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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
AVP
501
DELISTED
Avon Products, Inc.
AVP
$105K 0.02%
20,900
-58,000
-74% -$337K
JASO
502
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$102K 0.02%
+21,500
New +$122K
BBD icon
503
Banco Bradesco
BBD
$38.1B
$101K 0.02%
22,418
-23,192
-51% -$109K
HLIT icon
504
Harmonic Inc
HLIT
$1.21B
$99K 0.02%
+19,700
New +$101K
DX
505
Dynex Capital
DX
$2.99B
$97K 0.01%
+4,733
New +$97.7K
EXTR icon
506
Extreme Networks
EXTR
$3.86B
$97K 0.01%
19,200
-14,500
-43% -$65.7K
ARCO icon
507
Arcos Dorados Holdings
ARCO
$1.73B
$95K 0.01%
17,987
+1,028
+6% +$5.86K
EPE
508
DELISTED
EP Energy Corporation
EPE
$92K 0.01%
14,000
-14,800
-51% -$72K
BSMX
509
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$86K 0.01%
+12,000
New +$96.5K
AHT
510
Ashford Hospitality Trust
AHT
$21M
$84K 0.01%
11
-56
-84% -$366K
PES
511
DELISTED
Pioneer Energy Services Corp.
PES
$84K 0.01%
+12,300
New +$59.9K
FCH
512
DELISTED
Felcor Lodging Trust
FCH
$83K 0.01%
10,300
-73,600
-88% -$522K
CFMS
513
DELISTED
Conformis, Inc. Common Stock
CFMS
$81K 0.01%
+400
New +$88.5K
AEG icon
514
Aegon
AEG
$13.5B
$80K 0.01%
+18,719
New +$69.7K
MITK icon
515
Mitek Systems
MITK
$762M
$79K 0.01%
+12,900
New +$84.2K
MT icon
516
ArcelorMittal
MT
$50.4B
$77K 0.01%
3,533
-70,867
-95% -$1.51M
ZAGG
517
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$74K 0.01%
+10,400
New +$73.5K
MDR
518
DELISTED
McDermott International
MDR
$74K 0.01%
+3,333
New +$62.1K
KEM
519
DELISTED
KEMET Corporation
KEM
$71K 0.01%
+10,700
New +$51.2K
AAON icon
520
Aaon
AAON
$8.41B
– –
-13,800
Closed -$265K
ABBV icon
521
AbbVie
ABBV
$458B
– –
-12,000
Closed -$757K
ABEV icon
522
Ambev
ABEV
$47.3B
– –
-85,300
Closed -$519K
ABM icon
523
ABM Industries
ABM
$2.8B
– –
-6,900
Closed -$274K
ACN icon
524
Accenture
ACN
$89.9B
– –
-13,900
Closed -$1.7M
ACRS icon
525
Aclaris Therapeutics
ACRS
$730M
– –
-9,117
Closed -$233K
19 20
21
22 23

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NIA
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HFA
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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.