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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
(+81%)
Cap. Flow
+$277M
Cap. Flow
% of AUM
42.29%
Top 10 Holdings %
Top 10 Hldgs %
51.45%
Holding
982
New
357
Increased
65
Reduced
96
Closed
463
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$7.39M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$4.37M |
| 3 |
FCE.A
Forest City Realty Trust, Inc.
FCE.A
|
+$2M |
| 4 |
Halliburton
HAL
|
+$1.88M |
| 5 |
Hilton Worldwide
HLT
|
+$1.58M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Conagra Brands
CAG
|
+$3M |
| 2 |
Henry Schein
HSIC
|
+$2.02M |
| 3 |
Molson Coors Class B
TAP
|
+$2.02M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
401
Texas Capital Bancshares
TCBI
$4.31B
| $227K | 0.03% |
+2,900
| New | +$196K |
|
|
BGFV
402
DELISTED
Big 5 Sporting Goods
BGFV
| $226K | 0.03% |
+13,000
| New | +$229K |
|
|
HAWK
403
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $226K | 0.03% |
+6,000
| New | +$214K |
|
404
John B. Sanfilippo & Son
JBSS
$949M
| $225K | 0.03% |
3,200
-10,700
| -77% | -$658K |
|
405
NWPX Infrastructure Inc
NWPX
$1.25B
| $224K | 0.03% |
+13,000
| New | +$200K |
|
406
XPO
XPO
$25B
| $224K | 0.03% |
+15,035
| New | +$209K |
|
407
Acco Brands
ACCO
$369M
| $223K | 0.03% |
+17,100
| New | +$200K |
|
|
EMBJ
408
Embraer S.A. ADS
EMBJ
$11.6B
| $223K | 0.03% |
+11,600
| New | +$226K |
|
409
Huazhu Hotels Group
HTHT
$12.4B
| $223K | 0.03% |
+17,200
| New | +$203K |
|
|
WLB
410
DELISTED
Westmoreland Coal Company
WLB
| $223K | 0.03% |
+12,600
| New | +$176K |
|
411
Copart
CPRT
$25.9B
| $222K | 0.03% |
32,000
-218,400
| -87% | -$1.48M |
|
412
ICF International
ICFI
$1.44B
| $221K | 0.03% |
+4,000
| New | +$203K |
|
413
MSCI
MSCI
$40B
| $221K | 0.03% |
2,800
-8,900
| -76% | -$717K |
|
|
SHLM
414
DELISTED
Schulman (A.) Inc
SHLM
| $221K | 0.03% |
+6,600
| New | +$209K |
|
|
FLIC
415
DELISTED
First of Long Island Corp
FLIC
| $220K | 0.03% |
+7,700
| New | +$190K |
|
416
8x8 Inc
EGHT
$247M
| $219K | 0.03% |
+15,300
| New | +$222K |
|
|
TIVO
417
DELISTED
Tivo Inc
TIVO
| $219K | 0.03% |
+10,500
| New | +$213K |
|
|
BT
418
DELISTED
BT Group plc (ADR)
BT
| $216K | 0.03% |
+9,400
| New | +$217K |
|
|
BHR
419
Braemar Hotels & Resorts
BHR
$153M
| $214K | 0.03% |
+15,857
| New | +$211K |
|
420
Regional Management Corp
RM
$384M
| $213K | 0.03% |
+8,100
| New | +$193K |
|
|
STKL
421
DELISTED
SunOpta
STKL
| $213K | 0.03% |
+30,200
| New | +$210K |
|
|
DCH
422
Dauch Corp
DCH
$1.3B
| $212K | 0.03% |
11,000
-6,900
| -39% | -$117K |
|
423
Willdan Group
WLDN
$1.1B
| $212K | 0.03% |
+9,400
| New | +$191K |
|
|
SWFT
424
DELISTED
Swift Transportation Company
SWFT
| $212K | 0.03% |
+8,700
| New | +$203K |
|
425
Daktronics
DAKT
$941M
| $211K | 0.03% |
+19,700
| New | +$188K |
|
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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.