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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 | |
|---|---|---|---|---|---|---|
701
Mueller Industries
MLI
$14.1B
| – | – |
-102,400
| Closed | -$713K |
|
702
Maximus
MMS
$3.14B
| – | – |
-33,100
| Closed | -$1.49M |
|
703
Monro
MNRO
$525M
| – | – |
-8,400
| Closed | -$390K |
|
704
Monster Beverage
MNST
$91.4B
| – | – |
-175,800
| Closed | -$1.53M |
|
705
Modine Manufacturing
MOD
$12.8B
| – | – |
-16,400
| Closed | -$240K |
|
|
MODV
706
DELISTED
ModivCare
MODV
| – | – |
-7,800
| Closed | -$224K |
|
707
Marathon Petroleum
MPC
$90.3B
| – | – |
-8,800
| Closed | -$283K |
|
708
Marvell Technology
MRVL
$174B
| – | – |
-18,500
| Closed | -$213K |
|
709
Matador Resources
MTDR
$6.31B
| – | – |
-41,500
| Closed | -$678K |
|
710
Meritage Homes
MTH
$4.87B
| – | – |
-11,200
| Closed | -$241K |
|
711
Materion
MTRN
$5.01B
| – | – |
-6,600
| Closed | -$212K |
|
712
Matrix Service
MTRX
$347M
| – | – |
-10,800
| Closed | -$212K |
|
713
Manitowoc
MTW
$516M
| – | – |
-48,243
| Closed | -$855K |
|
714
MasTec
MTZ
$26.7B
| – | – |
-34,400
| Closed | -$1.04M |
|
715
Micron Technology
MU
$1.04T
| – | – |
-36,900
| Closed | -$645K |
|
716
Murphy Oil
MUR
$5.58B
| – | – |
-9,800
| Closed | -$591K |
|
717
Mueller Water Products
MWA
$3.92B
| – | – |
-77,000
| Closed | -$615K |
|
718
Magnachip Semiconductor
MX
$128M
| – | – |
-11,800
| Closed | -$254K |
|
719
Myers Industries
MYE
$1.18B
| – | – |
-19,500
| Closed | -$392K |
|
720
Norwegian Cruise Line
NCLH
$8.89B
| – | – |
-20,900
| Closed | -$645K |
|
721
Nasdaq
NDAQ
$51.5B
| – | – |
-22,200
| Closed | -$238K |
|
722
New Jersey Resources
NJR
$6.06B
| – | – |
-19,200
| Closed | -$423K |
|
723
Nelnet
NNI
$4.79B
| – | – |
-10,600
| Closed | -$408K |
|
|
NOAH
724
Noah Holdings
NOAH
$588M
| – | – |
-17,300
| Closed | -$295K |
|
725
Northern Oil and Gas
NOG
$2.3B
| – | – |
-1,680
| Closed | -$242K |
|
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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.