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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
CLLS
426
Cellectis
CLLS
$286M
$210K 0.03%
+12,400
New +$229K
BDC icon
427
Belden
BDC
$4B
$209K 0.03%
+2,800
New +$199K
HOLI
428
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$209K 0.03%
11,400
+1,200
+12% +$23.8K
BGC icon
429
BGC Group
BGC
$5.58B
$207K 0.03%
+31,411
New +$190K
BWXT icon
430
BWX Technologies
BWXT
$16B
$206K 0.03%
5,200
-100
-2% -$3.89K
SQM icon
431
Sociedad Química y Minera de Chile
SQM
$19.6B
$206K 0.03%
+7,200
New +$205K
POWI icon
432
Power Integrations
POWI
$3.54B
$204K 0.03%
+6,000
New +$196K
RATE
433
DELISTED
Bankrate Inc
RATE
$204K 0.03%
+18,500
New +$175K
CLSD
434
DELISTED
Clearside Biomedical
CLSD
$203K 0.03%
+1,513
New +$380K
INTC icon
435
Intel
INTC
$466B
$203K 0.03%
+5,600
New +$201K
FISI icon
436
Financial Institutions
FISI
$800M
$202K 0.03%
+5,900
New +$175K
NPO icon
437
Enpro
NPO
$7.05B
$202K 0.03%
+3,000
New +$180K
BOBE
438
DELISTED
Bob Evans Farms, Inc.
BOBE
$202K 0.03%
+3,800
New +$171K
BOJA
439
DELISTED
Bojangles', Inc. Common Stock
BOJA
$201K 0.03%
10,800
+100
+0.9% +$1.74K
WEB
440
DELISTED
Web.com Group, Inc.
WEB
$201K 0.03%
+9,500
New +$161K
ADUS icon
441
Addus HomeCare
ADUS
$2.14B
$200K 0.03%
+5,700
New +$176K
TITN icon
442
Titan Machinery
TITN
$466M
$200K 0.03%
+13,700
New +$163K
MSGN
443
DELISTED
MSG Networks Inc.
MSGN
$200K 0.03%
9,300
-9,900
-52% -$197K
PAAS icon
444
Pan American Silver
PAAS
$18.6B
$199K 0.03%
13,200
+2,500
+23% +$40.3K
JUNO
445
DELISTED
Juno Therapeutics, Inc.
JUNO
$198K 0.03%
+10,500
New +$257K
SBSW icon
446
Sibanye-Stillwater
SBSW
$5.92B
$197K 0.03%
+29,596
New +$270K
ACIC icon
447
American Coastal Insurance
ACIC
$498M
$195K 0.03%
+12,900
New +$185K
TMHC icon
448
Taylor Morrison
TMHC
$195K 0.03%
10,100
-3,000
-23% -$56.3K
TTMI icon
449
TTM Technologies
TTMI
$13.6B
$194K 0.03%
14,200
-27,700
-66% -$361K
TACO
450
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$193K 0.03%
+13,700
New +$190K
16 17
18
19 20

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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.