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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 | |
|---|---|---|---|---|---|---|
451
Mitsubishi UFJ Financial
MUFG
$258B
| $265K | 0.07% |
+52,500
| New | +$265K |
|
|
PCMI
452
DELISTED
PCM, Inc
PCMI
| $265K | 0.07% |
+12,300
| New | +$201K |
|
|
EGL
453
DELISTED
Engility Holdings, Inc.
EGL
| $265K | 0.07% |
8,400
-16,000
| -66% | -$470K |
|
454
Allegiant Air
ALGT
$2.64B
| $264K | 0.07% |
+2,000
| New | +$272K |
|
|
DMC
455
Del Monte Corp
DMC
$1.35B
| $264K | 0.07% |
+4,400
| New | +$255K |
|
|
CCRN
456
DELISTED
Cross Country Healthcare
CCRN
| $263K | 0.07% |
+22,300
| New | +$294K |
|
457
Enviri
NVRI
$621M
| $263K | 0.07% |
26,500
+8,200
| +45% | +$78.2K |
|
458
Assured Guaranty
AGO
$3.78B
| $261K | 0.07% |
+9,400
| New | +$253K |
|
459
Braskem
BAK
$980M
| $261K | 0.07% |
+17,000
| New | +$223K |
|
|
NVRO
460
DELISTED
NEVRO CORP.
NVRO
| $261K | 0.07% |
+2,500
| New | +$226K |
|
|
OCLR
461
DELISTED
Oclaro Inc.
OCLR
| $261K | 0.07% |
+30,500
| New | +$212K |
|
|
MIME
462
DELISTED
Mimecast Limited
MIME
| $260K | 0.07% |
+13,600
| New | +$188K |
|
463
NatWest
NWG
$71.5B
| $258K | 0.07% |
+51,350
| New | +$274K |
|
464
Workday
WDAY
$33.4B
| $257K | 0.07% |
+2,800
| New | +$233K |
|
465
H.B. Fuller
FUL
$3B
| $256K | 0.07% |
+5,500
| New | +$255K |
|
466
Alphatec Holdings
ATEC
$1.27B
| $253K | 0.07% |
+26,900
| New | +$133K |
|
|
BREW
467
DELISTED
Craft Brew Alliance, Inc.
BREW
| $250K | 0.07% |
+13,300
| New | +$208K |
|
|
VRE
468
DELISTED
Veris Residential
VRE
| $248K | 0.07% |
+9,100
| New | +$252K |
|
469
Encore Capital Group
ECPG
$1.93B
| $247K | 0.07% |
+11,000
| New | +$248K |
|
|
GTT
470
DELISTED
GTT Communications, Inc.
GTT
| $247K | 0.07% |
+10,500
| New | +$222K |
|
471
Viasat
VSAT
$9.79B
| $246K | 0.07% |
+3,300
| New | +$244K |
|
|
ASNA
472
DELISTED
Ascena Retail Group, Inc.
ASNA
| $246K | 0.07% |
+2,200
| New | +$334K |
|
|
MITL
473
DELISTED
Mitel Networks Corporation
MITL
| $246K | 0.07% |
33,400
+6,200
| +23% | +$45.6K |
|
474
Monro
MNRO
$525M
| $245K | 0.07% |
+4,000
| New | +$243K |
|
475
Sysco
SYY
$39.7B
| $245K | 0.07% |
+5,000
| New | +$257K |
|
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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.