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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
+12.4%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$363M
AUM Growth
+$291M
(+405%)
Cap. Flow
+$279M
Cap. Flow
% of AUM
76.94%
Top 10 Holdings %
Top 10 Hldgs %
10.92%
Holding
764
New
523
Increased
83
Reduced
17
Closed
139
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.43M |
| 2 |
Conagra Brands
CAG
|
+$3.09M |
| 3 |
NRG Energy
NRG
|
+$2.14M |
| 4 |
Henry Schein
HSIC
|
+$2.1M |
| 5 |
FITB
Fifth Third Bancorp
FITB
|
+$1.88M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Steel Dynamics
STLD
|
+$654K |
| 2 |
JOY
Joy Global Inc
JOY
|
+$564K |
| 3 |
FIT
Fitbit, Inc. Class A common stock
FIT
|
+$486K |
| 4 |
EGL
Engility Holdings, Inc.
EGL
|
+$470K |
| 5 |
Coca-Cola Femsa
KOF
|
+$465K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.2% |
| 2 | Consumer Discretionary | 13.79% |
| 3 | Industrials | 11.11% |
| 4 | Financials | 10.28% |
| 5 | Healthcare | 9.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Veeva Systems
VEEV
$30.3B
| $582K | 0.16% |
14,100
+8,200
| +139% | +$318K |
|
|
BBBY
227
DELISTED
Bed Bath & Beyond Inc
BBBY
| $582K | 0.16% |
+13,500
| New | +$600K |
|
228
Costco
COST
$415B
| $580K | 0.16% |
+3,800
| New | +$614K |
|
|
LVLT
229
DELISTED
Level 3 Communications Inc
LVLT
| $580K | 0.16% |
+12,500
| New | +$632K |
|
230
Equinix
EQIX
$107B
| $576K | 0.16% |
+1,600
| New | +$593K |
|
231
Dycom Industries
DY
$12.9B
| $572K | 0.16% |
+7,000
| New | +$618K |
|
232
Brunswick
BC
$5.19B
| $571K | 0.16% |
+11,700
| New | +$559K |
|
233
Magnite
MGNI
$2.65B
| $570K | 0.16% |
+68,900
| New | +$732K |
|
|
BLUE
234
DELISTED
bluebird bio
BLUE
| $569K | 0.16% |
+648
| New | +$469K |
|
235
First Solar
FSLR
$21.8B
| $569K | 0.16% |
+14,400
| New | +$596K |
|
236
PG&E
PCG
$47.8B
| $569K | 0.16% |
+9,300
| New | +$590K |
|
|
SCHW
237
Charles Schwab
SCHW
$177B
| $565K | 0.16% |
+17,900
| New | +$525K |
|
238
Credicorp
BAP
$30.9B
| $563K | 0.16% |
+3,700
| New | +$583K |
|
239
Unisys
UIS
$227M
| $562K | 0.15% |
57,700
+14,400
| +33% | +$134K |
|
240
Donaldson
DCI
$10.8B
| $560K | 0.15% |
+15,000
| New | +$546K |
|
241
Tyson Foods
TSN
$20.2B
| $560K | 0.15% |
+7,500
| New | +$550K |
|
242
InterDigital
IDCC
$6.68B
| $554K | 0.15% |
+7,000
| New | +$467K |
|
243
Trex
TREX
$4.51B
| $552K | 0.15% |
+37,600
| New | +$524K |
|
244
Check Point Software Technologies
CHKP
$13.3B
| $551K | 0.15% |
+7,100
| New | +$551K |
|
245
Rogers Corp
ROG
$2.33B
| $550K | 0.15% |
+9,000
| New | +$546K |
|
246
Jack Henry & Associates
JKHY
$10.7B
| $548K | 0.15% |
+6,400
| New | +$561K |
|
|
BV
247
DELISTED
Bazaarvoice, Inc.
BV
| $548K | 0.15% |
+92,800
| New | +$410K |
|
248
Kemper
KMPR
$1.7B
| $547K | 0.15% |
+13,900
| New | +$500K |
|
249
Entergy
ETR
$54.1B
| $545K | 0.15% |
+14,200
| New | +$565K |
|
250
WEC Energy
WEC
$37.7B
| $545K | 0.15% |
+9,100
| New | +$568K |
|
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Ellington Management Group's Q3 2016 Portfolio in Review
As of Q3 2016, Ellington Management Group held 764 positions worth $363M, up 405% from $71.8M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Ellington Management Group deployed $279M of net new capital in Q3 2016, opening 523 new positions and adding to 83 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 29,725 shares worth $6.43M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 12% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Engility Holdings, Inc., an estimated $470K trimmed.
- Ellington Management Group's largest Q3 2016 buy was State Street SPDR S&P 500 ETF Trust: 29,725 shares worth $6.43M.
- Ellington Management Group added most to Conagra Brands in Q3 2016, an estimated $3.09M increase.
- Ellington Management Group's biggest Q3 2016 reduction was Engility Holdings, Inc., cutting an estimated $470K.
- Ellington Management Group fully exited Steel Dynamics in Q3 2016, selling an estimated $654K.
- Ellington Management Group's ten largest holdings make up 11% of its $363M portfolio in Q3 2016.
- Ellington Management Group opened 523 new positions and closed 139 in Q3 2016.
- Ellington Management Group's portfolio value rose 405% quarter-over-quarter to $363M.
Based on Ellington Management Group's 13F filing for Q3 2016, filed 14 Nov 2016.