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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 | |
|---|---|---|---|---|---|---|
176
ArcBest
ARCB
$3.44B
| $515K | 0.18% |
15,300
-29,500
| -66% | -$879K |
|
177
OFG Bancorp
OFG
$2.21B
| $515K | 0.18% |
+29,700
| New | +$481K |
|
|
BGC
178
DELISTED
General Cable Corporation
BGC
| $509K | 0.18% |
+17,300
| New | +$524K |
|
|
TOWR
179
DELISTED
Tower International, Inc.
TOWR
| $507K | 0.18% |
+23,700
| New | +$495K |
|
|
STRZA
180
DELISTED
Starz - Series A
STRZA
| $506K | 0.18% |
17,300
-37,200
| -68% | -$1.07M |
|
181
Eagle Materials
EXP
$6.6B
| $496K | 0.18% |
+6,400
| New | +$482K |
|
182
Clean Harbors
CLH
$16.1B
| $492K | 0.18% |
+8,200
| New | +$473K |
|
183
Petrobras
PBR
$121B
| $491K | 0.18% |
35,600
-5,000
| -12% | -$77.5K |
|
184
Telecom Argentina
TEO
$5.89B
| $491K | 0.18% |
28,500
+7,209
| +34% | +$137K |
|
185
Edison International
EIX
$30.7B
| $486K | 0.17% |
+10,500
| New | +$496K |
|
|
ATW
186
DELISTED
Atwood Oceanics
ATW
| $486K | 0.17% |
+9,100
| New | +$491K |
|
187
OSI Systems
OSIS
$3.57B
| $483K | 0.17% |
+9,100
| New | +$623K |
|
188
Capitol Federal Financial
CFFN
$1.08B
| $478K | 0.17% |
+39,500
| New | +$488K |
|
189
Anika Therapeutics
ANIK
$199M
| $477K | 0.17% |
+12,500
| New | +$386K |
|
190
Cal-Maine
CALM
$4.28B
| $476K | 0.17% |
15,800
+7,200
| +84% | +$191K |
|
|
TFCFA
191
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $471K | 0.17% |
+13,400
| New | +$452K |
|
192
Meta Platforms (Facebook)
META
$1.51T
| $470K | 0.17% |
8,600
-10,300
| -54% | -$517K |
|
193
Addus HomeCare
ADUS
$2.14B
| $467K | 0.17% |
20,800
+6,100
| +41% | +$163K |
|
194
Movado Group
MOV
$812M
| $467K | 0.17% |
+10,600
| New | +$475K |
|
|
TA
195
DELISTED
TravelCenters of America LLC
TA
| $467K | 0.17% |
+9,580
| New | +$439K |
|
196
Brown & Brown
BRO
$22.9B
| $465K | 0.17% |
29,600
-14,800
| -33% | -$235K |
|
197
Pacific Biosciences
PACB
$422M
| $464K | 0.17% |
+88,700
| New | +$407K |
|
|
ACOR
198
DELISTED
Acorda Therapeutics
ACOR
| $464K | 0.17% |
+133
| New | +$519K |
|
|
CPL
199
DELISTED
CPFL Energia S.A.
CPL
| $463K | 0.17% |
30,571
-13,963
| -31% | -$222K |
|
|
ABCO
200
DELISTED
Advisory Board Co
ABCO
| $458K | 0.16% |
7,200
-100
| -1% | -$6.36K |
|
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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.