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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
GASS icon
501
StealthGas
GASS
$328M
$153K 0.05%
+15,005
New +$171K
MILL
502
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$151K 0.05%
+21,500
New +$159K
CWCO icon
503
Consolidated Water Co
CWCO
$469M
$147K 0.05%
+10,400
New +$147K
ERIC icon
504
Ericsson
ERIC
$30.7B
$146K 0.05%
+11,900
New +$148K
RLD
505
DELISTED
REALD INC COM STK
RLD
$144K 0.05%
+16,900
New +$132K
GTE icon
506
Gran Tierra Energy
GTE
$260M
$143K 0.05%
1,960
-20,090
-91% -$1.47M
GPT
507
DELISTED
Gramercy Property Trust
GPT
$143K 0.05%
+8,300
New +$122K
RFMD
508
DELISTED
RF MICRO DEVICES INC
RFMD
$141K 0.05%
27,300
-159,800
-85% -$857K
LEAF
509
DELISTED
Leaf Group Ltd.
LEAF
$140K 0.05%
+12,247
New +$132K
GCAP
510
DELISTED
Gain Capital Holdings, Inc.
GCAP
$134K 0.05%
17,800
-7,100
-29% -$71.4K
LEU icon
511
Centrus Energy
LEU
$3.22B
$132K 0.05%
1,820
-12,303
-87% -$1.08M
LIOX
512
DELISTED
Lionbridge Technologies
LIOX
$132K 0.05%
+22,100
New +$111K
VOCS
513
DELISTED
VOCUS INC
VOCS
$132K 0.05%
+11,600
New +$112K
JASO
514
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$131K 0.05%
14,300
-63,300
-82% -$637K
CVGI icon
515
Commercial Vehicle Group
CVGI
$157M
$129K 0.05%
+17,800
New +$135K
AGRO icon
516
Adecoagro
AGRO
$1.53B
$126K 0.04%
15,600
-5,332
-25% -$42.3K
FLEX icon
517
Flex
FLEX
$43.4B
$124K 0.04%
+21,099
New +$128K
SKUL
518
DELISTED
SKULLCANDY INC
SKUL
$123K 0.04%
+17,100
New +$104K
YGE
519
DELISTED
Yingli Green Energy Holding Comp
YGE
$121K 0.04%
2,390
-440
-16% -$26.9K
ENPH icon
520
Enphase Energy
ENPH
$4.84B
$120K 0.04%
+18,900
New +$138K
CCIH
521
DELISTED
Chinacache International Holdings Ltd
CCIH
$118K 0.04%
+13,200
New +$106K
BSBR icon
522
Santander
BSBR
$39.7B
$117K 0.04%
+19,940
New +$126K
SHOR
523
DELISTED
ShoreTel, Inc.
SHOR
$116K 0.04%
12,500
-31,000
-71% -$234K
GGAL icon
524
Galicia Financial Group
GGAL
$7.92B
$108K 0.04%
+10,300
New +$110K
UAM
525
DELISTED
Universal American Corp
UAM
$104K 0.04%
14,300
+3,300
+30% +$24.6K
19 20
21
22 23

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NIA
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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.