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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
WGL
901
DELISTED
Wgl Holdings
WGL
– –
-15,000
Closed -$641K
ALOG
902
DELISTED
Analogic Corp
ALOG
– –
-6,700
Closed -$554K
TWX
903
DELISTED
Time Warner Inc
TWX
– –
-3,442
Closed -$217K
BBRG
904
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
– –
-11,700
Closed -$177K
IPXL
905
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-35,200
Closed -$721K
SPIL
906
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
– –
-27,200
Closed -$157K
CGI
907
DELISTED
Celadon Group Inc
CGI
– –
-10,500
Closed -$196K
WG
908
DELISTED
Willbros Group
WG
– –
-33,800
Closed -$310K
RGC
909
DELISTED
Regal Entertainment Group
RGC
– –
-15,700
Closed -$298K
HSNI
910
DELISTED
HSN, Inc.
HSNI
– –
-21,100
Closed -$1.13M
GLBR
911
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
– –
-7,493
Closed -$1.48M
BRCD
912
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-133,000
Closed -$1.07M
ALR
913
DELISTED
Alere Inc
ALR
– –
-9,700
Closed -$297K
PRXL
914
DELISTED
Parexel International Corp
PRXL
– –
-12,900
Closed -$648K
CAB
915
DELISTED
Cabela's Inc
CAB
– –
-12,300
Closed -$775K
WBMD
916
DELISTED
WebMD Health Corp.
WBMD
– –
-9,200
Closed -$263K
NSR
917
DELISTED
Neustar Inc
NSR
– –
-5,500
Closed -$272K
PNRA
918
DELISTED
Panera Bread Co
PNRA
– –
-6,500
Closed -$1.03M
PVTB
919
DELISTED
PrivateBancorp Inc
PVTB
– –
-9,600
Closed -$205K
XCO
920
DELISTED
Exco Resources
XCO
– –
-15,677
Closed -$1.57M
VAL
921
DELISTED
Valspar
VAL
– –
-5,500
Closed -$349K
BEAV
922
DELISTED
B/E Aerospace Inc
BEAV
– –
-11,462
Closed -$613K
PLKI
923
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-11,400
Closed -$497K
TSL
924
DELISTED
Trina Solar Limited
TSL
– –
-29,400
Closed -$455K
LLTC
925
DELISTED
Linear Technology Corp
LLTC
– –
-8,400
Closed -$333K
35 36
37
38 39

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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.