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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 | |
|---|---|---|---|---|---|---|
776
Semtech
SMTC
$11.7B
| – | – |
-11,400
| Closed | -$316K |
|
777
Snap-on
SNA
$20.9B
| – | – |
-3,000
| Closed | -$456K |
|
778
TD Synnex
SNX
$19.4B
| – | – |
-19,200
| Closed | -$1.09M |
|
779
SiriusPoint
SPNT
$2.98B
| – | – |
-17,600
| Closed | -$211K |
|
780
SPS Commerce
SPSC
$2.25B
| – | – |
-7,600
| Closed | -$279K |
|
781
Sportsman's Warehouse
SPWH
$43.7M
| – | – |
-40,600
| Closed | -$427K |
|
|
SRG
782
Seritage Growth Properties
SRG
$130M
| – | – |
-8,500
| Closed | -$431K |
|
783
Sarepta Therapeutics
SRPT
$1.66B
| – | – |
-14,100
| Closed | -$866K |
|
784
Stratasys
SSYS
$697M
| – | – |
-17,400
| Closed | -$419K |
|
785
Stellantis
STLA
$16.5B
| – | – |
-184,636
| Closed | -$1.18M |
|
786
Scorpio Tankers
STNG
$3.96B
| – | – |
-14,530
| Closed | -$673K |
|
787
Strategic Education
STRA
$1.71B
| – | – |
-4,400
| Closed | -$205K |
|
788
State Street
STT
$50.9B
| – | – |
-7,700
| Closed | -$536K |
|
789
Starwood Property Trust
STWD
$6.12B
| – | – |
-21,300
| Closed | -$480K |
|
790
Sun Communities
SUI
$15B
| – | – |
-18,600
| Closed | -$1.46M |
|
791
Sysco
SYY
$39.7B
| – | – |
-5,000
| Closed | -$245K |
|
792
TAL Education Group
TAL
$5.71B
| – | – |
-39,000
| Closed | -$460K |
|
|
793
Molson Coors Class B
TAP
$7.68B
| – | – |
-18,400
| Closed | -$2.02M |
|
794
TransDigm Group
TDG
$69.2B
| – | – |
-2,300
| Closed | -$665K |
|
795
Bio-Techne
TECH
$11.2B
| – | – |
-30,000
| Closed | -$821K |
|
796
Teva Pharmaceuticals
TEVA
$35.9B
| – | – |
-9,400
| Closed | -$432K |
|
797
Terex
TEX
$7.98B
| – | – |
-8,400
| Closed | -$213K |
|
798
Target
TGT
$62.1B
| – | – |
-6,600
| Closed | -$453K |
|
799
Thor Industries
THO
$3.99B
| – | – |
-15,400
| Closed | -$1.3M |
|
800
Interface
TILE
$1.91B
| – | – |
-12,500
| Closed | -$209K |
|
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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.