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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
OSG
851
DELISTED
Overseas Shipholding Group Inc.
OSG
– –
-17,300
Closed -$183K
TAST
852
DELISTED
Carrols Restaurant Group, Inc.
TAST
– –
-10,700
Closed -$141K
PGTI
853
DELISTED
PGT, Inc.
PGTI
– –
-12,300
Closed -$131K
TGH
854
DELISTED
Textainer Group Holdings limited
TGH
– –
-14,600
Closed -$109K
SRC
855
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-10,303
Closed -$616K
CHS
856
DELISTED
Chicos FAS, Inc.
CHS
– –
-20,100
Closed -$239K
VRTV
857
DELISTED
VERITIV CORPORATION
VRTV
– –
-4,500
Closed -$226K
GHL
858
DELISTED
Greenhill & Co., Inc.
GHL
– –
-29,600
Closed -$698K
PACW
859
DELISTED
PacWest Bancorp
PACW
– –
-7,000
Closed -$300K
KDNY
860
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-5,857
Closed -$364K
ABB
861
DELISTED
ABB Ltd
ABB
– –
-22,900
Closed -$515K
BBBY
862
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-13,500
Closed -$582K
SIOX
863
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
– –
-1,675
Closed -$188K
HZN
864
DELISTED
Horizon Global Corporation
HZN
– –
-25,500
Closed -$508K
TTM
865
DELISTED
Tata Motors Limited
TTM
– –
-12,300
Closed -$492K
CLR
866
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-14,100
Closed -$733K
AERI
867
DELISTED
Aerie Pharmaceuticals
AERI
– –
-20,100
Closed -$759K
CYBE
868
DELISTED
Cyberoptics Corp
CYBE
– –
-13,600
Closed -$334K
Y
869
DELISTED
Alleghany Corp
Y
– –
-1,600
Closed -$840K
DRE
870
DELISTED
Duke Realty Corp.
DRE
– –
-14,900
Closed -$407K
NPTN
871
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-13,800
Closed -$225K
MTOR
872
DELISTED
MERITOR, Inc.
MTOR
– –
-24,300
Closed -$270K
MIC
873
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-9,000
Closed -$749K
WMC
874
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-2,050
Closed -$214K
CERN
875
DELISTED
Cerner Corp
CERN
– –
-5,700
Closed -$352K
33 34
35
36 37

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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.