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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 | |
|---|---|---|---|---|---|---|
|
NXRT
301
NexPoint Residential Trust
NXRT
$665M
| $468K | 0.13% |
+23,800
| New | +$475K |
|
302
Vale
VALE
$62.9B
| $468K | 0.13% |
+85,100
| New | +$467K |
|
303
Ormat Technologies
ORA
$6.11B
| $465K | 0.13% |
+9,600
| New | +$454K |
|
304
TAL Education Group
TAL
$5.71B
| $460K | 0.13% |
+39,000
| New | +$411K |
|
305
Helen of Troy
HELE
$663M
| $457K | 0.13% |
+5,300
| New | +$497K |
|
306
Merck
MRK
$324B
| $456K | 0.13% |
+7,650
| New | +$447K |
|
307
Snap-on
SNA
$20.9B
| $456K | 0.13% |
+3,000
| New | +$464K |
|
|
DCT
308
DELISTED
DCT Industrial Trust Inc.
DCT
| $456K | 0.13% |
+9,400
| New | +$457K |
|
309
Target
TGT
$62.1B
| $453K | 0.12% |
+6,600
| New | +$473K |
|
310
LCI Industries
LCII
$2.51B
| $451K | 0.12% |
4,600
+2,000
| +77% | +$190K |
|
|
ZOES
311
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $450K | 0.12% |
+20,300
| New | +$644K |
|
|
CUK
312
DELISTED
Carnival PLC
CUK
| $447K | 0.12% |
+9,100
| New | +$429K |
|
|
AVP
313
DELISTED
Avon Products, Inc.
AVP
| $447K | 0.12% |
+78,900
| New | +$394K |
|
314
MYR Group
MYRG
$5.9B
| $445K | 0.12% |
+14,800
| New | +$405K |
|
315
Green Plains
GPRE
$1.19B
| $443K | 0.12% |
+16,900
| New | +$395K |
|
|
ALOG
316
DELISTED
Analogic Corp
ALOG
| $443K | 0.12% |
+5,000
| New | +$433K |
|
317
Medifast
MED
$108M
| $442K | 0.12% |
+11,700
| New | +$419K |
|
|
NVO
318
Novo Nordisk
NVO
$216B
| $441K | 0.12% |
+21,200
| New | +$526K |
|
|
BGC
319
DELISTED
General Cable Corporation
BGC
| $440K | 0.12% |
+29,400
| New | +$432K |
|
|
CLCD
320
DELISTED
CoLucid Pharmaceuticals, Inc.
CLCD
| $439K | 0.12% |
+11,500
| New | +$170K |
|
321
Jazz Pharmaceuticals
JAZZ
$15.9B
| $437K | 0.12% |
+3,600
| New | +$485K |
|
322
Performance Food Group
PFGC
$17.5B
| $436K | 0.12% |
+17,600
| New | +$459K |
|
|
IQNT
323
DELISTED
Inteliquent, Inc.
IQNT
| $436K | 0.12% |
+27,000
| New | +$474K |
|
324
Estee Lauder
EL
$29B
| $434K | 0.12% |
4,900
+1,800
| +58% | +$164K |
|
325
Herbalife
HLF
$1.23B
| $434K | 0.12% |
+14,000
| New | +$442K |
|
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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.