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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 | |
|---|---|---|---|---|---|---|
|
MOMO
251
Hello Group
MOMO
$869M
| $542K | 0.15% |
+24,100
| New | +$427K |
|
252
RenaissanceRe
RNR
$13.7B
| $541K | 0.15% |
+4,500
| New | +$530K |
|
253
Huntsman Corp
HUN
$2.24B
| $539K | 0.15% |
+33,100
| New | +$524K |
|
254
JPMorgan Chase
JPM
$939B
| $539K | 0.15% |
+8,100
| New | +$528K |
|
|
CALY
255
Callaway Golf Company
CALY
$3.26B
| $539K | 0.15% |
+46,400
| New | +$517K |
|
|
FCH
256
DELISTED
Felcor Lodging Trust
FCH
| $539K | 0.15% |
83,900
+58,800
| +234% | +$383K |
|
257
State Street
STT
$50.9B
| $536K | 0.15% |
7,700
+3,600
| +88% | +$235K |
|
258
Vail Resorts
MTN
$5.19B
| $533K | 0.15% |
+3,400
| New | +$518K |
|
259
Home Depot
HD
$332B
| $528K | 0.15% |
+4,100
| New | +$546K |
|
260
CenterPoint Energy
CNP
$29.1B
| $527K | 0.15% |
22,700
+12,600
| +125% | +$294K |
|
261
WIX.com
WIX
$2.15B
| $525K | 0.14% |
+12,080
| New | +$460K |
|
|
SC
262
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $522K | 0.14% |
42,900
+18,200
| +74% | +$210K |
|
263
Ambev
ABEV
$47.3B
| $519K | 0.14% |
+85,300
| New | +$510K |
|
264
Acacia Research
ACTG
$450M
| $519K | 0.14% |
79,600
+39,969
| +101% | +$230K |
|
265
Enerpac Tool Group
EPAC
$1.77B
| $518K | 0.14% |
+22,300
| New | +$522K |
|
266
Hartford Financial Services
HIG
$38.5B
| $518K | 0.14% |
+12,100
| New | +$506K |
|
267
The GEO Group
GEO
$4.13B
| $516K | 0.14% |
+32,550
| New | +$614K |
|
268
Pebblebrook Hotel Trust
PEB
$2.16B
| $516K | 0.14% |
+19,400
| New | +$557K |
|
|
ABB
269
DELISTED
ABB Ltd
ABB
| $515K | 0.14% |
+22,900
| New | +$491K |
|
270
Accuray
ARAY
$28.4M
| $513K | 0.14% |
+80,500
| New | +$439K |
|
271
Macy's
M
$6.15B
| $511K | 0.14% |
+13,800
| New | +$500K |
|
|
SAFE
272
Safehold
SAFE
$1.19B
| $511K | 0.14% |
+9,779
| New | +$499K |
|
273
Western Digital
WDC
$179B
| $509K | 0.14% |
+11,510
| New | +$434K |
|
|
HZN
274
DELISTED
Horizon Global Corporation
HZN
| $508K | 0.14% |
+25,500
| New | +$393K |
|
|
NBIS
275
Nebius Group N.V.
NBIS
$47.7B
| $507K | 0.14% |
24,100
+11,000
| +84% | +$239K |
|
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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.