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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 | |
|---|---|---|---|---|---|---|
|
HES
276
DELISTED
Hess
HES
| $504K | 0.14% |
+9,400
| New | +$504K |
|
277
Exelon
EXC
$48.6B
| $503K | 0.14% |
+21,170
| New | +$532K |
|
|
MNK
278
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $502K | 0.14% |
+7,200
| New | +$521K |
|
279
Moody's
MCO
$81.7B
| $498K | 0.14% |
+4,600
| New | +$484K |
|
280
Paychex
PAYX
$40.4B
| $498K | 0.14% |
+8,600
| New | +$516K |
|
281
FIVE9
FIVN
$1.77B
| $495K | 0.14% |
31,600
+15,900
| +101% | +$217K |
|
282
Ingredion
INGR
$6.38B
| $492K | 0.14% |
+3,700
| New | +$494K |
|
|
TTM
283
DELISTED
Tata Motors Limited
TTM
| $492K | 0.14% |
+12,300
| New | +$477K |
|
|
MRC
284
DELISTED
MRC Global
MRC
| $491K | 0.14% |
29,900
+14,900
| +99% | +$214K |
|
|
KND
285
DELISTED
Kindred Healthcare
KND
| $491K | 0.14% |
+48,000
| New | +$533K |
|
286
FirstEnergy
FE
$28.9B
| $490K | 0.14% |
+14,800
| New | +$503K |
|
|
CAVM
287
DELISTED
Cavium, Inc.
CAVM
| $489K | 0.13% |
+8,400
| New | +$421K |
|
288
Adobe
ADBE
$89.5B
| $488K | 0.13% |
+4,500
| New | +$452K |
|
|
MASI
289
DELISTED
Masimo
MASI
| $488K | 0.13% |
+8,200
| New | +$463K |
|
290
HCA Healthcare
HCA
$84.8B
| $484K | 0.13% |
+6,400
| New | +$490K |
|
291
Carlisle Companies
CSL
$13.6B
| $482K | 0.13% |
+4,700
| New | +$491K |
|
292
Galicia Financial Group
GGAL
$7.92B
| $482K | 0.13% |
+15,500
| New | +$466K |
|
293
Bank OZK
OZK
$5.49B
| $480K | 0.13% |
+12,500
| New | +$474K |
|
294
Starwood Property Trust
STWD
$6.12B
| $480K | 0.13% |
+21,300
| New | +$471K |
|
295
TTM Technologies
TTMI
$13.6B
| $480K | 0.13% |
+41,900
| New | +$414K |
|
296
Ezcorp Inc
EZPW
$1.82B
| $479K | 0.13% |
43,300
+11,500
| +36% | +$111K |
|
|
B
297
DELISTED
Barnes Group Inc.
B
| $478K | 0.13% |
+11,800
| New | +$458K |
|
298
Lantheus
LNTH
$6.82B
| $476K | 0.13% |
+57,500
| New | +$381K |
|
299
Liberty Global Class C
LBTYK
$3.27B
| $472K | 0.13% |
+14,300
| New | +$441K |
|
300
Fidelity National Information Services
FIS
$21.5B
| $470K | 0.13% |
+6,100
| New | +$477K |
|
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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.