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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
GPK icon
151
Graphic Packaging
GPK
$3.26B
$693K 0.11%
55,500
+5,400
+11% +$69.8K
LBTYA icon
152
Liberty Global Class A
LBTYA
$3.28B
$691K 0.11%
+22,600
New +$714K
TFCFA
153
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$687K 0.1%
+24,500
New +$659K
PLD icon
154
Prologis
PLD
$138B
$686K 0.1%
+13,000
New +$661K
VLO icon
155
Valero Energy
VLO
$89.8B
$683K 0.1%
10,000
-12,600
-56% -$775K
ADBE icon
156
Adobe
ADBE
$89.5B
$679K 0.1%
6,600
+2,100
+47% +$222K
MTZ icon
157
MasTec
MTZ
$26.7B
$677K 0.1%
+17,700
New +$600K
AIV
158
Aimco
AIV
$380M
$673K 0.1%
+111,101
New +$634K
WSM icon
159
Williams-Sonoma
WSM
$26.7B
$673K 0.1%
+27,800
New +$709K
KSU
160
DELISTED
Kansas City Southern
KSU
$670K 0.1%
+7,900
New +$696K
MCO icon
161
Moody's
MCO
$82.4B
$669K 0.1%
7,100
+2,500
+54% +$252K
ACM icon
162
Aecom
ACM
$9.07B
$654K 0.1%
+18,000
New +$598K
CONE
163
DELISTED
CyrusOne Inc Common Stock
CONE
$653K 0.1%
+14,600
New +$647K
HSBC icon
164
HSBC
HSBC
$355B
$651K 0.1%
+17,933
New +$636K
PBR.A icon
165
Petrobras Class A
PBR.A
$107B
$650K 0.1%
73,800
-15,700
-18% -$149K
VALE icon
166
Vale
VALE
$62.9B
$648K 0.1%
85,100
– –
ACGL icon
167
Arch Capital
ACGL
$36.1B
$639K 0.1%
+22,200
New +$604K
CY
168
DELISTED
Cypress Semiconductor
CY
$636K 0.1%
+55,600
New +$610K
IPG
169
DELISTED
Interpublic Group of Companies
IPG
$634K 0.1%
+27,100
New +$626K
HUBB icon
170
Hubbell
HUBB
$25.7B
$630K 0.1%
+5,400
New +$593K
AXTA icon
171
Axalta
AXTA
$7.01B
$626K 0.1%
23,000
+9,700
+73% +$255K
BIIB icon
172
Biogen
BIIB
$29.9B
$624K 0.1%
+2,200
New +$652K
V icon
173
Visa
V
$677B
$624K 0.1%
+8,000
New +$643K
YUM icon
174
Yum! Brands
YUM
$41B
$621K 0.09%
9,800
-2,719
-22% -$171K
BERY
175
DELISTED
Berry Global Group, Inc.
BERY
$619K 0.09%
+13,830
New +$592K
5 6
7
8 9

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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.