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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
AET
126
DELISTED
Aetna Inc
AET
$781K 0.12%
+6,300
New +$754K
TSM icon
127
TSMC
TSM
$2.09T
$779K 0.12%
+27,100
New +$816K
NUAN
128
DELISTED
Nuance Communications, Inc.
NUAN
$770K 0.12%
+59,714
New +$769K
CBRL icon
129
Cracker Barrel
CBRL
$1.2B
$768K 0.12%
+4,600
New +$695K
HST icon
130
Host Hotels & Resorts
HST
$16.8B
$765K 0.12%
+40,600
New +$686K
BCR
131
DELISTED
CR Bard Inc.
BCR
$764K 0.12%
3,400
-1,000
-23% -$217K
UHS icon
132
Universal Health Services
UHS
$9.43B
$755K 0.12%
7,100
-2,000
-22% -$237K
KMB icon
133
Kimberly-Clark
KMB
$36.4B
$753K 0.11%
+6,600
New +$766K
SBNY
134
DELISTED
Signature Bank
SBNY
$751K 0.11%
5,000
-2,200
-31% -$300K
MHK icon
135
Mohawk Industries
MHK
$6.9B
$739K 0.11%
+3,700
New +$727K
HUN icon
136
Huntsman Corp
HUN
$2.24B
$735K 0.11%
38,500
+5,400
+16% +$98K
BN icon
137
Brookfield
BN
$102B
$733K 0.11%
62,221
-17,657
-22% -$215K
ASH icon
138
Ashland
ASH
$3.04B
$732K 0.11%
+13,695
New +$752K
FMC icon
139
FMC
FMC
$1.42B
$730K 0.11%
+14,874
New +$679K
EQR icon
140
Equity Residential
EQR
$25.4B
$727K 0.11%
11,300
+6,500
+135% +$399K
FNB icon
141
FNB Corp
FNB
$6.78B
$726K 0.11%
+45,300
New +$646K
SKX
142
DELISTED
Skechers
SKX
$720K 0.11%
29,300
+13,000
+80% +$300K
XEC
143
DELISTED
CIMAREX ENERGY CO
XEC
$720K 0.11%
+5,300
New +$710K
MELI icon
144
Mercado Libre
MELI
$91.3B
$718K 0.11%
4,600
-4,300
-48% -$710K
NDAQ icon
145
Nasdaq
NDAQ
$52.1B
$711K 0.11%
+31,800
New +$701K
WFT
146
DELISTED
Weatherford International plc
WFT
$708K 0.11%
+141,900
New +$742K
SWX icon
147
Southwest Gas
SWX
$6.74B
$705K 0.11%
+9,200
New +$664K
MCK icon
148
McKesson
MCK
$98.5B
$702K 0.11%
5,000
+400
+9% +$58.8K
BBL
149
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$698K 0.11%
+22,200
New +$706K
NOV icon
150
NOV
NOV
$7.45B
$696K 0.11%
+18,600
New +$678K
4 5
6
7 8

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APA
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NIA
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HFA
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AWA
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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.