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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
POWI icon
401
Power Integrations
POWI
$3.54B
$229K 0.08%
8,200
– –
OMG
402
DELISTED
OM GROUP INC.
OMG
$229K 0.08%
+6,300
New +$211K
CMLS
403
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$228K 0.08%
3,688
-8,950
-71% -$459K
BKU icon
404
Bankunited
BKU
$3.38B
$227K 0.08%
+6,900
New +$219K
RNST icon
405
Renasant Corp
RNST
$4.01B
$227K 0.08%
+7,200
New +$210K
NDLS icon
406
Noodles & Co
NDLS
$90.5M
$226K 0.08%
+788
New +$262K
TDG icon
407
TransDigm Group
TDG
$69.2B
$225K 0.08%
+1,400
New +$209K
RDS.B
408
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$225K 0.08%
+3,000
New +$211K
ARPI
409
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$225K 0.08%
+13,100
New +$227K
ANR
410
DELISTED
Alpha Natural Resources Inc
ANR
$225K 0.08%
+31,500
New +$213K
AVNT icon
411
Avient
AVNT
$3.45B
$223K 0.08%
6,300
-21,900
-78% -$697K
OUTR
412
DELISTED
OUTERWALL INC
OUTR
$222K 0.08%
3,300
-6,600
-67% -$430K
WTFC icon
413
Wintrust Financial
WTFC
$10.7B
$221K 0.08%
+4,800
New +$212K
PRGN
414
DELISTED
PARAGON SHIPPING INC CL A NEW (MHL)
PRGN
$221K 0.08%
+789
New +$170K
CYH icon
415
Community Health Systems
CYH
$385M
$220K 0.08%
6,776
-2,057
-23% -$70.7K
REGN icon
416
Regeneron Pharmaceuticals
REGN
$68.8B
$220K 0.08%
800
-1,900
-70% -$546K
AEGR
417
DELISTED
Aegerion Pharmaceuticals
AEGR
$220K 0.08%
3,100
-2,200
-42% -$168K
MOH icon
418
Molina Healthcare
MOH
$10.3B
$219K 0.08%
+6,300
New +$212K
H icon
419
Hyatt Hotels
H
$17.6B
$218K 0.08%
4,400
-15,400
-78% -$726K
PDCE
420
DELISTED
PDC Energy, Inc.
PDCE
$218K 0.08%
4,100
-3,000
-42% -$183K
ACET
421
DELISTED
Aceto Corp
ACET
$218K 0.08%
8,700
-22,000
-72% -$422K
BN icon
422
Brookfield
BN
$102B
$217K 0.08%
+23,920
New +$218K
HNI icon
423
HNI Corp
HNI
$3B
$217K 0.08%
+5,600
New +$213K
STL
424
DELISTED
Sterling Bancorp
STL
$217K 0.08%
+16,200
New +$197K
SLXP
425
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$216K 0.08%
+2,400
New +$191K
15 16
17
18 19

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NIA
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HFA
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AWA
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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.