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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
HRI icon
326
Herc Holdings
HRI
$5.43B
$286K 0.1%
3,333
-2,900
-47% -$207K
IRBT
327
DELISTED
iRobot
IRBT
$285K 0.1%
+8,200
New +$279K
CNVR
328
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$285K 0.1%
+12,200
New +$256K
BZH icon
329
Beazer Homes USA
BZH
$907M
$283K 0.1%
+11,600
New +$230K
CCMP
330
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$283K 0.1%
+6,200
New +$262K
DFRG
331
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$283K 0.1%
+12,000
New +$241K
TRW
332
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$283K 0.1%
3,800
-1,600
-30% -$120K
EGBN icon
333
Eagle Bancorp
EGBN
$867M
$282K 0.1%
+9,200
New +$272K
MDCO
334
DELISTED
Medicines Co
MDCO
$282K 0.1%
7,300
-13,300
-65% -$476K
AEG icon
335
Aegon
AEG
$13.5B
$281K 0.1%
+43,600
New +$248K
BMRN icon
336
BioMarin Pharmaceuticals
BMRN
$11.5B
$281K 0.1%
+4,000
New +$272K
SFLY
337
DELISTED
Shutterfly, Inc.
SFLY
$280K 0.1%
5,500
-300
-5% -$15.1K
I
338
DELISTED
INTELSAT S. A.
I
$279K 0.1%
+12,400
New +$267K
SALE
339
DELISTED
RetailMeNot, Inc. Series 1
SALE
$279K 0.1%
+9,700
New +$303K
KDP icon
340
Keurig Dr Pepper
KDP
$40.4B
$278K 0.1%
+5,700
New +$268K
GHDX
341
DELISTED
Genomic Health, Inc.
GHDX
$278K 0.1%
+9,500
New +$301K
MDAS
342
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$278K 0.1%
+14,000
New +$315K
AES icon
343
AES
AES
$10.6B
$277K 0.1%
+19,100
New +$272K
CNC icon
344
Centene
CNC
$31.3B
$277K 0.1%
+18,800
New +$281K
DTV
345
DELISTED
DIRECTV COM STK (DE)
DTV
$276K 0.1%
4,000
-3,300
-45% -$211K
JKHY icon
346
Jack Henry & Associates
JKHY
$10.7B
$272K 0.1%
4,600
-9,100
-66% -$507K
TOL icon
347
Toll Brothers
TOL
$14B
$270K 0.1%
+7,300
New +$242K
WGO icon
348
Winnebago Industries
WGO
$870M
$269K 0.1%
9,800
-21,600
-69% -$628K
MRO
349
DELISTED
Marathon Oil Corporation
MRO
$268K 0.1%
7,600
-6,400
-46% -$228K
FN icon
350
Fabrinet
FN
$17.1B
$267K 0.1%
13,000
-19,000
-59% -$352K
12 13
14
15 16

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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.