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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
PRLB icon
201
Protolabs
PRLB
$1.86B
$456K 0.16%
+6,400
New +$496K
CNS icon
202
Cohen & Steers
CNS
$4.18B
$453K 0.16%
+11,300
New +$435K
DBI icon
203
Designer Brands
DBI
$277M
$453K 0.16%
+10,600
New +$460K
UPBD icon
204
Upbound Group
UPBD
$1.19B
$453K 0.16%
+13,600
New +$471K
CCI icon
205
Crown Castle
CCI
$32.7B
$448K 0.16%
6,100
+1,300
+27% +$96.2K
ING icon
206
ING
ING
$93.8B
$443K 0.16%
+31,600
New +$403K
SM icon
207
SM Energy
SM
$7.96B
$440K 0.16%
5,300
-3,800
-42% -$324K
OMED
208
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
$440K 0.16%
+14,900
New +$273K
AGX icon
209
Argan
AGX
$7.98B
$438K 0.16%
+15,900
New +$372K
HLIT icon
210
Harmonic Inc
HLIT
$1.21B
$435K 0.16%
59,000
+45,600
+340% +$339K
TRMB icon
211
Trimble
TRMB
$12.3B
$434K 0.15%
12,500
-29,300
-70% -$924K
SLRC icon
212
SLR Investment Corp
SLRC
$706M
$433K 0.15%
+19,200
New +$433K
CYS
213
DELISTED
CYS Investments Inc.
CYS
$432K 0.15%
+58,300
New +$468K
HOV icon
214
Hovnanian Enterprises
HOV
$785M
$431K 0.15%
+2,604
New +$340K
WLK icon
215
Westlake Corp
WLK
$9.46B
$427K 0.15%
+7,000
New +$393K
CADX
216
DELISTED
CADENCE PHARMACEUTICALS, INC COM STK
CADX
$426K 0.15%
47,100
+28,100
+148% +$203K
GCO icon
217
Genesco
GCO
$396M
$424K 0.15%
5,800
-3,400
-37% -$237K
EQT icon
218
EQT Corp
EQT
$33.2B
$422K 0.15%
8,634
-184
-2% -$8.7K
PHLT
219
DELISTED
Performant Healthcare Inc
PHLT
$422K 0.15%
41,000
+28,900
+239% +$291K
GERN icon
220
Geron
GERN
$911M
$420K 0.15%
+93,739
New +$402K
HGG
221
DELISTED
hhgregg Inc.
HGG
$420K 0.15%
+30,100
New +$482K
G icon
222
Genpact
G
$5.3B
$419K 0.15%
22,800
+1,000
+5% +$18.7K
MKSI icon
223
MKS Inc
MKSI
$22.2B
$419K 0.15%
+14,000
New +$407K
CRS icon
224
Carpenter Technology
CRS
$30B
$417K 0.15%
+6,700
New +$405K
BAH icon
225
Booz Allen Hamilton
BAH
$8.7B
$416K 0.15%
21,700
-3,600
-14% -$65.9K
7 8
9
10 11

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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.