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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 | |
|---|---|---|---|---|---|---|
801
Timken Company
TKR
$9.82B
| – | – |
-7,800
| Closed | -$274K |
|
802
T-Mobile US
TMUS
$193B
| – | – |
-15,800
| Closed | -$738K |
|
803
Tapestry
TPR
$28.8B
| – | – |
-31,600
| Closed | -$1.16M |
|
804
Tempest Therapeutics
TPST
$14.8M
| – | – |
-6
| Closed | -$125K |
|
805
Trex
TREX
$4.51B
| – | – |
-37,600
| Closed | -$552K |
|
806
Targa Resources
TRGP
$60.4B
| – | – |
-12,600
| Closed | -$619K |
|
807
TripAdvisor
TRIP
$1.59B
| – | – |
-3,800
| Closed | -$240K |
|
808
Trimble
TRMB
$12.3B
| – | – |
-34,000
| Closed | -$971K |
|
809
TransUnion
TRU
$14.8B
| – | – |
-9,400
| Closed | -$324K |
|
|
TSE
810
DELISTED
Trinseo
TSE
| – | – |
-7,600
| Closed | -$430K |
|
811
Tower Semiconductor
TSEM
$26.4B
| – | – |
-12,800
| Closed | -$194K |
|
812
Televisa
TV
$1.45B
| – | – |
-16,200
| Closed | -$416K |
|
813
Travere Therapeutics
TVTX
$5.33B
| – | – |
-15,500
| Closed | -$347K |
|
814
Ternium
TX
$9.29B
| – | – |
-17,800
| Closed | -$349K |
|
815
Texas Instruments
TXN
$255B
| – | – |
-16,800
| Closed | -$1.18M |
|
816
Under Armour
UAA
$3B
| – | – |
-16,900
| Closed | -$654K |
|
817
United Airlines
UAL
$38.4B
| – | – |
-31,400
| Closed | -$1.65M |
|
818
United Natural Foods
UNFI
$3.01B
| – | – |
-19,700
| Closed | -$789K |
|
819
Union Pacific
UNP
$183B
| – | – |
-7,300
| Closed | -$712K |
|
820
Upbound Group
UPBD
$1.19B
| – | – |
-66,900
| Closed | -$846K |
|
821
Universal Insurance Holdings
UVE
$1.16B
| – | – |
-14,900
| Closed | -$375K |
|
822
VEON
VEON
$3.53B
| – | – |
-820
| Closed | -$71K |
|
823
VF Corp
VFC
$6.68B
| – | – |
-5,629
| Closed | -$297K |
|
|
VRE
824
DELISTED
Veris Residential
VRE
| – | – |
-9,100
| Closed | -$248K |
|
825
VeriSign
VRSN
$25.3B
| – | – |
-9,000
| Closed | -$704K |
|
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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.