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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
CAL icon
326
Caleres
CAL
$396M
$299K 0.05%
+9,100
New +$267K
NTB icon
327
Bank of N.T. Butterfield & Son
NTB
$2.42B
$299K 0.05%
+9,500
New +$266K
EXPD icon
328
Expeditors International
EXPD
$22.9B
$297K 0.05%
+5,600
New +$293K
GME icon
329
GameStop
GME
$9.5B
$296K 0.05%
+46,800
New +$289K
HDSN
330
Hudson Technologies
HDSN
$267M
$296K 0.05%
+36,900
New +$260K
BUFF
331
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$296K 0.05%
12,300
-30,600
-71% -$741K
PUK icon
332
Prudential
PUK
$36.5B
$294K 0.04%
+7,629
New +$274K
BCPC
333
Balchem Corp
BCPC
$5.23B
$294K 0.04%
3,500
-5,900
-63% -$465K
BNFT
334
DELISTED
Benefitfocus, Inc.
BNFT
$294K 0.04%
9,900
+1,700
+21% +$54.2K
CRC
335
DELISTED
California Resources Corporation
CRC
$294K 0.04%
+13,800
New +$202K
SIVB
336
DELISTED
SVB Financial Group
SIVB
$292K 0.04%
+1,700
New +$244K
CNO icon
337
CNO Financial Group
CNO
$4.97B
$291K 0.04%
+15,200
New +$261K
MBI icon
338
MBIA
MBI
$288M
$291K 0.04%
+27,200
New +$251K
KOS icon
339
Kosmos Energy
KOS
$1.56B
$290K 0.04%
+41,300
New +$235K
TLYS icon
340
Tilly's
TLYS
$115M
$288K 0.04%
21,800
-2,200
-9% -$24.5K
SNR
341
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$288K 0.04%
+29,400
New +$296K
ITG
342
DELISTED
Investment Technology Group Inc
ITG
$288K 0.04%
+14,600
New +$264K
MATV icon
343
Mativ Holdings
MATV
$448M
$287K 0.04%
+6,300
New +$256K
UNM icon
344
Unum
UNM
$13.8B
$286K 0.04%
+6,500
New +$260K
NEWR
345
DELISTED
New Relic, Inc.
NEWR
$285K 0.04%
+10,100
New +$333K
AVH
346
DELISTED
AVIANCA HOLDINGS S.A.
AVH
$285K 0.04%
+29,600
New +$222K
UNIT
347
Uniti Group
UNIT
$2.63B
$282K 0.04%
+11,100
New +$299K
VIAV icon
348
Viavi Solutions
VIAV
$9.75B
$282K 0.04%
34,500
-22,500
-39% -$175K
TCF
349
DELISTED
TCF Financial Corporation
TCF
$282K 0.04%
+14,400
New +$237K
DBI icon
350
Designer Brands
DBI
$277M
$281K 0.04%
+12,400
New +$281K
12 13
14
15 16

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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.