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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
IVZ icon
51
Invesco
IVZ
$13.3B
$812K 0.29%
22,300
-17,700
-44% -$600K
MCO icon
52
Moody's
MCO
$81.7B
$808K 0.29%
10,300
-10,800
-51% -$791K
RS icon
53
Reliance Steel & Aluminium
RS
$20.8B
$804K 0.29%
+10,600
New +$783K
ALK icon
54
Alaska Air
ALK
$5.15B
$800K 0.29%
21,800
-6,000
-22% -$213K
HLX icon
55
Helix Energy Solutions
HLX
$1.46B
$800K 0.29%
+34,500
New +$804K
EGL
56
DELISTED
Engility Holdings, Inc.
EGL
$798K 0.28%
+23,900
New +$751K
KKD
57
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$797K 0.28%
41,300
+9,300
+29% +$210K
ORBK
58
DELISTED
Orbotech Ltd
ORBK
$794K 0.28%
58,700
+28,400
+94% +$362K
AMCX icon
59
AMC Global Media
AMCX
$430M
$790K 0.28%
11,600
-5,300
-31% -$353K
THO icon
60
Thor Industries
THO
$3.99B
$790K 0.28%
14,300
-34,000
-70% -$1.88M
MHFI
61
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$790K 0.28%
10,100
-3,500
-26% -$251K
PSX icon
62
Phillips 66
PSX
$82.9B
$787K 0.28%
+10,200
New +$680K
INFN
63
DELISTED
Infinera Corporation Common Stock
INFN
$783K 0.28%
80,100
+66,500
+489% +$661K
FCE.A
64
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$779K 0.28%
40,800
+5,600
+16% +$109K
UGI icon
65
UGI
UGI
$8B
$775K 0.28%
28,050
-13,200
-32% -$356K
FBC
66
DELISTED
Flagstar Bancorp, Inc. New
FBC
$775K 0.28%
39,500
+7,400
+23% +$126K
CS
67
DELISTED
Credit Suisse Group
CS
$770K 0.27%
24,800
+10,099
+69% +$306K
CALY
68
Callaway Golf Company
CALY
$3.26B
$769K 0.27%
91,200
+36,200
+66% +$287K
CVSA
69
Covista Inc
CVSA
$3.94B
$763K 0.27%
21,500
+13,400
+165% +$463K
BERY
70
DELISTED
Berry Global Group, Inc.
BERY
$754K 0.27%
+34,521
New +$657K
HTS
71
DELISTED
HATTERAS FINANCIAL CORP
HTS
$753K 0.27%
+46,100
New +$805K
EXPR
72
DELISTED
Express, Inc.
EXPR
$752K 0.27%
+2,015
New +$887K
LTM
73
DELISTED
LIFE TIME FITNESS INC
LTM
$752K 0.27%
+16,000
New +$766K
COF icon
74
Capital One
COF
$124B
$751K 0.27%
9,800
+4,400
+81% +$313K
SIRO
75
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$751K 0.27%
10,700
+1,300
+14% +$90.3K
1 2
3
4 5

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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.