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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
GMCR
951
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-3,900
Closed -$294K
SWI
952
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-13,000
Closed -$456K
SYA
953
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
– –
-11,100
Closed -$198K
OVTI
954
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
– –
-128,000
Closed -$1.96M
PMCS
955
DELISTED
P M C SIERRA INC
PMCS
– –
-84,900
Closed -$562K
SD
956
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-350,100
Closed -$2.05M
HUB.B
957
DELISTED
HUBBELL INC CL-B
HUB.B
– –
-4,000
Closed -$419K
SFY
958
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-18,400
Closed -$210K
AWAY
959
DELISTED
HOMEAWAY INC COM
AWAY
– –
-18,400
Closed -$514K
BEE
960
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
– –
-52,900
Closed -$459K
CYT
961
DELISTED
CYTEC INDS INC
CYT
– –
-49,400
Closed -$2.01M
FSL
962
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-30,100
Closed -$501K
BTH
963
DELISTED
BLYTH,INC
BTH
– –
-50,400
Closed -$697K
NLSN
964
DELISTED
Nielsen Holdings plc
NLSN
– –
-36,800
Closed -$1.34M
ANN
965
DELISTED
ANN INC
ANN
– –
-32,000
Closed -$1.16M
MCRL
966
DELISTED
MICREL INC
MCRL
– –
-13,900
Closed -$127K
PWRD
967
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
– –
-19,000
Closed -$378K
BALT
968
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
– –
-16,000
Closed -$78K
RALY
969
DELISTED
RALLY SOFTWARE DEV CORP
RALY
– –
-7,700
Closed -$231K
MIG
970
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
– –
-25,100
Closed -$163K
PCYC
971
DELISTED
PHARMACYCLICS INC
PCYC
– –
-2,100
Closed -$290K
HLSS
972
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
– –
-42,500
Closed -$935K
CODE
973
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
– –
-24,000
Closed -$242K
MWIV
974
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
– –
-4,400
Closed -$657K
CIMT
975
DELISTED
CIMATRON LTD ORD SHS
CIMT
– –
-19,600
Closed -$113K
37 38
39
40 41

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APA
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NIA
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HFA
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AWA
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PMAS
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HH
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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.