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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 | |
|---|---|---|---|---|---|---|
601
Editas Medicine
EDIT
$399M
| – | – |
-10,757
| Closed | -$145K |
|
602
EastGroup Properties
EGP
$11.5B
| – | – |
-3,300
| Closed | -$243K |
|
603
Estee Lauder
EL
$29B
| – | – |
-4,900
| Closed | -$434K |
|
|
ELME
604
Elme Communities
ELME
$132M
| – | – |
-10,700
| Closed | -$333K |
|
605
EOG Resources
EOG
$78B
| – | – |
-10,100
| Closed | -$977K |
|
606
Enerpac Tool Group
EPAC
$1.77B
| – | – |
-22,300
| Closed | -$518K |
|
607
Equinix
EQIX
$107B
| – | – |
-1,600
| Closed | -$576K |
|
608
Eversource Energy
ES
$28.2B
| – | – |
-17,700
| Closed | -$959K |
|
609
Element Solutions
ESI
$9.12B
| – | – |
-15,900
| Closed | -$129K |
|
610
Entergy
ETR
$54.1B
| – | – |
-14,200
| Closed | -$545K |
|
611
Etsy
ETSY
$7.65B
| – | – |
-10,000
| Closed | -$143K |
|
612
Evolent Health
EVH
$475M
| – | – |
-34,800
| Closed | -$857K |
|
|
EXAS
613
DELISTED
Exact Sciences
EXAS
| – | – |
-40,500
| Closed | -$752K |
|
614
Exelixis
EXEL
$13.9B
| – | – |
-50,000
| Closed | -$640K |
|
615
Extra Space Storage
EXR
$31.2B
| – | – |
-4,900
| Closed | -$389K |
|
616
Ezcorp Inc
EZPW
$1.82B
| – | – |
-43,300
| Closed | -$479K |
|
617
First American
FAF
$7.67B
| – | – |
-17,100
| Closed | -$672K |
|
618
First Bancorp
FBP
$4.4B
| – | – |
-65,000
| Closed | -$338K |
|
|
DMC
619
Del Monte Corp
DMC
$1.35B
| – | – |
-4,400
| Closed | -$264K |
|
620
FirstEnergy
FE
$28.9B
| – | – |
-14,800
| Closed | -$490K |
|
621
Federated Hermes
FHI
$4.4B
| – | – |
-20,600
| Closed | -$610K |
|
|
FISV
622
Fiserv Inc
FISV
$27.2B
| – | – |
-16,200
| Closed | -$806K |
|
623
Fidelity National Information Services
FIS
$21.5B
| – | – |
-6,100
| Closed | -$470K |
|
|
FITB
624
Fifth Third Bancorp
FITB
$52B
| – | – |
-97,600
| Closed | -$2M |
|
625
FIVE9
FIVN
$1.77B
| – | – |
-31,600
| Closed | -$495K |
|
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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.