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 | |
|---|---|---|---|---|---|---|
|
JWN
676
DELISTED
Nordstrom
JWN
| – | – |
-18,600
| Closed | -$965K |
|
|
K
677
DELISTED
Kellanova
K
| – | – |
-4,260
| Closed | -$310K |
|
678
KB Home
KBH
$3.48B
| – | – |
-11,300
| Closed | -$182K |
|
679
Keurig Dr Pepper
KDP
$40.4B
| – | – |
-6,900
| Closed | -$630K |
|
680
Kemper
KMPR
$1.7B
| – | – |
-13,900
| Closed | -$547K |
|
681
Kohl's
KSS
$2.03B
| – | – |
-35,900
| Closed | -$1.57M |
|
682
KT
KT
$8.84B
| – | – |
-40,800
| Closed | -$655K |
|
683
Kratos Defense & Security Solutions
KTOS
$8.88B
| – | – |
-15,000
| Closed | -$103K |
|
684
Lamar Advertising Co
LAMR
$16.2B
| – | – |
-11,300
| Closed | -$738K |
|
685
Liberty Broadband Class C
LBRDK
$4.15B
| – | – |
-8,800
| Closed | -$629K |
|
686
Liberty Global Class C
LBTYK
$3.27B
| – | – |
-14,300
| Closed | -$472K |
|
687
LCI Industries
LCII
$2.51B
| – | – |
-4,600
| Closed | -$451K |
|
688
Ligand Pharmaceuticals
LGND
$6.02B
| – | – |
-3,206
| Closed | -$204K |
|
689
L3Harris
LHX
$55.9B
| – | – |
-6,600
| Closed | -$605K |
|
690
Lennox International
LII
$18.8B
| – | – |
-5,400
| Closed | -$848K |
|
691
Lakeland Financial Corp
LKFN
$1.52B
| – | – |
-6,300
| Closed | -$223K |
|
692
Eli Lilly
LLY
$1.07T
| – | – |
-10,100
| Closed | -$811K |
|
693
Lantheus
LNTH
$6.82B
| – | – |
-57,500
| Closed | -$476K |
|
694
LivePerson
LPSN
$18.9M
| – | – |
-713
| Closed | -$90K |
|
695
Louisiana-Pacific
LPX
$5.2B
| – | – |
-20,000
| Closed | -$377K |
|
696
Las Vegas Sands
LVS
$30.5B
| – | – |
-22,800
| Closed | -$1.31M |
|
697
Macy's
M
$6.15B
| – | – |
-13,800
| Closed | -$511K |
|
698
Marriott International
MAR
$98.7B
| – | – |
-21,400
| Closed | -$1.44M |
|
|
MASI
699
DELISTED
Masimo
MASI
| – | – |
-8,200
| Closed | -$488K |
|
700
Mattel
MAT
$4.17B
| – | – |
-57,100
| Closed | -$1.73M |
|
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.