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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
AZTA icon
551
Azenta
AZTA
$1.26B
– –
-12,000
Closed -$163K
BBAR icon
552
BBVA Argentina
BBAR
$3.85B
– –
-18,200
Closed -$362K
BBVA icon
553
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
– –
-21,898
Closed -$128K
BCS icon
554
Barclays
BCS
$94.1B
– –
-154,494
Closed -$1.27M
BFH icon
555
Bread Financial
BFH
$4.21B
– –
-2,381
Closed -$408K
BLUE
556
DELISTED
bluebird bio
BLUE
– –
-648
Closed -$569K
BMA icon
557
Banco Macro
BMA
$5.7B
– –
-3,100
Closed -$243K
BOX icon
558
Box
BOX
$4.02B
– –
-64,200
Closed -$1.01M
BRC icon
559
Brady Corp
BRC
$4.45B
– –
-9,400
Closed -$325K
BSAC icon
560
Banco Santander Chile
BSAC
$15.8B
– –
-11,200
Closed -$232K
BTI icon
561
British American Tobacco
BTI
$132B
– –
-18,000
Closed -$1.15M
BW icon
562
Babcock & Wilcox
BW
$1.43B
– –
-1,060
Closed -$175K
BZH icon
563
Beazer Homes USA
BZH
$907M
– –
-18,300
Closed -$213K
CCK icon
564
Crown Holdings
CCK
$12.8B
– –
-24,300
Closed -$1.39M
CCRN
565
DELISTED
Cross Country Healthcare
CCRN
– –
-22,300
Closed -$263K
CDE icon
566
Coeur Mining
CDE
$15.6B
– –
-26,800
Closed -$317K
CECO icon
567
Ceco Environmental
CECO
$4.42B
– –
-18,900
Closed -$213K
CENTA icon
568
Central Garden & Pet Co Class A
CENTA
$2.41B
– –
-11,375
Closed -$226K
CEVA icon
569
CEVA Inc
CEVA
$1.01B
– –
-10,400
Closed -$365K
CHGG icon
570
Chegg
CHGG
$108M
– –
-30,300
Closed -$215K
CHKP icon
571
Check Point Software Technologies
CHKP
$13.3B
– –
-7,100
Closed -$551K
CHRD icon
572
Chord Energy
CHRD
$7.79B
– –
-58,000
Closed -$665K
CLB icon
573
Core Laboratories
CLB
$538M
– –
-1,900
Closed -$213K
CMA
574
DELISTED
Comerica
CMA
– –
-6,600
Closed -$312K
CMC icon
575
Commercial Metals
CMC
$7.63B
– –
-23,400
Closed -$379K
21 22
23
24 25

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APA
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NIA
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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.