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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
AVX
901
DELISTED
AVX Corporation
AVX
– –
-17,800
Closed -$245K
HABT
902
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-10,100
Closed -$141K
AKS
903
DELISTED
AK Steel Holding Corp
AKS
– –
-76,400
Closed -$369K
FOMX
904
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-18,300
Closed -$169K
DPLO
905
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-10,300
Closed -$289K
ACHN
906
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-37,000
Closed -$300K
CPL
907
DELISTED
CPFL Energia S.A.
CPL
– –
-23,700
Closed -$351K
ASNA
908
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-2,200
Closed -$246K
NCI
909
DELISTED
Navigant Consulting, Inc.
NCI
– –
-10,200
Closed -$206K
PCMI
910
DELISTED
PCM, Inc
PCMI
– –
-12,300
Closed -$265K
APC
911
DELISTED
Anadarko Petroleum
APC
– –
-23,400
Closed -$1.48M
ARRY
912
DELISTED
Array Biopharma Inc
ARRY
– –
-25,000
Closed -$169K
PETX
913
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-19,300
Closed -$181K
BRSS
914
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
– –
-7,800
Closed -$225K
HF
915
DELISTED
HFF Inc.
HF
– –
-22,400
Closed -$620K
LLL
916
DELISTED
L3 Technologies, Inc.
LLL
– –
-4,500
Closed -$678K
SFS
917
DELISTED
Smart & Final Stores, Inc.
SFS
– –
-17,300
Closed -$221K
TIER
918
DELISTED
TIER REIT, Inc.
TIER
– –
-27,600
Closed -$426K
GNCA
919
DELISTED
Genocea Biosciences, Inc.
GNCA
– –
-4,880
Closed -$200K
USG
920
DELISTED
Usg
USG
– –
-31,000
Closed -$801K
ELLI
921
DELISTED
Ellie Mae Inc
ELLI
– –
-8,100
Closed -$853K
RDC
922
DELISTED
Rowan Companies Plc
RDC
– –
-27,700
Closed -$420K
SPA
923
DELISTED
Sparton
SPA
– –
-12,500
Closed -$328K
SN
924
DELISTED
Sanchez Energy Corporation
SN
– –
-10,600
Closed -$94K
P
925
DELISTED
Pandora Media Inc
P
– –
-24,600
Closed -$353K
35 36
37
38 39

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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.