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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
+95.66%
10 Year Est. Return
–
AUM
$656M
AUM Growth
+$293M
Cap. Flow
-$83.4M
Cap. Flow %
-12.71%
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 Miscellaneous 57.9%
2 Financials 6.13%
3 Real Estate 6.01%
4 Industrials 5.44%
5 Technology 5.02%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRV icon
51
Travelers Companies
TRV
$77B
$1.13M 0.17%
+9,200
New +$1.05M
ALGN icon
52
Align Technology
ALGN
$11.3B
$1.13M 0.17%
+11,700
New +$1.09M
AME icon
53
Ametek
AME
$54.5B
$1.12M 0.17%
+23,100
New +$1.09M
FLR icon
54
Fluor
FLR
$7.51B
$1.11M 0.17%
+21,100
New +$1.1M
CRI icon
55
Carter's
CRI
$1.23B
$1.09M 0.17%
+12,600
New +$1.13M
VISN
56
Vistance Networks Inc
VISN
$1.48B
$1.09M 0.17%
+29,200
New +$995K
DCI icon
57
Donaldson
DCI
$10.6B
$1.09M 0.17%
25,800
+10,800
+72% +$428K
ODFL icon
58
Old Dominion Freight Line
ODFL
$38.5B
$1.06M 0.16%
+37,200
New +$997K
LULU icon
59
lululemon athletica
LULU
$11.1B
$1.05M 0.16%
+16,200
New +$966K
SPLS
60
DELISTED
Staples Inc
SPLS
$1.05M 0.16%
+116,400
New +$1.01M
OZK icon
61
Bank OZK
OZK
$5.5B
$1.04M 0.16%
19,800
+7,300
+58% +$325K
BG icon
62
Bunge Global
BG
$22.8B
$1.03M 0.16%
+14,300
New +$953K
NKE icon
63
Nike
NKE
$57B
$1.03M 0.16%
20,300
+6,800
+50% +$349K
DFS
64
DELISTED
Discover Financial Services
DFS
$1.03M 0.16%
+14,300
New +$909K
COST icon
65
Costco
COST
$406B
$1.02M 0.16%
6,400
+2,600
+68% +$397K
UBS icon
66
UBS Group
UBS
$170B
$1.02M 0.16%
+65,100
New +$981K
HR icon
67
Healthcare Realty
HR
$6.55B
$1.01M 0.15%
+34,800
New +$1.02M
LEN icon
68
Lennar Class A
LEN
$20.1B
$1.01M 0.15%
+24,793
New +$1M
UNVR
69
DELISTED
Univar Solutions Inc.
UNVR
$1.01M 0.15%
+35,700
New +$862K
SBAC icon
70
SBA Communications
SBAC
$20.1B
$1.01M 0.15%
9,800
+900
+10% +$94.8K
BMY icon
71
Bristol-Myers Squibb
BMY
$136B
$1M 0.15%
+17,200
New +$940K
MU icon
72
Micron Technology
MU
$1.15T
$997K 0.15%
45,500
+34,000
+296% +$639K
ZD icon
73
Ziff Davis
ZD
$1.91B
$990K 0.15%
+13,915
New +$885K
SPR
74
DELISTED
Spirit AeroSystems
SPR
$963K 0.15%
+16,500
New +$895K
WHR icon
75
Whirlpool
WHR
$2.56B
$963K 0.15%
+5,300
New +$878K
1 2
3
4 5

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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 withdrew a net $83.4M in Q4 2016, closing 463 positions and reducing 96 holdings. Its most notable exit was Henry Schein, an estimated $2.02M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 58% of assets, up from 2.3% a quarter earlier, followed by Financials and Real Estate.

Against the trend, Ellington Management Group opened a new position in Caterpillar worth $7.56M.

  • 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.