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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 | |
|---|---|---|---|---|---|---|
|
FNSR
26
DELISTED
Finisar Corp
FNSR
| $1.45M | 0.4% |
+48,800
| New | +$1.07M |
|
27
Marriott International
MAR
$98.7B
| $1.44M | 0.4% |
21,400
+17,200
| +410% | +$1.21M |
|
28
Qualcomm
QCOM
$176B
| $1.44M | 0.4% |
+21,000
| New | +$1.28M |
|
29
Ross Stores
ROST
$76.6B
| $1.43M | 0.39% |
+22,200
| New | +$1.36M |
|
30
LKQ Corp
LKQ
$6.58B
| $1.41M | 0.39% |
39,800
+31,400
| +374% | +$1.09M |
|
|
CAA
31
DELISTED
CalAtlantic Group, Inc.
CAA
| $1.39M | 0.38% |
+41,700
| New | +$1.53M |
|
32
Crown Holdings
CCK
$12.8B
| $1.39M | 0.38% |
+24,300
| New | +$1.3M |
|
33
F5
FFIV
$22.1B
| $1.38M | 0.38% |
+11,100
| New | +$1.35M |
|
34
ArcelorMittal
MT
$50.4B
| $1.35M | 0.37% |
74,400
+57,733
| +346% | +$1.02M |
|
35
Nabors Industries
NBR
$1.23B
| $1.35M | 0.37% |
2,214
+1,802
| +437% | +$888K |
|
36
International Flavors & Fragrances
IFF
$19.4B
| $1.34M | 0.37% |
+9,400
| New | +$1.27M |
|
37
Consolidated Edison
ED
$41.6B
| $1.32M | 0.36% |
+17,500
| New | +$1.36M |
|
38
Las Vegas Sands
LVS
$30.5B
| $1.31M | 0.36% |
+22,800
| New | +$1.18M |
|
39
Thor Industries
THO
$3.99B
| $1.3M | 0.36% |
15,400
+11,900
| +340% | +$925K |
|
40
Corpay
CPAY
$24.2B
| $1.3M | 0.36% |
7,500
+6,100
| +436% | +$977K |
|
|
TIF
41
DELISTED
Tiffany & Co.
TIF
| $1.3M | 0.36% |
+17,900
| New | +$1.19M |
|
42
AGCO
AGCO
$8.78B
| $1.28M | 0.35% |
+26,000
| New | +$1.25M |
|
43
Johnson Controls International
JCI
$87.5B
| $1.27M | 0.35% |
+27,404
| New | +$1.27M |
|
44
Barclays
BCS
$94.1B
| $1.27M | 0.35% |
+154,494
| New | +$1.22M |
|
|
INWK
45
DELISTED
InnerWorkings, Inc.
INWK
| $1.24M | 0.34% |
+131,500
| New | +$1.15M |
|
46
Principal Financial Group
PFG
$23.6B
| $1.22M | 0.34% |
23,600
+17,500
| +287% | +$818K |
|
|
BRSL
47
Brightstar Lottery PLC
BRSL
$1.91B
| $1.21M | 0.33% |
49,500
+36,900
| +293% | +$814K |
|
48
Valero Energy
VLO
$89.8B
| $1.2M | 0.33% |
+22,600
| New | +$1.21M |
|
49
Wabtec
WAB
$51.1B
| $1.19M | 0.33% |
+14,600
| New | +$1.07M |
|
50
Texas Instruments
TXN
$255B
| $1.18M | 0.32% |
+16,800
| New | +$1.15M |
|
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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.