We are live on ! Find out more
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
Cap. Flow
-$262M
Cap. Flow %
-93.54%
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
SCHL icon
Scholastic
SCHL
+$1.25M
5
EVR icon
Evercore
EVR
+$1.08M

Top Sells

Rank Stock Value
1
SPY icon
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
WT icon
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
EFC
1
Ellington Financial
EFC
$1.68B
$45.7M 16.29%
2,014,585
+9,249
+0.5% +$213K
CVC
2
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$2.01M 0.72%
+112,100
New +$1.81M
WDR
3
DELISTED
Waddell & Reed Financial, Inc.
WDR
$1.64M 0.58%
+25,100
New +$1.54M
ODP
4
DELISTED
ODP
ODP
$1.56M 0.56%
+29,560
New +$1.56M
REGI
5
DELISTED
Renewable Energy Group, Inc.
REGI
$1.55M 0.55%
135,700
+41,400
+44% +$509K
SCHL icon
6
Scholastic
SCHL
$796M
$1.44M 0.51%
+42,200
New +$1.25M
CAVM
7
DELISTED
Cavium, Inc.
CAVM
$1.43M 0.51%
41,400
+1,600
+4% +$59.9K
HUM icon
8
Humana
HUM
$46.7B
$1.42M 0.51%
13,800
+8,600
+165% +$842K
EVR icon
9
Evercore
EVR
$13.1B
$1.21M 0.43%
+20,200
New +$1.08M
PRKS icon
10
United Parks & Resorts
PRKS
$2.11B
$1.18M 0.42%
41,100
+31,200
+315% +$929K
HOUS
11
DELISTED
Anywhere Real Estate
HOUS
$1.11M 0.4%
22,500
+6,200
+38% +$280K
FSLR icon
12
First Solar
FSLR
$21.8B
$1.11M 0.4%
20,300
+13,900
+217% +$760K
DB icon
13
Deutsche Bank
DB
$66.3B
$1.08M 0.39%
+26,410
New +$1.06M
GME icon
14
GameStop
GME
$9.5B
$1.08M 0.38%
87,600
+63,600
+265% +$815K
RWT
15
Redwood Trust
RWT
$616M
$1.07M 0.38%
+55,300
New +$1.02M
RJF icon
16
Raymond James Financial
RJF
$32.5B
$1.04M 0.37%
+30,000
New +$930K
HTH icon
17
Hilltop Holdings
HTH
$2.29B
$1.04M 0.37%
+44,900
New +$915K
NEU icon
18
NewMarket
NEU
$7.17B
$1.04M 0.37%
3,100
-1,700
-35% -$535K
SANM icon
19
Sanmina
SANM
$11.2B
$1M 0.36%
60,100
+20,200
+51% +$325K
ZLTQ
20
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$993K 0.35%
+52,500
New +$750K
CBRE icon
21
CBRE Group
CBRE
$40.8B
$989K 0.35%
37,600
+27,200
+262% +$647K
POOL icon
22
Pool Corp
POOL
$6.7B
$983K 0.35%
+16,900
New +$933K
ROC
23
DELISTED
ROCKWOOD HLDGS INC
ROC
$978K 0.35%
+13,600
New +$926K
EMN icon
24
Eastman Chemical
EMN
$7.8B
$976K 0.35%
12,100
+1,600
+15% +$124K
CDW icon
25
CDW
CDW
$17.1B
$974K 0.35%
+41,700
New +$936K
1
2 3 4 5

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.