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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
PL
976
DELISTED
PROTECTIVE LIFE CORP
PL
– –
-9,700
Closed -$413K
SWY
977
DELISTED
SAFEWAY INC
SWY
– –
-51,047
Closed -$1.46M
CQB
978
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
– –
-63,200
Closed -$800K
PIKE
979
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
– –
-19,300
Closed -$218K
FST
980
DELISTED
FOREST OIL CORPORATION
FST
– –
-353,100
Closed -$2.15M
TWTC
981
DELISTED
TW TELECOM INC CL A COM
TWTC
– –
-16,700
Closed -$499K
MCRS
982
DELISTED
MICROS SYSTEMS INC
MCRS
– –
-13,200
Closed -$659K
HSH
983
DELISTED
HILLSHIRE BRANDS CO
HSH
– –
-15,200
Closed -$467K
PLXT
984
DELISTED
PLX TECHNOLOGY INC
PLXT
– –
-38,800
Closed -$234K
CBEY
985
DELISTED
CBEYOND INC COM STK
CBEY
– –
-29,500
Closed -$189K
GA
986
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
– –
-41,200
Closed -$376K
JNY
987
DELISTED
JONES GROUP INC COM STK (PA)
JNY
– –
-39,000
Closed -$585K
GENT
988
DELISTED
GENTIUM SPA ADS
GENT
– –
-7,600
Closed -$206K
APFC
989
DELISTED
AMERICAN PACIFIC CORP
APFC
– –
-6,300
Closed -$345K
MKTG
990
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
– –
-21,100
Closed -$349K
SNTS
991
DELISTED
SANTARUS INC
SNTS
– –
-33,800
Closed -$764K
CNH
992
DELISTED
CNH GLOBAL N.V. (NEW)
CNH
– –
-13,013
Closed -$163K
BEAT
993
DELISTED
BioTelemetry, Inc.
BEAT
– –
-30,600
Closed -$303K
TWGP
994
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
– –
-83,400
Closed -$584K
DLLR
995
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
– –
-20,600
Closed -$226K
XL
996
DELISTED
XL Group Ltd.
XL
– –
-10,400
Closed -$321K
FLY
997
DELISTED
Fly Leasing Limited
FLY
– –
-19,700
Closed -$273K
TYC
998
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-42,115
Closed -$1.54M
FWLT
999
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
– –
-9,000
Closed -$237K
EZCH
1000
DELISTED
EZCHIP SEMICONDUCTOR LIMITED ORD SHS (IL)
EZCH
– –
-41,400
Closed -$1.02M
38 39
40
41 42

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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.