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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 | |
|---|---|---|---|---|---|---|
676
Insperity
NSP
$1.85B
| – | – |
-8,400
| Closed | -$324K |
|
677
Nucor
NUE
$56.4B
| – | – |
-8,400
| Closed | -$415K |
|
678
OFG Bancorp
OFG
$2.21B
| – | – |
-19,800
| Closed | -$164K |
|
679
Oceaneering
OII
$5.25B
| – | – |
-10,800
| Closed | -$322K |
|
680
ON Semiconductor
ON
$33.8B
| – | – |
-13,600
| Closed | -$120K |
|
681
Palo Alto Networks
PANW
$264B
| – | – |
-16,800
| Closed | -$343K |
|
682
Children's Place
PLCE
$53.6M
| – | – |
-3,800
| Closed | -$305K |
|
683
ePlus
PLUS
$2.33B
| – | – |
-10,800
| Closed | -$221K |
|
684
Post Holdings
POST
$4.12B
| – | – |
-5,654
| Closed | -$306K |
|
685
PPG Industries
PPG
$25.9B
| – | – |
-2,500
| Closed | -$260K |
|
686
Quanta Services
PWR
$93.9B
| – | – |
-14,000
| Closed | -$324K |
|
687
Radian Group
RDN
$5.14B
| – | – |
-32,600
| Closed | -$340K |
|
|
RWT
688
Redwood Trust
RWT
$616M
| – | – |
-10,700
| Closed | -$148K |
|
689
Scansource
SCSC
$1.12B
| – | – |
-6,400
| Closed | -$238K |
|
690
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-11,000
| Closed | -$252K |
|
691
SL Green Realty
SLG
$3.88B
| – | – |
-2,169
| Closed | -$224K |
|
692
Steris
STE
$20.9B
| – | – |
-3,000
| Closed | -$206K |
|
|
693
Steel Dynamics
STLD
$35.6B
| – | – |
-26,700
| Closed | -$654K |
|
694
Southwest Gas
SWX
$6.74B
| – | – |
-2,700
| Closed | -$213K |
|
695
Synaptics
SYNA
$4.41B
| – | – |
-3,800
| Closed | -$204K |
|
|
TBI
696
Trueblue
TBI
$234M
| – | – |
-17,700
| Closed | -$335K |
|
697
Theravance Biopharma
TBPH
$874M
| – | – |
-9,200
| Closed | -$209K |
|
698
Alaunos Therapeutics
TCRT
$4.74M
| – | – |
-89
| Closed | -$73K |
|
699
Teradata
TDC
$2.68B
| – | – |
-16,900
| Closed | -$424K |
|
|
TGI
700
DELISTED
Triumph Group
TGI
| – | – |
-12,700
| Closed | -$451K |
|
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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.