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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
JOBS
851
DELISTED
51job Inc
JOBS
– –
-6,000
Closed -$215K
CONE
852
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-16,100
Closed -$306K
ARNA
853
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-7,200
Closed -$379K
RDS.A
854
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-9,200
Closed -$604K
CVA
855
DELISTED
Covanta Holding Corporation
CVA
– –
-27,100
Closed -$579K
ECHO
856
DELISTED
Echo Global Logistics, Inc.
ECHO
– –
-11,300
Closed -$237K
SPRT
857
DELISTED
support.com, Inc.
SPRT
– –
-15,167
Closed -$248K
WRI
858
DELISTED
Weingarten Realty Investors
WRI
– –
-7,100
Closed -$208K
ALXN
859
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-6,200
Closed -$720K
EGOV
860
DELISTED
NIC Inc
EGOV
– –
-37,100
Closed -$857K
VRTU
861
DELISTED
Virtusa Corporation
VRTU
– –
-9,400
Closed -$273K
GPOR
862
DELISTED
Gulfport Energy Corp.
GPOR
– –
-4,100
Closed -$264K
RST
863
DELISTED
ROSETTA STONE INC
RST
– –
-21,200
Closed -$344K
NBL
864
DELISTED
Noble Energy, Inc.
NBL
– –
-3,000
Closed -$201K
NE
865
DELISTED
Noble Corporation
NE
– –
-11,326
Closed -$374K
BGG
866
DELISTED
Briggs & Stratton Corp.
BGG
– –
-31,600
Closed -$636K
MINI
867
DELISTED
Mobile Mini Inc
MINI
– –
-13,400
Closed -$456K
CHK
868
DELISTED
Chesapeake Energy Corporation
CHK
– –
-300
Closed -$1.47M
AXE
869
DELISTED
Anixter International Inc
AXE
– –
-8,500
Closed -$745K
TIVO
870
DELISTED
Tivo Inc
TIVO
– –
-58,100
Closed -$1.11M
WBC
871
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-5,700
Closed -$480K
CYOU
872
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-16,500
Closed -$586K
PIR
873
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-920
Closed -$359K
AVP
874
DELISTED
Avon Products, Inc.
AVP
– –
-24,500
Closed -$505K
CRZO
875
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-8,500
Closed -$317K
33 34
35
36 37

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APA
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NIA
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HFA
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AWA
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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.