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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
ELV icon
251
Elevance Health
ELV
$81.9B
$417K 0.06%
+2,900
New +$388K
GAP
252
The Gap Inc
GAP
$6.84B
$417K 0.06%
18,600
-33,500
-64% -$862K
XRAY icon
253
Dentsply Sirona
XRAY
$2.59B
$416K 0.06%
+7,200
New +$425K
BAH icon
254
Booz Allen Hamilton
BAH
$8.7B
$415K 0.06%
+11,500
New +$390K
STZ icon
255
Constellation Brands
STZ
$22.2B
$414K 0.06%
+2,700
New +$429K
UIS icon
256
Unisys
UIS
$227M
$414K 0.06%
27,700
-30,000
-52% -$381K
SWK icon
257
Stanley Black & Decker
SWK
$14.2B
$413K 0.06%
+3,600
New +$429K
BAK icon
258
Braskem
BAK
$980M
$411K 0.06%
19,400
+2,400
+14% +$42.4K
IT icon
259
Gartner
IT
$9.41B
$404K 0.06%
4,000
-800
-17% -$77.3K
ONTO icon
260
Onto Innovation
ONTO
$13.6B
$401K 0.06%
+16,000
New +$366K
ADSK icon
261
Autodesk
ADSK
$44.3B
$400K 0.06%
+5,400
New +$398K
KOF icon
262
Coca-Cola Femsa
KOF
$21.6B
$400K 0.06%
+6,300
New +$440K
FAST icon
263
Fastenal
FAST
$54B
$399K 0.06%
+34,000
New +$373K
NMIH icon
264
NMI Holdings
NMIH
$3.25B
$397K 0.06%
37,300
-11,300
-23% -$99.9K
NUS icon
265
Nu Skin
NUS
$247M
$397K 0.06%
8,300
-1,400
-14% -$78.4K
XEL icon
266
Xcel Energy
XEL
$51B
$395K 0.06%
+9,700
New +$388K
DFT
267
DELISTED
DuPont Fabros Technology Inc.
DFT
$395K 0.06%
+9,000
New +$371K
CUZ icon
268
Cousins Properties
CUZ
$5.29B
$393K 0.06%
+11,550
New +$365K
FDX icon
269
FedEx
FDX
$74.5B
$391K 0.06%
2,100
-1,400
-40% -$257K
SPB icon
270
Spectrum Brands
SPB
$2.04B
$391K 0.06%
3,200
-1,800
-36% -$230K
TROW icon
271
T. Rowe Price
TROW
$25B
$391K 0.06%
+5,200
New +$368K
AKAO
272
DELISTED
Achaogen Inc
AKAO
$391K 0.06%
+30,000
New +$206K
ELS icon
273
Equity Lifestyle Properties
ELS
$12.8B
$389K 0.06%
+10,800
New +$386K
TFX icon
274
Teleflex
TFX
$5.85B
$387K 0.06%
+2,400
New +$374K
ESND
275
DELISTED
Essendant Inc.
ESND
$387K 0.06%
+18,500
New +$352K
9 10
11
12 13

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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.