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
(-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 | |
|---|---|---|---|---|---|---|
676
Kirby Corp
KEX
$7.95B
| – | – |
-6,700
| Closed | -$580K |
|
|
TBHC
677
DELISTED
The Brand House Collective
TBHC
| – | – |
-11,200
| Closed | -$207K |
|
678
Coca-Cola Femsa
KOF
$21.6B
| – | – |
-5,500
| Closed | -$693K |
|
679
Kroger
KR
$34.8B
| – | – |
-27,800
| Closed | -$561K |
|
680
Loews
L
$24.3B
| – | – |
-9,300
| Closed | -$435K |
|
681
Lear
LEA
$7.19B
| – | – |
-12,100
| Closed | -$866K |
|
682
Ligand Pharmaceuticals
LGND
$6.02B
| – | – |
-34,144
| Closed | -$922K |
|
683
Lincoln National
LNC
$7.91B
| – | – |
-9,100
| Closed | -$382K |
|
684
Lindsay Corp
LNN
$1.16B
| – | – |
-3,300
| Closed | -$269K |
|
685
Lowe's Companies
LOW
$116B
| – | – |
-12,800
| Closed | -$609K |
|
686
Louisiana-Pacific
LPX
$5.2B
| – | – |
-127,800
| Closed | -$2.25M |
|
687
Stride
LRN
$3.69B
| – | – |
-48,900
| Closed | -$1.51M |
|
688
Lloyds Banking Group
LYG
$87.4B
| – | – |
-41,100
| Closed | -$198K |
|
689
Macy's
M
$6.15B
| – | – |
-10,400
| Closed | -$450K |
|
690
Mid-America Apartment Communities
MAA
$15.6B
| – | – |
-6,200
| Closed | -$388K |
|
691
Marriott International
MAR
$98.7B
| – | – |
-39,700
| Closed | -$1.67M |
|
692
Masco
MAS
$16B
| – | – |
-71,466
| Closed | -$1.34M |
|
693
Matsons
MATX
$6.37B
| – | – |
-17,800
| Closed | -$467K |
|
694
McKesson
MCK
$98.5B
| – | – |
-2,200
| Closed | -$282K |
|
695
Medtronic
MDT
$107B
| – | – |
-4,000
| Closed | -$213K |
|
696
Medifast
MED
$108M
| – | – |
-12,900
| Closed | -$347K |
|
|
MFA
697
MFA Financial
MFA
$929M
| – | – |
-2,625
| Closed | -$78K |
|
698
Magna International
MGA
$17.9B
| – | – |
-6,000
| Closed | -$248K |
|
699
Mitek Systems
MITK
$762M
| – | – |
-15,700
| Closed | -$81K |
|
700
Melco Resorts & Entertainment
MLCO
$2.1B
| – | – |
-16,500
| Closed | -$525K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.