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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 | |
|---|---|---|---|---|---|---|
|
GTIV
376
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
| $248K | 0.09% |
20,000
-2,700
| -12% | -$32.5K |
|
377
Motorcar Parts of America
MPAA
$261M
| $247K | 0.09% |
+12,800
| New | +$202K |
|
|
SNP
378
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $247K | 0.09% |
+3,000
| New | +$247K |
|
379
Bunge Global
BG
$23.6B
| $246K | 0.09% |
+3,000
| New | +$242K |
|
380
Jacobs Solutions
J
$15.9B
| $246K | 0.09% |
4,715
-6,166
| -57% | -$305K |
|
|
JNPR
381
DELISTED
Juniper Networks
JNPR
| $246K | 0.09% |
10,900
-4,900
| -31% | -$99.4K |
|
|
NEWP
382
DELISTED
NEWPORT CORP
NEWP
| $246K | 0.09% |
+13,600
| New | +$223K |
|
|
NTP
383
DELISTED
Nam Tai Property Inc.
NTP
| $246K | 0.09% |
34,500
+16,500
| +92% | +$125K |
|
384
AAR Corp
AIR
$5.15B
| $244K | 0.09% |
+8,700
| New | +$254K |
|
385
Coca-Cola
KO
$354B
| $244K | 0.09% |
5,900
-2,800
| -32% | -$110K |
|
|
MBT
386
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $244K | 0.09% |
11,300
-10,100
| -47% | -$222K |
|
387
Federal Signal
FSS
$7.25B
| $243K | 0.09% |
16,600
-10,500
| -39% | -$150K |
|
388
Yum! Brands
YUM
$41B
| $242K | 0.09% |
+4,451
| New | +$229K |
|
|
BNNY
389
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
| $241K | 0.09% |
+5,600
| New | +$261K |
|
|
CBF
390
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $239K | 0.09% |
+10,500
| New | +$236K |
|
391
Kinder Morgan
KMI
$73.1B
| $238K | 0.08% |
6,600
-300
| -4% | -$10.5K |
|
392
Cytokinetics
CYTK
$11B
| $236K | 0.08% |
+36,300
| New | +$238K |
|
393
Green Plains
GPRE
$1.19B
| $236K | 0.08% |
12,200
-48,000
| -80% | -$794K |
|
|
SINA
394
DELISTED
Sina Corp
SINA
| $236K | 0.08% |
2,800
-1,300
| -32% | -$106K |
|
395
Crane NXT
CXT
$3.04B
| $235K | 0.08% |
10,077
-5,758
| -36% | -$126K |
|
396
SS&C Technologies
SSNC
$17.8B
| $235K | 0.08% |
10,600
-35,000
| -77% | -$704K |
|
397
Union Pacific
UNP
$183B
| $235K | 0.08% |
+2,800
| New | +$222K |
|
398
Worthington Enterprises
WOR
$2.76B
| $231K | 0.08% |
8,921
-14,111
| -61% | -$350K |
|
399
AerCap
AER
$23.9B
| $230K | 0.08% |
6,000
-23,500
| -80% | -$553K |
|
400
LCI Industries
LCII
$2.51B
| $230K | 0.08% |
4,500
-9,100
| -67% | -$463K |
|
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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.