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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
EGN
76
DELISTED
Energen
EGN
$946K 0.14%
16,400
-100
-0.6% -$5.7K
MA icon
77
Mastercard
MA
$477B
$940K 0.14%
9,100
+1,600
+21% +$166K
AVB icon
78
AvalonBay Communities
AVB
$27.1B
$939K 0.14%
+5,300
New +$893K
LYB icon
79
LyondellBasell Industries
LYB
$19.5B
$935K 0.14%
+10,900
New +$915K
AZN icon
80
AstraZeneca
AZN
$263B
$934K 0.14%
+17,100
New +$971K
ESS icon
81
Essex Property Trust
ESS
$18.9B
$930K 0.14%
+4,000
New +$865K
OSK icon
82
Oshkosh
OSK
$9.67B
$930K 0.14%
14,400
+300
+2% +$18.6K
FDS icon
83
Factset
FDS
$9.05B
$915K 0.14%
+5,600
New +$893K
HIG icon
84
Hartford Financial Services
HIG
$38.5B
$915K 0.14%
19,200
+7,100
+59% +$326K
DXCM icon
85
DexCom
DXCM
$27.6B
$907K 0.14%
60,800
+28,000
+85% +$496K
EXP icon
86
Eagle Materials
EXP
$6.6B
$906K 0.14%
+9,200
New +$826K
JEF icon
87
Jefferies Financial Group
JEF
$12.9B
$900K 0.14%
43,233
-60,995
-59% -$1.14M
STLD icon
88
Steel Dynamics
STLD
$35.6B
$900K 0.14%
+25,300
New +$796K
LKQ icon
89
LKQ Corp
LKQ
$6.58B
$898K 0.14%
29,300
-10,500
-26% -$342K
ALK icon
90
Alaska Air
ALK
$5.15B
$896K 0.14%
+10,100
New +$795K
CS
91
DELISTED
Credit Suisse Group
CS
$896K 0.14%
+62,595
New +$877K
HBI
92
DELISTED
Hanesbrands
HBI
$887K 0.14%
+41,100
New +$982K
CTXS
93
DELISTED
Citrix Systems Inc
CTXS
$884K 0.13%
+12,432
New +$860K
WAB icon
94
Wabtec
WAB
$51.1B
$880K 0.13%
10,600
-4,000
-27% -$330K
MSFT icon
95
Microsoft
MSFT
$2.84T
$876K 0.13%
+14,100
New +$848K
MKC icon
96
McCormick & Company Non-Voting
MKC
$13.4B
$868K 0.13%
+18,600
New +$868K
DHI icon
97
D.R. Horton
DHI
$41.2B
$866K 0.13%
31,700
-17,800
-36% -$509K
DVN icon
98
Devon Energy
DVN
$51.9B
$863K 0.13%
+18,900
New +$835K
STX icon
99
Seagate
STX
$193B
$863K 0.13%
22,600
+7,300
+48% +$272K
VEEV icon
100
Veeva Systems
VEEV
$30.3B
$863K 0.13%
21,200
+7,100
+50% +$290K
2 3
4
5 6

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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.