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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
EWZ icon
1
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$65.3M 9.96%
+1,958,900
New +$67.3M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$55.9M 8.52%
+250,000
New +$54.6M
CAT icon
3
CALL
Caterpillar
CAT
$409B
$33.4M 5.09%
+360,000
New +$32.6M
CAT icon
4
PUT
Caterpillar
CAT
$409B
$33.4M 5.09%
+360,000
New +$32.6M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$31.4M 4.79%
+896,600
New +$32.3M
HAL icon
6
CALL
Halliburton
HAL
$27.9B
$27M 4.13%
+500,000
New +$24.9M
HAL icon
7
PUT
Halliburton
HAL
$27.9B
$27M 4.13%
+500,000
New +$24.9M
TLT icon
8
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$23.8M 3.63%
+200,000
New +$25M
SPY icon
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$22.4M 3.41%
+100,000
New +$21.8M
CVX icon
10
CALL
Chevron
CVX
$388B
$17.7M 2.69%
+150,000
New +$16.3M
CVX icon
11
PUT
Chevron
CVX
$388B
$17.7M 2.69%
+150,000
New +$16.3M
EFC
12
Ellington Financial
EFC
$1.68B
$16.2M 2.47%
1,044,492
+65,879
+7% +$1.05M
CAT icon
13
Caterpillar
CAT
$409B
$7.56M 1.15%
+81,494
New +$7.39M
SPY icon
14
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$7.23M 1.1%
32,348
+2,623
+9% +$573K
FXI icon
15
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$6.94M 1.06%
+200,000
New +$7.36M
HYG icon
16
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$4.4M 0.67%
+50,789
New +$4.37M
HTZ
17
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$3.23M 0.49%
+172,650
New +$4.32M
FCE.A
18
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$2.05M 0.31%
+98,500
New +$2M
HAL icon
19
Halliburton
HAL
$27.9B
$2.03M 0.31%
+37,609
New +$1.88M
FFIV icon
20
F5
FFIV
$22.1B
$1.84M 0.28%
12,700
+1,600
+14% +$217K
HLT icon
21
Hilton Worldwide
HLT
$74B
$1.76M 0.27%
+21,533
New +$1.58M
SMG icon
22
ScottsMiracle-Gro
SMG
$4.03B
$1.63M 0.25%
17,100
+6,200
+57% +$556K
CVX icon
23
Chevron
CVX
$388B
$1.62M 0.25%
+13,800
New +$1.5M
CX icon
24
Cemex
CX
$17.4B
$1.61M 0.25%
208,520
+186,160
+833% +$1.48M
ALL icon
25
Allstate
ALL
$66.9B
$1.53M 0.23%
+20,700
New +$1.46M
1
2 3 4 5

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APA
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NIA
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HFA
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AWA
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PPSG
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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.