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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
NVRI icon
301
Enviri
NVRI
$621M
$339K 0.05%
24,900
-1,600
-6% -$19.2K
SCCO icon
302
Southern Copper
SCCO
$141B
$339K 0.05%
+11,434
New +$322K
SIMO icon
303
Silicon Motion
SIMO
$9.19B
$336K 0.05%
7,900
+3,400
+76% +$155K
XYZ
304
Block Inc
XYZ
$45.9B
$333K 0.05%
+24,400
New +$304K
HLI icon
305
Houlihan Lokey
HLI
$9.68B
$330K 0.05%
+10,600
New +$288K
ENIA
306
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$329K 0.05%
40,100
-38,800
-49% -$323K
OTEX icon
307
Open Text
OTEX
$5.43B
$328K 0.05%
+10,600
New +$330K
ERIE icon
308
Erie Indemnity
ERIE
$11.7B
$326K 0.05%
2,900
-2,900
-50% -$308K
MOH icon
309
Molina Healthcare
MOH
$10.3B
$326K 0.05%
+6,000
New +$328K
PIR
310
DELISTED
Pier 1 Imports, Inc.
PIR
$326K 0.05%
+1,910
New +$221K
KEP icon
311
Korea Electric Power
KEP
$15.5B
$325K 0.05%
+17,600
New +$367K
JCP
312
DELISTED
J.C. Penney Company, Inc.
JCP
$322K 0.05%
+38,800
New +$350K
RNG icon
313
RingCentral
RNG
$4.05B
$315K 0.05%
+15,300
New +$335K
SWBI icon
314
Smith & Wesson
SWBI
$655M
$314K 0.05%
19,385
-15,352
-44% -$283K
CSTM icon
315
Constellium
CSTM
$3.96B
$313K 0.05%
53,100
+35,700
+205% +$218K
CENT icon
316
Central Garden & Pet Co
CENT
$2.74B
$311K 0.05%
11,750
-8,750
-43% -$199K
CONN
317
DELISTED
Conn's Inc.
CONN
$311K 0.05%
+24,600
New +$271K
INST
318
DELISTED
Instructure, Inc.
INST
$311K 0.05%
+15,900
New +$341K
LXFT
319
DELISTED
Luxoft Holding, Inc.
LXFT
$309K 0.05%
5,500
+1,700
+45% +$90.6K
CHU
320
DELISTED
China Unicom (HONG KONG) Limited
CHU
$306K 0.05%
26,500
+9,100
+52% +$107K
ALTO icon
321
Alto Ingredients
ALTO
$360M
$304K 0.05%
+32,000
New +$257K
RICK icon
322
RCI Hospitality Holdings
RICK
$199M
$304K 0.05%
+17,800
New +$230K
DPZ icon
323
Domino's
DPZ
$11B
$303K 0.05%
1,900
-2,900
-60% -$471K
ASR icon
324
Grupo Aeroportuario del Sureste
ASR
$8.03B
$302K 0.05%
+2,100
New +$317K
NTNX icon
325
Nutanix
NTNX
$14.9B
$300K 0.05%
+11,300
New +$337K
11 12
13
14 15

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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.