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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
PFE icon
251
Pfizer
PFE
$140B
$374K 0.13%
+12,859
New +$374K
HZNP
252
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$372K 0.13%
+48,800
New +$263K
LYV icon
253
Live Nation Entertainment
LYV
$41.2B
$371K 0.13%
18,800
-2,700
-13% -$50.6K
CIT
254
DELISTED
CIT Group Inc.
CIT
$370K 0.13%
+7,100
New +$353K
ANK
255
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$368K 0.13%
+6,500
New +$368K
LOCK
256
DELISTED
LifeLock, Inc.
LOCK
$366K 0.13%
22,300
-94,300
-81% -$1.49M
IRDM icon
257
Iridium Communications
IRDM
$4.85B
$364K 0.13%
+58,200
New +$352K
CALX icon
258
Calix
CALX
$2.27B
$363K 0.13%
37,700
-9,700
-20% -$104K
RM icon
259
Regional Management Corp
RM
$384M
$363K 0.13%
+10,700
New +$350K
MBI icon
260
MBIA
MBI
$288M
$362K 0.13%
30,300
+15,600
+106% +$180K
MYGN icon
261
Myriad Genetics
MYGN
$530M
$361K 0.13%
17,200
-18,800
-52% -$475K
PETS icon
262
PetMed Express
PETS
$42.5M
$361K 0.13%
21,700
-29,200
-57% -$456K
UNH icon
263
UnitedHealth
UNH
$382B
$361K 0.13%
+4,800
New +$345K
IMOS
264
ChipMOS TECHNOLOGIES
IMOS
$1.92B
$360K 0.13%
16,971
-4,447
-21% -$89K
GIMO
265
DELISTED
Gigamon Inc.
GIMO
$359K 0.13%
+12,800
New +$396K
RT
266
DELISTED
Ruby Tuesday Georgia
RT
$357K 0.13%
+51,500
New +$341K
ECHO
267
EchoStar
ECHO
$25.5B
$353K 0.13%
+8,761
New +$342K
SEAC
268
DELISTED
Seachange International Inc
SEAC
$353K 0.13%
1,450
+870
+150% +$230K
BLDR icon
269
Builders FirstSource
BLDR
$7.84B
$352K 0.13%
+49,300
New +$335K
SODA
270
DELISTED
SodaStream International Ltd
SODA
$352K 0.13%
+7,100
New +$404K
AL
271
DELISTED
Air Lease Corp
AL
$351K 0.13%
11,300
-14,300
-56% -$436K
AMRI
272
DELISTED
Albany Molecular Research Inc
AMRI
$347K 0.12%
34,400
+15,500
+82% +$187K
PKD
273
DELISTED
Parker Drilling Company
PKD
$346K 0.12%
2,833
-40
-1% -$4.44K
BRS
274
DELISTED
Bristow Group, Inc.
BRS
$345K 0.12%
+4,600
New +$360K
PEGA icon
275
Pegasystems
PEGA
$4.41B
$344K 0.12%
+28,000
New +$307K
9 10
11
12 13

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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.