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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
GAP
826
The Gap Inc
GAP
$6.84B
– –
-10,700
Closed -$431K
NPKI
827
NPK International
NPKI
$1.21B
– –
-16,900
Closed -$214K
TPC
828
Tutor Perini Cor
TPC
$4.57B
– –
-24,900
Closed -$531K
BCPC
829
Balchem Corp
BCPC
$5.23B
– –
-7,400
Closed -$383K
ATSG
830
DELISTED
Air Transport Services Group
ATSG
– –
-10,900
Closed -$82K
ROIC
831
DELISTED
Retail Opportunity Investments Corp.
ROIC
– –
-18,900
Closed -$261K
SWN
832
DELISTED
Southwestern Energy Company
SWN
– –
-10,600
Closed -$386K
CONN
833
DELISTED
Conn's Inc.
CONN
– –
-42,300
Closed -$2.12M
AEL
834
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-29,400
Closed -$624K
CBD
835
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-4,900
Closed -$225K
PGTI
836
DELISTED
PGT, Inc.
PGTI
– –
-58,800
Closed -$582K
BFX
837
DELISTED
BowFlex Inc.
BFX
– –
-18,000
Closed -$130K
GHL
838
DELISTED
Greenhill & Co., Inc.
GHL
– –
-23,300
Closed -$1.16M
HT
839
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
– –
-10,625
Closed -$238K
RUTH
840
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
– –
-26,600
Closed -$315K
BBBY
841
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-2,800
Closed -$217K
LCI
842
DELISTED
Lannett Company, Inc.
LCI
– –
-2,325
Closed -$203K
DS
843
DELISTED
Drive Shack Inc.
DS
– –
-610,572
Closed -$3.1M
CLR
844
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-7,600
Closed -$408K
GBL
845
DELISTED
GAMCO Investors, Inc.
GBL
– –
-6,685
Closed -$273K
POLY
846
DELISTED
Plantronics, Inc.
POLY
– –
-10,200
Closed -$470K
MIC
847
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-10,300
Closed -$551K
ENIA
848
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-59,143
Closed -$512K
CERN
849
DELISTED
Cerner Corp
CERN
– –
-9,200
Closed -$483K
VWTR
850
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
– –
-10,113
Closed -$219K
32 33
34
35 36

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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.