We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
FOLD
651
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-21,000
| Closed | -$115K |
|
652
Gen Digital
GEN
$15.6B
| – | – |
-17,400
| Closed | -$357K |
|
653
Huntington Bancshares
HBAN
$35.1B
| – | – |
-20,800
| Closed | -$186K |
|
|
HPP
654
Hudson Pacific Properties
HPP
$834M
| – | – |
-1,000
| Closed | -$204K |
|
655
Incyte
INCY
$23.5B
| – | – |
-3,300
| Closed | -$264K |
|
656
ING
ING
$93.8B
| – | – |
-14,700
| Closed | -$152K |
|
657
Intuit
INTU
$81.1B
| – | – |
-3,400
| Closed | -$379K |
|
658
Itaú Unibanco
ITUB
$91.3B
| – | – |
-48,754
| Closed | -$203K |
|
659
KeyCorp
KEY
$24.3B
| – | – |
-19,100
| Closed | -$211K |
|
660
Kinross Gold
KGC
$28.5B
| – | – |
-13,700
| Closed | -$67K |
|
|
661
Coca-Cola Femsa
KOF
$21.6B
| – | – |
-5,600
| Closed | -$465K |
|
662
Karyopharm Therapeutics
KPTI
$168M
| – | – |
-1,080
| Closed | -$109K |
|
663
Kroger
KR
$34.8B
| – | – |
-6,700
| Closed | -$246K |
|
664
Lowe's Companies
LOW
$116B
| – | – |
-3,700
| Closed | -$293K |
|
665
Lesaka Technologies
LSAK
$388M
| – | – |
-25,800
| Closed | -$258K |
|
666
Lexicon Pharmaceuticals
LXRX
$1.02B
| – | – |
-11,700
| Closed | -$168K |
|
667
Live Nation Entertainment
LYV
$41.2B
| – | – |
-8,500
| Closed | -$200K |
|
668
MBIA
MBI
$288M
| – | – |
-24,600
| Closed | -$168K |
|
669
MetLife
MET
$61B
| – | – |
-6,283
| Closed | -$223K |
|
670
Altria Group
MO
$122B
| – | – |
-3,600
| Closed | -$248K |
|
671
Marten Transport
MRTN
$1.33B
| – | – |
-25,000
| Closed | -$198K |
|
672
Mine Safety
MSA
$6.74B
| – | – |
-4,400
| Closed | -$231K |
|
673
MGIC Investment
MTG
$6.27B
| – | – |
-25,900
| Closed | -$154K |
|
674
National CineMedia
NCMI
$354M
| – | – |
-1,560
| Closed | -$241K |
|
675
Northern Oil and Gas
NOG
$2.3B
| – | – |
-1,700
| Closed | -$79K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.