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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
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
POST icon
226
Post Holdings
POST
$4.12B
$414K 0.15%
12,835
+4,278
+50% +$126K
XOOM
227
DELISTED
XOOM CORP COM
XOOM
$413K 0.15%
+15,100
New +$439K
ACCO icon
228
Acco Brands
ACCO
$369M
$412K 0.15%
+61,300
New +$390K
CSH
229
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$406K 0.14%
+23,362
New +$421K
XXIA
230
DELISTED
Ixia
XXIA
$403K 0.14%
30,300
+2,200
+8% +$30.6K
EGY icon
231
Vaalco Energy
EGY
$594M
$402K 0.14%
+58,300
New +$349K
PDM
232
Piedmont Realty Trust
PDM
$1.22B
$400K 0.14%
+24,200
New +$419K
SREV
233
DELISTED
ServiceSource International, Inc.
SREV
$398K 0.14%
+47,500
New +$477K
NPSP
234
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$395K 0.14%
+13,000
New +$358K
CMCSK
235
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$394K 0.14%
7,900
-11,400
-59% -$569K
MSCI icon
236
MSCI
MSCI
$40B
$393K 0.14%
+9,000
New +$379K
CBZ icon
237
CBIZ
CBZ
$2.29B
$390K 0.14%
42,800
+27,000
+171% +$228K
LYB icon
238
LyondellBasell Industries
LYB
$19.5B
$385K 0.14%
4,800
+1,800
+60% +$138K
EFOR
239
Everforth Inc
EFOR
$845M
$384K 0.14%
+11,000
New +$367K
IVC
240
DELISTED
Invacare Corporation
IVC
$383K 0.14%
+16,500
New +$342K
FNSR
241
DELISTED
Finisar Corp
FNSR
$383K 0.14%
16,000
+3,400
+27% +$77.6K
CLGX
242
DELISTED
Corelogic, Inc.
CLGX
$380K 0.14%
+10,700
New +$348K
RRTS
243
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$380K 0.14%
564
-28
-5% -$18.5K
STLD icon
244
Steel Dynamics
STLD
$35.6B
$379K 0.14%
19,400
-3,500
-15% -$64.1K
RAD
245
DELISTED
Rite Aid Corporation
RAD
$379K 0.14%
+3,745
New +$398K
FBP icon
246
First Bancorp
FBP
$4.4B
$378K 0.13%
61,000
+10,100
+20% +$57.9K
OFIX icon
247
Orthofix Medical
OFIX
$455M
$377K 0.13%
16,500
+2,700
+20% +$56.4K
WLL
248
DELISTED
Whiting Petroleum Corporation
WLL
$377K 0.13%
20
+1
+5% +$18.9K
MANH icon
249
Manhattan Associates
MANH
$8.97B
$376K 0.13%
+12,800
New +$352K
WMC
250
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$375K 0.13%
+2,520
New +$407K
8 9
10
11 12

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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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.