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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
(+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 | |
|---|---|---|---|---|---|---|
576
CME Group
CME
$92.2B
| – | – |
-7,800
| Closed | -$815K |
|
577
Cummins
CMI
$91.7B
| – | – |
-8,300
| Closed | -$1.06M |
|
578
CenterPoint Energy
CNP
$29.1B
| – | – |
-22,700
| Closed | -$527K |
|
579
Corcept Therapeutics
CORT
$10.2B
| – | – |
-25,800
| Closed | -$168K |
|
580
Chesapeake Utilities
CPK
$3.26B
| – | – |
-4,900
| Closed | -$299K |
|
581
Crocs
CROX
$6.69B
| – | – |
-78,300
| Closed | -$650K |
|
582
Criteo
CRTO
$1.03B
| – | – |
-7,700
| Closed | -$270K |
|
583
Carlisle Companies
CSL
$13.6B
| – | – |
-4,700
| Closed | -$482K |
|
584
Cintas
CTAS
$82.4B
| – | – |
-7,200
| Closed | -$203K |
|
|
CTRA
585
DELISTED
Coterra Energy
CTRA
| – | – |
-57,300
| Closed | -$1.48M |
|
|
CUK
586
DELISTED
Carnival PLC
CUK
| – | – |
-9,100
| Closed | -$447K |
|
587
CVB Financial
CVBF
$3.98B
| – | – |
-43,600
| Closed | -$768K |
|
588
Curtiss-Wright
CW
$27.7B
| – | – |
-9,000
| Closed | -$820K |
|
589
Cytokinetics
CYTK
$11B
| – | – |
-10,000
| Closed | -$92K |
|
590
Darling Ingredients
DAR
$9.93B
| – | – |
-12,900
| Closed | -$174K |
|
591
Deutsche Bank
DB
$66.3B
| – | – |
-58,352
| Closed | -$682K |
|
592
3D Systems Corp
DDD
$420M
| – | – |
-21,800
| Closed | -$391K |
|
593
Dillards
DDS
$8.87B
| – | – |
-3,600
| Closed | -$227K |
|
594
Diageo
DEO
$46.2B
| – | – |
-8,300
| Closed | -$963K |
|
595
DHI Group
DHX
$166M
| – | – |
-13,400
| Closed | -$106K |
|
596
Dick's Sporting Goods
DKS
$18.4B
| – | – |
-12,100
| Closed | -$686K |
|
597
Darden Restaurants
DRI
$22.5B
| – | – |
-6,300
| Closed | -$386K |
|
598
Dycom Industries
DY
$12.9B
| – | – |
-7,000
| Closed | -$572K |
|
599
Encore Capital Group
ECPG
$1.93B
| – | – |
-11,000
| Closed | -$247K |
|
600
Consolidated Edison
ED
$41.6B
| – | – |
-17,500
| Closed | -$1.32M |
|
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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.