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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
SCG
926
DELISTED
Scana
SCG
– –
-24,600
Closed -$1.78M
EOCC
927
DELISTED
Enel Generacion Chile S.A.
EOCC
– –
-18,100
Closed -$359K
XOXO
928
DELISTED
Xo Group Inc
XOXO
– –
-12,500
Closed -$242K
AFSI
929
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-29,700
Closed -$797K
ZOES
930
DELISTED
Zoe's Kitchen, Inc.
ZOES
– –
-20,300
Closed -$450K
SIGM
931
DELISTED
Sigma Designs Inc
SIGM
– –
-52,945
Closed -$412K
RSPP
932
DELISTED
RSP Permian, Inc.
RSPP
– –
-18,900
Closed -$733K
KND
933
DELISTED
Kindred Healthcare
KND
– –
-48,000
Closed -$491K
ALOG
934
DELISTED
Analogic Corp
ALOG
– –
-5,000
Closed -$443K
FINL
935
DELISTED
Finish Line
FINL
– –
-65,100
Closed -$1.5M
BGC
936
DELISTED
General Cable Corporation
BGC
– –
-29,400
Closed -$440K
BBG
937
DELISTED
Bill Barrett Corp
BBG
– –
-27,100
Closed -$151K
OME
938
DELISTED
Omega Protein
OME
– –
-16,600
Closed -$388K
BRCD
939
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-15,400
Closed -$142K
LVLT
940
DELISTED
Level 3 Communications Inc
LVLT
– –
-12,500
Closed -$580K
ATW
941
DELISTED
Atwood Oceanics
ATW
– –
-27,700
Closed -$241K
WBMD
942
DELISTED
WebMD Health Corp.
WBMD
– –
-4,900
Closed -$244K
MBLY
943
DELISTED
Mobileye N.V.
MBLY
– –
-19,100
Closed -$813K
RAI
944
DELISTED
Reynolds American Inc
RAI
– –
-21,000
Closed -$990K
PNRA
945
DELISTED
Panera Bread Co
PNRA
– –
-3,000
Closed -$584K
KATE
946
DELISTED
Kate Spade & Company
KATE
– –
-13,100
Closed -$224K
BHI
947
DELISTED
Baker Hughes
BHI
– –
-35,400
Closed -$1.79M
ALJ
948
DELISTED
Alon USA Energy Inc
ALJ
– –
-24,000
Closed -$193K
JNS
949
DELISTED
Janus Capital Group Inc
JNS
– –
-12,800
Closed -$179K
UTEK
950
DELISTED
Ultratech Inc.
UTEK
– –
-10,600
Closed -$245K
36 37
38
39 40

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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.