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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
+6.36%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$656M
AUM Growth
+$293M
Cap. Flow
+$277M
Cap. Flow %
42.29%
Top 10 Hldgs %
51.45%
Holding
982
New
357
Increased
65
Reduced
96
Closed
463

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$7.39M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$4.37M
3
FCE.A
Forest City Realty Trust, Inc.
FCE.A
+$2M
4
HAL icon
Halliburton
HAL
+$1.88M
5
HLT icon
Hilton Worldwide
HLT
+$1.58M

Top Sells

Rank Stock Value
1
CAG icon
Conagra Brands
CAG
+$3M
2
HSIC icon
Henry Schein
HSIC
+$2.02M
3
TAP icon
Molson Coors Class B
TAP
+$2.02M
4
PVH icon
PVH
PVH
+$2.01M
5
FITB
Fifth Third Bancorp
FITB
+$2M

Sector Composition

Rank Sector Weight
1 Financials 5.79%
2 Real Estate 5.77%
3 Industrials 5.4%
4 Consumer Discretionary 4.68%
5 Technology 4.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TSN icon
226
Tyson Foods
TSN
$20.2B
$487K 0.07%
7,900
+400
+5% +$26.3K
LFC
227
DELISTED
China Life Insurance Company Ltd.
LFC
$485K 0.07%
+37,700
New +$498K
PEG icon
228
Public Service Enterprise Group
PEG
$39.8B
$478K 0.07%
+10,900
New +$455K
AMT icon
229
American Tower
AMT
$77.7B
$476K 0.07%
4,500
-1,600
-26% -$174K
VR
230
DELISTED
Validus Hold Ltd
VR
$468K 0.07%
8,500
-10,800
-56% -$571K
ATHN
231
DELISTED
Athenahealth, Inc.
ATHN
$463K 0.07%
+4,400
New +$473K
COR icon
232
Cencora
COR
$60.3B
$461K 0.07%
+5,900
New +$460K
ESRX
233
DELISTED
Express Scripts Holding Company
ESRX
$454K 0.07%
+6,600
New +$473K
AMD icon
234
Advanced Micro Devices
AMD
$851B
$451K 0.07%
+39,800
New +$334K
GILD icon
235
Gilead Sciences
GILD
$161B
$451K 0.07%
6,300
-1,100
-15% -$81.8K
SVC
236
Service Properties Trust
SVC
$1.1B
$451K 0.07%
+2,840
New +$412K
EFX icon
237
Equifax
EFX
$20.3B
$449K 0.07%
+3,800
New +$464K
VNO icon
238
Vornado Realty Trust
VNO
$7.47B
$449K 0.07%
+5,319
New +$418K
ANDE icon
239
Andersons Inc
ANDE
$2.65B
$443K 0.07%
9,900
+3,500
+55% +$137K
ZION icon
240
Zions Bancorporation
ZION
$10.1B
$443K 0.07%
+10,300
New +$379K
CXW icon
241
CoreCivic
CXW
$3.1B
$440K 0.07%
18,000
-4,600
-20% -$87.7K
TER icon
242
Teradyne
TER
$54.8B
$439K 0.07%
17,300
+600
+4% +$14.2K
PGR icon
243
Progressive
PGR
$124B
$437K 0.07%
12,300
-24,900
-67% -$823K
TCOM icon
244
Trip.com Group
TCOM
$27.5B
$436K 0.07%
+10,900
New +$477K
SNV
245
DELISTED
Synovus
SNV
$435K 0.07%
+10,600
New +$390K
MTG icon
246
MGIC Investment
MTG
$6.27B
$433K 0.07%
+42,500
New +$384K
KMX icon
247
CarMax
KMX
$8.27B
$431K 0.07%
+6,700
New +$376K
XLNX
248
DELISTED
Xilinx Inc
XLNX
$429K 0.07%
7,100
-5,700
-45% -$306K
MZTI
249
The Marzetti Company
MZTI
$2.94B
$424K 0.06%
3,000
+1,400
+88% +$189K
URBN icon
250
Urban Outfitters
URBN
$5.99B
$424K 0.06%
14,900
+3,400
+30% +$115K
8 9
10
11 12

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Ellington Management Group's Q4 2016 Portfolio in Review

As of Q4 2016, Ellington Management Group held 982 positions worth $656M, up 81% from $363M the previous quarter. Its ten largest holdings account for 51% of the portfolio.

Ellington Management Group deployed $277M of net new capital in Q4 2016, opening 357 new positions and adding to 65 existing holdings. Its largest new stake was Caterpillar: 81,494 shares worth $7.56M.

By sector, the portfolio is most concentrated in Financials at 5.8% of assets, down from 10% a quarter earlier, followed by Real Estate and Industrials.

On the sell side, the largest reduction was Conagra Brands, an estimated $3M trimmed.

  • Ellington Management Group's largest Q4 2016 buy was Caterpillar: 81,494 shares worth $7.56M.
  • Ellington Management Group added most to Cemex in Q4 2016, an estimated $1.48M increase.
  • Ellington Management Group's biggest Q4 2016 reduction was Conagra Brands, cutting an estimated $3M.
  • Ellington Management Group fully exited Henry Schein in Q4 2016, selling an estimated $2.02M.
  • Ellington Management Group's ten largest holdings make up 51% of its $656M portfolio in Q4 2016.
  • Ellington Management Group opened 357 new positions and closed 463 in Q4 2016.
  • Ellington Management Group's portfolio value rose 81% quarter-over-quarter to $656M.

Based on Ellington Management Group's 13F filing for Q4 2016, filed 14 Feb 2017.