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
Cap. Flow
+$277M
Cap. Flow %
42.29%
Top 10 Hldgs %
51.45%
Holding
982
New
357
Increased
65
Reduced
96
Closed
463

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$7.39M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$4.37M
3
FCE.A
Forest City Realty Trust, Inc.
FCE.A
+$2M
4
HAL icon
Halliburton
HAL
+$1.88M
5
HLT icon
Hilton Worldwide
HLT
+$1.58M

Top Sells

Rank Stock Value
1
CAG icon
Conagra Brands
CAG
+$3M
2
HSIC icon
Henry Schein
HSIC
+$2.02M
3
TAP icon
Molson Coors Class B
TAP
+$2.02M
4
PVH icon
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
VVC
376
DELISTED
Vectren Corporation
VVC
$250K 0.04%
+4,800
New +$238K
MANH icon
377
Manhattan Associates
MANH
$8.97B
$249K 0.04%
4,700
+1,100
+31% +$58.7K
OUT icon
378
Outfront Media
OUT
$5.64B
$249K 0.04%
+10,160
New +$233K
VSH icon
379
Vishay Intertechnology
VSH
$5.86B
$249K 0.04%
+15,400
New +$229K
REI icon
380
Ring Energy
REI
$322M
$244K 0.04%
+18,800
New +$218K
CMD
381
DELISTED
Cantel Medical Corporation
CMD
$244K 0.04%
+3,100
New +$241K
RRGB icon
382
Red Robin
RRGB
$134M
$243K 0.04%
+4,300
New +$215K
IMPV
383
DELISTED
Imperva, Inc.
IMPV
$242K 0.04%
+6,300
New +$256K
NICE icon
384
Nice
NICE
$5.29B
$241K 0.04%
3,500
-8,700
-71% -$581K
TEN
385
Tsakos Energy Navigation Ltd
TEN
$1.19B
$238K 0.04%
+10,160
New +$239K
GRA
386
DELISTED
W.R. Grace & Co.
GRA
$237K 0.04%
+3,500
New +$239K
KHC icon
387
Kraft Heinz
KHC
$30.4B
$236K 0.04%
+2,700
New +$231K
PLAY icon
388
Dave & Buster's
PLAY
$343M
$236K 0.04%
4,200
-1,300
-24% -$60.4K
DST
389
DELISTED
DST Systems Inc.
DST
$236K 0.04%
+4,400
New +$232K
IDXX icon
390
Idexx Laboratories
IDXX
$42.9B
$235K 0.04%
2,000
-1,700
-46% -$194K
MRC
391
DELISTED
MRC Global
MRC
$235K 0.04%
11,600
-18,300
-61% -$333K
OMF icon
392
OneMain Financial
OMF
$6.9B
$235K 0.04%
+10,600
New +$260K
CWEN.A
393
DELISTED
Clearway Energy Class A
CWEN.A
$233K 0.04%
15,200
+900
+6% +$13.5K
DK icon
394
Delek US
DK
$3.87B
$233K 0.04%
+9,700
New +$190K
ITW icon
395
Illinois Tool Works
ITW
$81.4B
$233K 0.04%
+1,900
New +$230K
FANG icon
396
Diamondback Energy
FANG
$57.6B
$232K 0.04%
+2,300
New +$230K
WPP icon
397
WPP
WPP
$4.04B
$232K 0.04%
+2,100
New +$227K
RGC
398
DELISTED
Regal Entertainment Group
RGC
$231K 0.04%
+11,200
New +$249K
GATX icon
399
GATX Corp
GATX
$6.55B
$228K 0.03%
+3,700
New +$192K
SSNI
400
DELISTED
Silver Spring Networks, Inc.
SSNI
$228K 0.03%
17,100
+3,800
+29% +$52.5K
14 15
16
17 18

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.