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
MIME
876
DELISTED
Mimecast Limited
MIME
– –
-13,600
Closed -$260K
FLOW
877
DELISTED
SPX FLOW, Inc.
FLOW
– –
-10,300
Closed -$318K
INFO
878
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-27,300
Closed -$1.02M
VCRA
879
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
– –
-12,400
Closed -$210K
SC
880
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-42,900
Closed -$522K
RDS.A
881
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-11,800
Closed -$591K
COR
882
DELISTED
Coresite Realty Corporation
COR
– –
-4,000
Closed -$296K
ADXS
883
DELISTED
Advaxis Inc
ADXS
– –
-1,260
Closed -$202K
CUB
884
DELISTED
Cubic Corporation
CUB
– –
-4,500
Closed -$211K
HMSY
885
DELISTED
HMS Holdings Corp.
HMSY
– –
-39,700
Closed -$880K
SINA
886
DELISTED
Sina Corp
SINA
– –
-15,500
Closed -$1.14M
ANH
887
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-32,500
Closed -$160K
EIGI
888
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-19,800
Closed -$173K
TIF
889
DELISTED
Tiffany & Co.
TIF
– –
-17,900
Closed -$1.3M
NGHC
890
DELISTED
National General Holdings Corp
NGHC
– –
-15,000
Closed -$334K
FRAN
891
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-4,083
Closed -$756K
INWK
892
DELISTED
InnerWorkings, Inc.
INWK
– –
-131,500
Closed -$1.24M
BREW
893
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-13,300
Closed -$250K
NE
894
DELISTED
Noble Corporation
NE
– –
-120,200
Closed -$762K
TECD
895
DELISTED
Tech Data Corp
TECD
– –
-11,700
Closed -$991K
LTM
896
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-23,100
Closed -$188K
CSFL
897
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-13,400
Closed -$238K
WBC
898
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-3,300
Closed -$375K
AGN
899
DELISTED
Allergan plc
AGN
– –
-2,600
Closed -$599K
OMN
900
DELISTED
OMNOVA Solutions Inc.
OMN
– –
-14,000
Closed -$118K
34 35
36
37 38

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.