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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 | |
|---|---|---|---|---|---|---|
401
Iron Mountain
IRM
$38.2B
| $345K | 0.1% |
+9,200
| New | +$355K |
|
|
CBI
402
DELISTED
Chicago Bridge & Iron Nv
CBI
| $342K | 0.09% |
12,200
+3,100
| +34% | +$101K |
|
403
MasterCraft Boat Holdings
MCFT
$588M
| $341K | 0.09% |
29,900
+9,700
| +48% | +$112K |
|
404
Ollie's Bargain Outlet
OLLI
$4.01B
| $341K | 0.09% |
+13,000
| New | +$339K |
|
|
WCG
405
DELISTED
Wellcare Health Plans, Inc.
WCG
| $340K | 0.09% |
+2,900
| New | +$324K |
|
406
First Bancorp
FBP
$4.4B
| $338K | 0.09% |
+65,000
| New | +$301K |
|
407
Norwegian Cruise Line
NCLH
$8.89B
| $336K | 0.09% |
+8,900
| New | +$345K |
|
408
A10 Networks
ATEN
$2.47B
| $335K | 0.09% |
31,300
-2,700
| -8% | -$23.6K |
|
|
CYBE
409
DELISTED
Cyberoptics Corp
CYBE
| $334K | 0.09% |
+13,600
| New | +$262K |
|
|
NGHC
410
DELISTED
National General Holdings Corp
NGHC
| $334K | 0.09% |
+15,000
| New | +$327K |
|
|
ELME
411
Elme Communities
ELME
$132M
| $333K | 0.09% |
+10,700
| New | +$347K |
|
412
Itron
ITRI
$3.73B
| $329K | 0.09% |
+5,900
| New | +$283K |
|
|
SPA
413
DELISTED
Sparton
SPA
| $328K | 0.09% |
+12,500
| New | +$287K |
|
|
BNFT
414
DELISTED
Benefitfocus, Inc.
BNFT
| $327K | 0.09% |
+8,200
| New | +$336K |
|
415
Brady Corp
BRC
$4.45B
| $325K | 0.09% |
+9,400
| New | +$310K |
|
416
Walmart Inc
WMT
$871B
| $325K | 0.09% |
+13,500
| New | +$328K |
|
417
Cirrus Logic
CRUS
$6.74B
| $324K | 0.09% |
+6,100
| New | +$293K |
|
418
TransUnion
TRU
$14.8B
| $324K | 0.09% |
+9,400
| New | +$315K |
|
419
Worthington Enterprises
WOR
$2.76B
| $322K | 0.09% |
10,867
-163
| -1% | -$4.35K |
|
420
Photronics
PLAB
$1.79B
| $319K | 0.09% |
+30,900
| New | +$298K |
|
|
FLOW
421
DELISTED
SPX FLOW, Inc.
FLOW
| $318K | 0.09% |
+10,300
| New | +$287K |
|
422
Coeur Mining
CDE
$15.6B
| $317K | 0.09% |
+26,800
| New | +$367K |
|
423
Red Rock Resorts
RRR
$3.74B
| $316K | 0.09% |
+13,400
| New | +$300K |
|
424
Semtech
SMTC
$11.7B
| $316K | 0.09% |
+11,400
| New | +$294K |
|
425
Ryanair
RYAAY
$29.5B
| $315K | 0.09% |
+10,500
| New | +$305K |
|
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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.