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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 | |
|---|---|---|---|---|---|---|
426
CoreCivic
CXW
$3.1B
| $313K | 0.09% |
+22,600
| New | +$540K |
|
|
CMA
427
DELISTED
Comerica
CMA
| $312K | 0.09% |
+6,600
| New | +$299K |
|
|
K
428
DELISTED
Kellanova
K
| $310K | 0.09% |
+4,260
| New | +$326K |
|
429
Equity Residential
EQR
$25.4B
| $309K | 0.09% |
+4,800
| New | +$320K |
|
|
DCH
430
Dauch Corp
DCH
$1.3B
| $308K | 0.08% |
+17,900
| New | +$301K |
|
|
EXAR
431
DELISTED
Exar Corporation
EXAR
| $306K | 0.08% |
32,900
+15,900
| +94% | +$139K |
|
432
SEI Investments
SEIC
$11.9B
| $301K | 0.08% |
+6,600
| New | +$309K |
|
|
PACW
433
DELISTED
PacWest Bancorp
PACW
| $300K | 0.08% |
+7,000
| New | +$292K |
|
|
ACHN
434
DELISTED
Achillion Pharmaceuticals
ACHN
| $300K | 0.08% |
+37,000
| New | +$315K |
|
435
Chesapeake Utilities
CPK
$3.26B
| $299K | 0.08% |
4,900
+1,800
| +58% | +$116K |
|
436
Enova International
ENVA
$5.91B
| $298K | 0.08% |
30,800
+1,600
| +5% | +$14.3K |
|
437
Fresenius Medical Care
FMS
$13.2B
| $298K | 0.08% |
+6,800
| New | +$304K |
|
438
FerroAtlántica
GSM
$628M
| $298K | 0.08% |
33,000
+19,100
| +137% | +$170K |
|
439
VF Corp
VFC
$6.68B
| $297K | 0.08% |
+5,629
| New | +$325K |
|
|
COR
440
DELISTED
Coresite Realty Corporation
COR
| $296K | 0.08% |
4,000
-700
| -15% | -$56.8K |
|
441
Intuitive Surgical
ISRG
$121B
| $290K | 0.08% |
+3,600
| New | +$276K |
|
|
DPLO
442
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $289K | 0.08% |
+10,300
| New | +$346K |
|
443
SPS Commerce
SPSC
$2.25B
| $279K | 0.08% |
+7,600
| New | +$250K |
|
444
SolarEdge
SEDG
$2.59B
| $277K | 0.08% |
+16,100
| New | +$284K |
|
445
ABM Industries
ABM
$2.8B
| $274K | 0.08% |
+6,900
| New | +$262K |
|
446
Timken Company
TKR
$9.82B
| $274K | 0.08% |
+7,800
| New | +$257K |
|
447
Amphenol
APH
$188B
| $273K | 0.08% |
+16,800
| New | +$255K |
|
448
Criteo
CRTO
$1.03B
| $270K | 0.07% |
+7,700
| New | +$305K |
|
|
MTOR
449
DELISTED
MERITOR, Inc.
MTOR
| $270K | 0.07% |
+24,300
| New | +$236K |
|
450
Aaon
AAON
$8.41B
| $265K | 0.07% |
13,800
+2,400
| +21% | +$44.1K |
|
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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.