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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
ZION icon
301
Zions Bancorporation
ZION
$10.1B
$303K 0.11%
10,100
+300
+3% +$8.63K
RRGB icon
302
Red Robin
RRGB
$134M
$302K 0.11%
+4,100
New +$310K
AIG icon
303
American International
AIG
$41.9B
$301K 0.11%
+5,900
New +$294K
USG
304
DELISTED
Usg
USG
$301K 0.11%
+10,600
New +$287K
AXS icon
305
AXIS Capital
AXS
$8.59B
$300K 0.11%
+6,300
New +$297K
RL icon
306
Ralph Lauren
RL
$22.2B
$300K 0.11%
1,700
-1,300
-43% -$221K
ASRT
307
DELISTED
Assertio
ASRT
$299K 0.11%
472
-206
-30% -$101K
GTN icon
308
Gray Television
GTN
$407M
$299K 0.11%
+20,100
New +$212K
HPQ icon
309
HP
HPQ
$23.5B
$297K 0.11%
23,341
-100,852
-81% -$1.16M
OREX
310
DELISTED
Orexigen Therapeutics, Inc.
OREX
$297K 0.11%
+5,270
New +$296K
VALE icon
311
Vale
VALE
$62.9B
$296K 0.11%
19,400
-7,900
-29% -$123K
IMMR icon
312
Immersion
IMMR
$216M
$295K 0.11%
+28,400
New +$348K
LPL icon
313
LG Display
LPL
$3.17B
$295K 0.11%
24,300
-26,300
-52% -$302K
ANDE icon
314
Andersons Inc
ANDE
$2.65B
$294K 0.1%
4,950
-16,050
-76% -$854K
RITM icon
315
Rithm Capital
RITM
$5.09B
$294K 0.1%
22,000
-45,450
-67% -$586K
CPRT icon
316
Copart
CPRT
$25.9B
$293K 0.1%
64,000
-101,600
-61% -$426K
CUBI icon
317
Customers Bancorp
CUBI
$2.59B
$293K 0.1%
+15,730
New +$251K
OA
318
DELISTED
Orbital ATK, Inc.
OA
$292K 0.1%
+2,400
New +$271K
UNTD
319
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$292K 0.1%
21,201
+13,401
+172% +$409K
DAL icon
320
Delta Air Lines
DAL
$55.9B
$291K 0.1%
10,600
-21,200
-67% -$570K
TTM
321
DELISTED
Tata Motors Limited
TTM
$290K 0.1%
+9,400
New +$288K
BYI
322
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$290K 0.1%
3,700
-2,300
-38% -$167K
DCH
323
Dauch Corp
DCH
$1.3B
$288K 0.1%
+14,100
New +$269K
ITGR icon
324
Integer Holdings
ITGR
$3.35B
$288K 0.1%
+7,131
New +$251K
PNC icon
325
PNC Financial Services
PNC
$100B
$287K 0.1%
+3,700
New +$277K
11 12
13
14 15

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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.