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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 | |
|---|---|---|---|---|---|---|
|
JNPR
176
DELISTED
Juniper Networks
JNPR
| $616K | 0.09% |
21,800
-3,800
| -15% | -$99K |
|
|
REGI
177
DELISTED
Renewable Energy Group, Inc.
REGI
| $614K | 0.09% |
+63,300
| New | +$592K |
|
178
Ciena
CIEN
$55.3B
| $608K | 0.09% |
+24,900
| New | +$544K |
|
|
CELG
179
DELISTED
Celgene Corp
CELG
| $602K | 0.09% |
5,200
-2,000
| -28% | -$223K |
|
180
GSK
GSK
$103B
| $601K | 0.09% |
12,480
+5,360
| +75% | +$265K |
|
181
Evercore
EVR
$13.1B
| $598K | 0.09% |
8,700
-3,500
| -29% | -$215K |
|
182
Commerce Bancshares
CBSH
$8.5B
| $590K | 0.09% |
+15,824
| New | +$534K |
|
|
VMW
183
DELISTED
VMware, Inc
VMW
| $590K | 0.09% |
7,500
-1,100
| -13% | -$85.4K |
|
184
Arrow Electronics
ARW
$10.9B
| $585K | 0.09% |
+8,200
| New | +$542K |
|
185
Papa John's
PZZA
$999M
| $582K | 0.09% |
+6,800
| New | +$564K |
|
186
Emcor
EME
$33.1B
| $580K | 0.09% |
+8,200
| New | +$537K |
|
187
American Homes 4 Rent
AMH
$12B
| $579K | 0.09% |
+27,600
| New | +$572K |
|
|
TLRD
188
DELISTED
Tailored Brands, Inc.
TLRD
| $575K | 0.09% |
22,500
-31,300
| -58% | -$605K |
|
|
WFM
189
DELISTED
Whole Foods Market Inc
WFM
| $572K | 0.09% |
+18,600
| New | +$560K |
|
190
Brunswick
BC
$5.19B
| $562K | 0.09% |
10,300
-1,400
| -12% | -$69.3K |
|
191
ASML
ASML
$675B
| $561K | 0.09% |
5,000
+1,300
| +35% | +$136K |
|
|
EV
192
DELISTED
Eaton Vance Corp.
EV
| $561K | 0.09% |
+13,400
| New | +$527K |
|
|
ANDV
193
DELISTED
Andeavor
ANDV
| $560K | 0.09% |
+6,400
| New | +$543K |
|
|
MXIM
194
DELISTED
Maxim Integrated Products
MXIM
| $559K | 0.09% |
14,500
-8,400
| -37% | -$330K |
|
|
VAR
195
DELISTED
Varian Medical Systems, Inc.
VAR
| $557K | 0.09% |
+7,070
| New | +$572K |
|
|
PF
196
DELISTED
Pinnacle Foods, Inc.
PF
| $556K | 0.08% |
+10,400
| New | +$527K |
|
197
Acadia Pharmaceuticals
ACAD
$4.25B
| $554K | 0.08% |
+19,200
| New | +$508K |
|
198
Lam Research
LRCX
$382B
| $550K | 0.08% |
+52,000
| New | +$528K |
|
199
NextEra Energy
NEE
$187B
| $550K | 0.08% |
+18,400
| New | +$550K |
|
200
Teradata
TDC
$2.68B
| $549K | 0.08% |
+20,200
| New | +$570K |
|
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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.