We are live on
!
Find out more
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
(+81%)
Cap. Flow
+$277M
Cap. Flow
% of AUM
42.29%
Top 10 Holdings %
Top 10 Hldgs %
51.45%
Holding
982
New
357
Increased
65
Reduced
96
Closed
463
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$7.39M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$4.37M |
| 3 |
FCE.A
Forest City Realty Trust, Inc.
FCE.A
|
+$2M |
| 4 |
Halliburton
HAL
|
+$1.88M |
| 5 |
Hilton Worldwide
HLT
|
+$1.58M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Conagra Brands
CAG
|
+$3M |
| 2 |
Henry Schein
HSIC
|
+$2.02M |
| 3 |
Molson Coors Class B
TAP
|
+$2.02M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
526
Acacia Research
ACTG
$450M
| – | – |
-79,600
| Closed | -$519K |
|
527
Adeia
ADEA
$2.86B
| – | – |
-71,820
| Closed | -$730K |
|
528
Analog Devices
ADI
$181B
| – | – |
-5,500
| Closed | -$354K |
|
529
Agnico Eagle Mines
AEM
$72.6B
| – | – |
-14,800
| Closed | -$802K |
|
530
AES
AES
$10.6B
| – | – |
-33,600
| Closed | -$432K |
|
531
AGCO
AGCO
$8.78B
| – | – |
-26,000
| Closed | -$1.28M |
|
532
Assured Guaranty
AGO
$3.78B
| – | – |
-9,400
| Closed | -$261K |
|
533
Allegiant Air
ALGT
$2.64B
| – | – |
-2,000
| Closed | -$264K |
|
534
Applied Materials
AMAT
$426B
| – | – |
-19,900
| Closed | -$600K |
|
535
Ambarella
AMBA
$2.99B
| – | – |
-12,600
| Closed | -$927K |
|
536
Amgen
AMGN
$203B
| – | – |
-3,800
| Closed | -$634K |
|
537
ANI Pharmaceuticals
ANIP
$1.77B
| – | – |
-9,800
| Closed | -$650K |
|
538
Alpha and Omega Semiconductor
AOSL
$923M
| – | – |
-9,400
| Closed | -$204K |
|
539
A.O. Smith
AOS
$8.38B
| – | – |
-11,800
| Closed | -$583K |
|
540
APA Corp
APA
$12.8B
| – | – |
-13,200
| Closed | -$843K |
|
541
Amphenol
APH
$188B
| – | – |
-16,800
| Closed | -$273K |
|
542
Accuray
ARAY
$28.4M
| – | – |
-80,500
| Closed | -$513K |
|
|
ARR
543
Armour Residential REIT
ARR
$2.02B
| – | – |
-6,840
| Closed | -$771K |
|
544
Alphatec Holdings
ATEC
$1.27B
| – | – |
-26,900
| Closed | -$253K |
|
545
A10 Networks
ATEN
$2.47B
| – | – |
-31,300
| Closed | -$335K |
|
|
CVSA
546
Covista Inc
CVSA
$3.94B
| – | – |
-17,300
| Closed | -$399K |
|
|
AVDL
547
DELISTED
Avadel Pharmaceuticals
AVDL
| – | – |
-14,800
| Closed | -$184K |
|
548
Avery Dennison
AVY
$12.3B
| – | – |
-7,500
| Closed | -$583K |
|
549
Axos Financial
AX
$5.45B
| – | – |
-15,400
| Closed | -$345K |
|
550
Acuity Brands
AYI
$9.88B
| – | – |
-3,800
| Closed | -$1M |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.