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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 | |
|---|---|---|---|---|---|---|
751
Pool Corp
POOL
$6.7B
| – | – |
-15,500
| Closed | -$1.47M |
|
|
PPL
752
PPL Corp
PPL
$27.3B
| – | – |
-28,500
| Closed | -$985K |
|
753
Perdoceo Education
PRDO
$1.9B
| – | – |
-19,100
| Closed | -$130K |
|
754
Prudential Financial
PRU
$41.7B
| – | – |
-10,500
| Closed | -$857K |
|
|
P
755
Everpure Inc
P
$24.8B
| – | – |
-27,400
| Closed | -$371K |
|
756
Patterson-UTI
PTEN
$3.87B
| – | – |
-18,000
| Closed | -$403K |
|
|
757
PVH
PVH
$3.71B
| – | – |
-18,200
| Closed | -$2.01M |
|
758
PayPal
PYPL
$49.5B
| – | – |
-36,100
| Closed | -$1.48M |
|
759
Qualcomm
QCOM
$176B
| – | – |
-21,000
| Closed | -$1.44M |
|
760
Quad
QUAD
$430M
| – | – |
-23,100
| Closed | -$617K |
|
761
uniQure
QURE
$2.68B
| – | – |
-14,100
| Closed | -$108K |
|
762
Ryder
R
$10.3B
| – | – |
-11,800
| Closed | -$778K |
|
763
Royal Gold
RGLD
$17.1B
| – | – |
-5,100
| Closed | -$395K |
|
764
Rio Tinto
RIO
$148B
| – | – |
-28,100
| Closed | -$939K |
|
765
RenaissanceRe
RNR
$13.7B
| – | – |
-4,500
| Closed | -$541K |
|
766
Rogers Corp
ROG
$2.33B
| – | – |
-9,000
| Closed | -$550K |
|
767
Ross Stores
ROST
$76.6B
| – | – |
-22,200
| Closed | -$1.43M |
|
768
RPM International
RPM
$13.7B
| – | – |
-7,000
| Closed | -$376K |
|
769
Red Rock Resorts
RRR
$3.74B
| – | – |
-13,400
| Closed | -$316K |
|
770
Ryanair
RYAAY
$29.5B
| – | – |
-10,500
| Closed | -$315K |
|
771
Rayonier Advanced Materials
RYAM
$565M
| – | – |
-31,400
| Closed | -$420K |
|
772
SAP
SAP
$187B
| – | – |
-6,500
| Closed | -$594K |
|
773
Sabra Healthcare REIT
SBRA
$5.64B
| – | – |
-16,400
| Closed | -$413K |
|
774
SolarEdge
SEDG
$2.59B
| – | – |
-16,100
| Closed | -$277K |
|
|
SGMO
775
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| – | – |
-17,000
| Closed | -$79K |
|
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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.