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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 | |
|---|---|---|---|---|---|---|
|
RSO
126
DELISTED
Resource Capital Corp.
RSO
| $613K | 0.22% |
25,850
+18,900
| +272% | +$451K |
|
127
UFP Industries
UFPI
$4.97B
| $610K | 0.22% |
35,100
+14,400
| +70% | +$237K |
|
|
EFII
128
DELISTED
Electronics for Imaging
EFII
| $608K | 0.22% |
+15,700
| New | +$571K |
|
|
IGTE
129
DELISTED
IGATE CORPORATION
IGTE
| $606K | 0.22% |
15,100
-100
| -0.7% | -$3.33K |
|
130
Equinix
EQIX
$107B
| $603K | 0.22% |
3,400
+600
| +21% | +$99.7K |
|
|
OPLN
131
Openlane
OPLN
$4.17B
| $603K | 0.22% |
+53,897
| New | +$585K |
|
132
Skyworks Solutions
SWKS
$9.06B
| $603K | 0.22% |
21,100
+9,800
| +87% | +$257K |
|
|
BLT
133
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $603K | 0.22% |
+41,700
| New | +$554K |
|
134
Graphic Packaging
GPK
$3.26B
| $602K | 0.21% |
62,700
-30,000
| -32% | -$263K |
|
135
Howard Hughes
HHH
$3.93B
| $601K | 0.21% |
+5,245
| New | +$569K |
|
|
SAFE
136
Safehold
SAFE
$1.19B
| $601K | 0.21% |
+8,649
| New | +$539K |
|
|
LTXB
137
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $598K | 0.21% |
+21,800
| New | +$510K |
|
|
KMR
138
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
| $598K | 0.21% |
+8,453
| New | +$590K |
|
139
Timken Company
TKR
$9.82B
| $595K | 0.21% |
+15,088
| New | +$589K |
|
|
NBIS
140
Nebius Group N.V.
NBIS
$47.7B
| $595K | 0.21% |
+13,800
| New | +$537K |
|
141
Lattice Semiconductor
LSCC
$17.6B
| $591K | 0.21% |
+107,600
| New | +$556K |
|
|
HW
142
DELISTED
Headwaters Inc
HW
| $580K | 0.21% |
59,200
+42,500
| +254% | +$392K |
|
|
BMR
143
DELISTED
BIOMED REALTY TRUST INC
BMR
| $580K | 0.21% |
32,000
+11,200
| +54% | +$212K |
|
|
ENOC
144
DELISTED
EnerNOC, Inc.
ENOC
| $578K | 0.21% |
+33,600
| New | +$554K |
|
145
Geospace Technologies
GEOS
$91.6M
| $577K | 0.21% |
+6,100
| New | +$561K |
|
|
146
WisdomTree
WT
$2.97B
| $577K | 0.21% |
32,600
-248,000
| -88% | -$3.53M |
|
|
XLNX
147
DELISTED
Xilinx Inc
XLNX
| $574K | 0.2% |
+12,500
| New | +$562K |
|
148
Interactive Brokers
IBKR
$40.9B
| $572K | 0.2% |
+94,000
| New | +$525K |
|
149
SLM Corp
SLM
$4.57B
| $568K | 0.2% |
60,437
-143,257
| -70% | -$1.32M |
|
|
SUSQ
150
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
| $566K | 0.2% |
+44,100
| New | +$547K |
|
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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.