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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
HOS
876
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-5,600
Closed -$322K
DEST
877
DELISTED
Destination Maternity Corporation
DEST
– –
-11,400
Closed -$363K
MDSO
878
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-34,800
Closed -$1.72M
NCI
879
DELISTED
Navigant Consulting, Inc.
NCI
– –
-18,000
Closed -$278K
BID
880
DELISTED
Sotheby's
BID
– –
-71,500
Closed -$3.51M
UPL
881
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-32,600
Closed -$671K
WP
882
DELISTED
Worldpay, Inc.
WP
– –
-23,200
Closed -$648K
INSY
883
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-54,600
Closed -$637K
ULTI
884
DELISTED
Ultimate Software Group Inc
ULTI
– –
-1,700
Closed -$251K
ELLI
885
DELISTED
Ellie Mae Inc
ELLI
– –
-12,800
Closed -$410K
ARRS
886
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-76,000
Closed -$1.3M
ESL
887
DELISTED
Esterline Technologies
ESL
– –
-4,800
Closed -$383K
ICON
888
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-940
Closed -$312K
AHL
889
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-6,300
Closed -$229K
NFX
890
DELISTED
Newfield Exploration
NFX
– –
-42,100
Closed -$1.15M
ESND
891
DELISTED
Essendant Inc.
ESND
– –
-5,200
Closed -$226K
EOCC
892
DELISTED
Enel Generacion Chile S.A.
EOCC
– –
-15,606
Closed -$453K
ESRX
893
DELISTED
Express Scripts Holding Company
ESRX
– –
-14,900
Closed -$921K
AFSI
894
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-44,208
Closed -$862K
AET
895
DELISTED
Aetna Inc
AET
– –
-10,200
Closed -$653K
ANW
896
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-10,600
Closed -$126K
PX
897
DELISTED
Praxair Inc
PX
– –
-2,600
Closed -$313K
WEB
898
DELISTED
Web.com Group, Inc.
WEB
– –
-10,100
Closed -$327K
SYNT
899
DELISTED
Syntel Inc
SYNT
– –
-6,000
Closed -$240K
CVG
900
DELISTED
Convergys
CVG
– –
-16,100
Closed -$302K
34 35
36
37 38

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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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.