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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 | |
|---|---|---|---|---|---|---|
51
Stellantis
STLA
$16.5B
| $1.18M | 0.32% |
+184,636
| New | +$1.21M |
|
52
Progressive
PGR
$124B
| $1.17M | 0.32% |
+37,200
| New | +$1.21M |
|
|
GAP
53
The Gap Inc
GAP
$6.84B
| $1.16M | 0.32% |
+52,100
| New | +$1.26M |
|
54
Tapestry
TPR
$28.8B
| $1.16M | 0.32% |
+31,600
| New | +$1.25M |
|
55
British American Tobacco
BTI
$132B
| $1.15M | 0.32% |
+18,000
| New | +$1.14M |
|
|
SINA
56
DELISTED
Sina Corp
SINA
| $1.14M | 0.32% |
+15,500
| New | +$1.03M |
|
|
VALE.P
57
DELISTED
Vale S A
VALE.P
| $1.13M | 0.31% |
+239,300
| New | +$1.09M |
|
58
Universal Health Services
UHS
$9.43B
| $1.12M | 0.31% |
+9,100
| New | +$1.15M |
|
|
WOOF
59
DELISTED
VCA Inc.
WOOF
| $1.11M | 0.31% |
+15,900
| New | +$1.11M |
|
60
TD Synnex
SNX
$19.4B
| $1.09M | 0.3% |
+19,200
| New | +$990K |
|
61
Cummins
CMI
$91.7B
| $1.06M | 0.29% |
+8,300
| New | +$1.01M |
|
|
SAFM
62
DELISTED
Sanderson Farms Inc
SAFM
| $1.06M | 0.29% |
11,000
+8,200
| +293% | +$751K |
|
63
Zoetis
ZTS
$31.6B
| $1.05M | 0.29% |
+20,200
| New | +$1.02M |
|
|
INFO
64
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $1.02M | 0.28% |
+27,300
| New | +$976K |
|
|
HAR
65
DELISTED
Harman International Industries
HAR
| $1.02M | 0.28% |
+12,100
| New | +$993K |
|
|
BUFF
66
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $1.02M | 0.28% |
+42,900
| New | +$1.09M |
|
67
Melco Resorts & Entertainment
MLCO
$2.1B
| $1.01M | 0.28% |
+62,900
| New | +$885K |
|
68
Box
BOX
$4.02B
| $1.01M | 0.28% |
+64,200
| New | +$813K |
|
69
NetEase
NTES
$76.5B
| $1.01M | 0.28% |
+21,000
| New | +$894K |
|
70
Acuity Brands
AYI
$9.88B
| $1M | 0.28% |
+3,800
| New | +$1.01M |
|
71
Brookfield
BN
$102B
| $1M | 0.28% |
+79,878
| New | +$978K |
|
72
SBA Communications
SBAC
$18.4B
| $998K | 0.27% |
+8,900
| New | +$1.01M |
|
|
NMBL
73
DELISTED
Nimble Storage, Inc.
NMBL
| $996K | 0.27% |
+112,800
| New | +$892K |
|
|
TECD
74
DELISTED
Tech Data Corp
TECD
| $991K | 0.27% |
+11,700
| New | +$906K |
|
|
RAI
75
DELISTED
Reynolds American Inc
RAI
| $990K | 0.27% |
+21,000
| New | +$1.05M |
|
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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.