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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 | |
|---|---|---|---|---|---|---|
376
Axalta
AXTA
$7.01B
| $376K | 0.1% |
+13,300
| New | +$372K |
|
377
RPM International
RPM
$13.7B
| $376K | 0.1% |
+7,000
| New | +$371K |
|
378
Jabil
JBL
$32.8B
| $375K | 0.1% |
+17,200
| New | +$358K |
|
379
Universal Insurance Holdings
UVE
$1.16B
| $375K | 0.1% |
+14,900
| New | +$334K |
|
|
WBC
380
DELISTED
WABCO HOLDINGS INC.
WBC
| $375K | 0.1% |
3,300
+1,100
| +50% | +$112K |
|
|
SKX
381
DELISTED
Skechers
SKX
| $373K | 0.1% |
+16,300
| New | +$415K |
|
|
P
382
Everpure Inc
P
$24.8B
| $371K | 0.1% |
+27,400
| New | +$342K |
|
383
NMI Holdings
NMIH
$3.25B
| $370K | 0.1% |
+48,600
| New | +$340K |
|
|
AKS
384
DELISTED
AK Steel Holding Corp
AKS
| $369K | 0.1% |
76,400
+17,300
| +29% | +$87.8K |
|
385
CEVA Inc
CEVA
$1.01B
| $365K | 0.1% |
+10,400
| New | +$322K |
|
|
KDNY
386
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
| $364K | 0.1% |
+5,857
| New | +$414K |
|
387
BBVA Argentina
BBAR
$3.85B
| $362K | 0.1% |
+18,200
| New | +$366K |
|
|
RTEC
388
DELISTED
Rudolph Technologies Inc
RTEC
| $362K | 0.1% |
+20,400
| New | +$346K |
|
389
Teradyne
TER
$54.8B
| $360K | 0.1% |
+16,700
| New | +$345K |
|
|
EOCC
390
DELISTED
Enel Generacion Chile S.A.
EOCC
| $359K | 0.1% |
+18,100
| New | +$443K |
|
|
MSGN
391
DELISTED
MSG Networks Inc.
MSGN
| $357K | 0.1% |
+19,200
| New | +$325K |
|
|
HA
392
DELISTED
Hawaiian Holdings, Inc.
HA
| $355K | 0.1% |
7,300
-1,300
| -15% | -$59K |
|
393
Analog Devices
ADI
$181B
| $354K | 0.1% |
+5,500
| New | +$341K |
|
|
P
394
DELISTED
Pandora Media Inc
P
| $353K | 0.1% |
+24,600
| New | +$332K |
|
|
CERN
395
DELISTED
Cerner Corp
CERN
| $352K | 0.1% |
+5,700
| New | +$360K |
|
|
CPL
396
DELISTED
CPFL Energia S.A.
CPL
| $351K | 0.1% |
+23,700
| New | +$337K |
|
397
Ternium
TX
$9.29B
| $349K | 0.1% |
17,800
-1,300
| -7% | -$27K |
|
398
News Corp Class B
NWS
$16.4B
| $347K | 0.1% |
+24,400
| New | +$332K |
|
399
Travere Therapeutics
TVTX
$5.33B
| $347K | 0.1% |
+15,500
| New | +$295K |
|
400
Axos Financial
AX
$5.45B
| $345K | 0.1% |
15,400
+5,100
| +50% | +$99K |
|
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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.