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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
FRGI
101
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$690K 0.25%
13,200
+3,800
+40% +$169K
ICA
102
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$680K 0.24%
+80,500
New +$639K
RF icon
103
Regions Financial
RF
$26.3B
$679K 0.24%
68,700
-46,400
-40% -$447K
OME
104
DELISTED
Omega Protein
OME
$678K 0.24%
+55,200
New +$648K
CVD
105
DELISTED
COVANCE INC.
CVD
$678K 0.24%
7,700
+1,400
+22% +$121K
CLF icon
106
Cleveland-Cliffs
CLF
$6.81B
$674K 0.24%
25,700
-78,500
-75% -$1.94M
MCHP icon
107
Microchip Technology
MCHP
$42.8B
$671K 0.24%
+30,000
New +$629K
CALD
108
DELISTED
Callidus Software, Inc.
CALD
$663K 0.24%
48,300
-7,600
-14% -$83.2K
NTRI
109
DELISTED
NutriSystem, Inc.
NTRI
$658K 0.23%
40,000
+28,000
+233% +$490K
FOR icon
110
Forestar Group
FOR
$1.44B
$653K 0.23%
+30,700
New +$642K
GWR
111
DELISTED
Genesee & Wyoming Inc.
GWR
$653K 0.23%
+6,800
New +$655K
QEP
112
DELISTED
QEP RESOURCES, INC.
QEP
$650K 0.23%
21,200
+10,100
+91% +$317K
BKD icon
113
Brookdale Senior Living
BKD
$3.62B
$647K 0.23%
23,800
+200
+0.8% +$5.54K
CSIQ icon
114
Canadian Solar
CSIQ
$906M
$644K 0.23%
21,600
-17,000
-44% -$450K
EPL
115
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
$641K 0.23%
+22,500
New +$720K
GWW icon
116
W.W. Grainger
GWW
$65.3B
$639K 0.23%
+2,500
New +$650K
NUS icon
117
Nu Skin
NUS
$247M
$636K 0.23%
+4,600
New +$542K
QCOM icon
118
Qualcomm
QCOM
$176B
$631K 0.23%
+8,500
New +$600K
VALE.P
119
DELISTED
Vale S A
VALE.P
$629K 0.22%
44,900
+29,300
+188% +$416K
RJET
120
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$628K 0.22%
58,700
+21,400
+57% +$232K
LNCO
121
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$625K 0.22%
20,300
+12,700
+167% +$388K
MSGS icon
122
Madison Square Garden
MSGS
$9.54B
$622K 0.22%
15,142
-15,702
-51% -$639K
KMX icon
123
CarMax
KMX
$8.27B
$621K 0.22%
13,200
+6,700
+103% +$328K
ANDV
124
DELISTED
Andeavor
ANDV
$620K 0.22%
+10,600
New +$551K
AMN icon
125
AMN Healthcare
AMN
$1.28B
$616K 0.22%
41,900
+300
+0.7% +$4.06K
3 4
5
6 7

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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.