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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 | |
|---|---|---|---|---|---|---|
326
AES
AES
$10.6B
| $432K | 0.12% |
+33,600
| New | +$419K |
|
327
Jack in the Box
JACK
$278M
| $432K | 0.12% |
+4,500
| New | +$427K |
|
328
Teva Pharmaceuticals
TEVA
$35.9B
| $432K | 0.12% |
+9,400
| New | +$490K |
|
|
SRG
329
Seritage Growth Properties
SRG
$130M
| $431K | 0.12% |
+8,500
| New | +$411K |
|
|
TSE
330
DELISTED
Trinseo
TSE
| $430K | 0.12% |
+7,600
| New | +$403K |
|
331
Weyerhaeuser
WY
$17.3B
| $428K | 0.12% |
+13,400
| New | +$424K |
|
332
Sportsman's Warehouse
SPWH
$43.7M
| $427K | 0.12% |
+40,600
| New | +$409K |
|
333
Central Garden & Pet Co
CENT
$2.74B
| $426K | 0.12% |
+20,500
| New | +$413K |
|
|
TIER
334
DELISTED
TIER REIT, Inc.
TIER
| $426K | 0.12% |
+27,600
| New | +$452K |
|
335
Gartner
IT
$9.41B
| $425K | 0.12% |
+4,800
| New | +$450K |
|
|
PGNX
336
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $425K | 0.12% |
+67,200
| New | +$406K |
|
337
Viavi Solutions
VIAV
$9.75B
| $421K | 0.12% |
+57,000
| New | +$418K |
|
338
Mettler-Toledo International
MTD
$26.8B
| $420K | 0.12% |
+1,000
| New | +$397K |
|
339
Rayonier Advanced Materials
RYAM
$565M
| $420K | 0.12% |
31,400
+13,000
| +71% | +$168K |
|
|
RDC
340
DELISTED
Rowan Companies Plc
RDC
| $420K | 0.12% |
+27,700
| New | +$406K |
|
341
Stratasys
SSYS
$697M
| $419K | 0.12% |
17,400
+3,900
| +29% | +$85K |
|
342
Marathon Petroleum
MPC
$90.3B
| $418K | 0.12% |
+10,300
| New | +$418K |
|
343
Idexx Laboratories
IDXX
$42.9B
| $417K | 0.11% |
+3,700
| New | +$390K |
|
344
Televisa
TV
$1.45B
| $416K | 0.11% |
+16,200
| New | +$428K |
|
345
Sabra Healthcare REIT
SBRA
$5.64B
| $413K | 0.11% |
+16,400
| New | +$393K |
|
|
SIGM
346
DELISTED
Sigma Designs Inc
SIGM
| $412K | 0.11% |
+52,945
| New | +$384K |
|
347
Piper Sandler
PIPR
$5.14B
| $411K | 0.11% |
+34,000
| New | +$370K |
|
348
Insight Enterprises
NSIT
$3.55B
| $410K | 0.11% |
+12,600
| New | +$370K |
|
349
Bread Financial
BFH
$4.21B
| $408K | 0.11% |
+2,381
| New | +$405K |
|
|
DRE
350
DELISTED
Duke Realty Corp.
DRE
| $407K | 0.11% |
+14,900
| New | +$411K |
|
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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.