% |
+18,400
| New | +$771K |
|
|
COV
87
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $729K | 0.26% |
10,700
-5,900
| -36% | -$384K |
|
88
Texas Capital Bancshares
TCBI
$4.31B
| $728K | 0.26% |
+11,700
| New | +$624K |
|
89
Assured Guaranty
AGO
$3.78B
| $727K | 0.26% |
30,800
-64,300
| -68% | -$1.4M |
|
90
Lennox International
LII
$18.8B
| $723K | 0.26% |
8,500
-5,200
| -38% | -$413K |
|
91
MetLife
MET
$61B
| $723K | 0.26% |
15,035
-10,995
| -42% | -$493K |
|
|
CHMT
92
DELISTED
Chemtura Corporation
CHMT
| $720K | 0.26% |
25,800
+8,000
| +45% | +$200K |
|
93
Sensata Technologies
ST
$6.65B
| $717K | 0.26% |
18,500
+5,900
| +47% | +$226K |
|
|
EVER
94
DELISTED
Everbank Financial Corp
EVER
| $717K | 0.26% |
+39,100
| New | +$628K |
|
95
Spectrum Brands
SPB
$2.04B
| $713K | 0.25% |
10,100
+7,000
| +226% | +$467K |
|
|
IDTI
96
DELISTED
Integrated Device Technology I
IDTI
| $704K | 0.25% |
69,200
+27,100
| +64% | +$270K |
|
97
Huntington Ingalls Industries
HII
$11.3B
| $702K | 0.25% |
+7,800
| New | +$603K |
|
|
GNC
98
DELISTED
GNC Holdings, Inc.
GNC
| $696K | 0.25% |
11,900
+7,700
| +183% | +$444K |
|
99
Zoetis
ZTS
$31.6B
| $693K | 0.25% |
+21,200
| New | +$676K |
|
|
RKT
100
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $693K | 0.25% |
13,200
-6,800
| -34% | -$343K |
|
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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.