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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
ATVI
1001
DELISTED
Activision Blizzard
ATVI
– –
-59,500
Closed -$992K
MOVE
1002
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
– –
-25,100
Closed -$426K
QIWI
1003
DELISTED
QIWI PLC
QIWI
– –
-15,200
Closed -$475K
MTSC
1004
DELISTED
MTS Systems Corp
MTSC
– –
-4,200
Closed -$270K
CELG
1005
DELISTED
Celgene Corp
CELG
– –
-8,600
Closed -$663K
JMBA
1006
DELISTED
Jamba, Inc.
JMBA
– –
-16,100
Closed -$215K
DST
1007
DELISTED
DST Systems Inc.
DST
– –
-68,200
Closed -$2.57M
DCM
1008
DELISTED
NTT DOCOMO, Inc.
DCM
– –
-14,400
Closed -$234K
WNR
1009
DELISTED
Western Refining Inc
WNR
– –
-39,900
Closed -$1.2M
NTT
1010
DELISTED
Nippon Telegraph & Telephone
NTT
– –
-14,700
Closed -$383K
FDML
1011
DELISTED
Federal-Mogul Holdings Corporation
FDML
– –
-18,100
Closed -$304K
LXK
1012
DELISTED
Lexmark Intl Inc
LXK
– –
-14,600
Closed -$482K
MWW
1013
DELISTED
Monster Worldwide Inc
MWW
– –
-17,100
Closed -$76K
MDVN
1014
DELISTED
MEDIVATION, INC.
MDVN
– –
-6,800
Closed -$204K
AMTG
1015
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-21,400
Closed -$312K
DWRE
1016
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-13,000
Closed -$602K
TWC
1017
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-1,900
Closed -$212K
FU
1018
DELISTED
FAB UNIVERSAL CORP COM
FU
– –
-81,600
Closed -$601K
KNGT
1019
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
– –
-29,500
Closed -$487K
TIVO
1020
DELISTED
TIVO INC
TIVO
– –
-327,900
Closed -$4.08M
DWSN
1021
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
– –
-13,000
Closed -$422K
VXX
1022
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-9,550
Closed -$8.98M
AGN
1023
DELISTED
Allergan Inc
AGN
– –
-3,500
Closed -$317K
AMCC
1024
DELISTED
Applied Micro Circuits Corporation New
AMCC
– –
-20,500
Closed -$264K
ARMH
1025
DELISTED
ARM HOLDINGS PLC ADS
ARMH
– –
-6,900
Closed -$332K
38 39 40
41
42

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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.