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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
GTN icon
351
Gray Television
GTN
$407M
$281K 0.04%
+25,900
New +$254K
RBC icon
352
RBC Bearings
RBC
$18.8B
$278K 0.04%
+3,000
New +$242K
TT icon
353
Trane Technologies
TT
$106B
$278K 0.04%
+3,700
New +$267K
TEAM icon
354
Atlassian
TEAM
$22B
$275K 0.04%
+11,400
New +$308K
ITCI
355
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$275K 0.04%
+18,200
New +$257K
IQV icon
356
IQVIA
IQV
$34.7B
$274K 0.04%
+3,600
New +$276K
PRKS icon
357
United Parks & Resorts
PRKS
$2.11B
$269K 0.04%
+14,200
New +$233K
VLRS
358
Controladora Vuela Compania de Aviacion
VLRS
$876M
$268K 0.04%
+17,800
New +$296K
BID
359
DELISTED
Sotheby's
BID
$267K 0.04%
6,700
-4,000
-37% -$152K
TRCO
360
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$266K 0.04%
7,600
-10,400
-58% -$355K
BRFS
361
DELISTED
BRF SA
BRFS
$264K 0.04%
+17,900
New +$282K
IMMR icon
362
Immersion
IMMR
$216M
$263K 0.04%
+24,700
New +$233K
VIPS icon
363
Vipshop
VIPS
$6.84B
$263K 0.04%
+23,900
New +$309K
SNP
364
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$263K 0.04%
+3,700
New +$268K
AMG icon
365
Affiliated Managers Group
AMG
$9.46B
$262K 0.04%
+1,800
New +$261K
HOFT icon
366
Hooker Furnishings Corp
HOFT
$148M
$262K 0.04%
+6,900
New +$198K
MPWR icon
367
Monolithic Power Systems
MPWR
$65.5B
$262K 0.04%
3,200
-4,500
-58% -$361K
TTEC icon
368
TTEC Holdings
TTEC
$103M
$262K 0.04%
+8,600
New +$247K
SBS icon
369
Sabesp
SBS
$19.7B
$258K 0.04%
153,149
+52,081
+52% +$91.6K
RTEC
370
DELISTED
Rudolph Technologies Inc
RTEC
$257K 0.04%
11,000
-9,400
-46% -$184K
ORBK
371
DELISTED
Orbotech Ltd
ORBK
$257K 0.04%
+7,700
New +$235K
RJF icon
372
Raymond James Financial
RJF
$32.5B
$256K 0.04%
5,550
-4,500
-45% -$199K
OSUR icon
373
OraSure Technologies
OSUR
$273M
$255K 0.04%
29,100
+16,100
+124% +$133K
MUFG icon
374
Mitsubishi UFJ Financial
MUFG
$258B
$251K 0.04%
40,700
-11,800
-22% -$67.1K
TWNK
375
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$251K 0.04%
+19,300
New +$234K
13 14
15
16 17

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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.