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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 | |
|---|---|---|---|---|---|---|
|
BCR
76
DELISTED
CR Bard Inc.
BCR
| $987K | 0.27% |
+4,400
| New | +$990K |
|
|
PPL
77
PPL Corp
PPL
$27.3B
| $985K | 0.27% |
+28,500
| New | +$1.03M |
|
78
MSCI
MSCI
$40B
| $982K | 0.27% |
+11,700
| New | +$995K |
|
79
EOG Resources
EOG
$78B
| $977K | 0.27% |
+10,100
| New | +$887K |
|
80
Trimble
TRMB
$12.3B
| $971K | 0.27% |
+34,000
| New | +$909K |
|
|
JWN
81
DELISTED
Nordstrom
JWN
| $965K | 0.27% |
+18,600
| New | +$874K |
|
82
Diageo
DEO
$46.2B
| $963K | 0.27% |
+8,300
| New | +$949K |
|
|
VR
83
DELISTED
Validus Hold Ltd
VR
| $962K | 0.27% |
+19,300
| New | +$959K |
|
84
Eversource Energy
ES
$28.2B
| $959K | 0.26% |
+17,700
| New | +$999K |
|
|
EGN
85
DELISTED
Energen
EGN
| $952K | 0.26% |
+16,500
| New | +$862K |
|
86
Rio Tinto
RIO
$148B
| $939K | 0.26% |
+28,100
| New | +$895K |
|
87
Ambarella
AMBA
$2.99B
| $927K | 0.26% |
+12,600
| New | +$789K |
|
|
MXIM
88
DELISTED
Maxim Integrated Products
MXIM
| $914K | 0.25% |
+22,900
| New | +$903K |
|
89
ScottsMiracle-Gro
SMG
$4.03B
| $908K | 0.25% |
+10,900
| New | +$859K |
|
90
Gentex
GNTX
$4.88B
| $894K | 0.25% |
+50,900
| New | +$880K |
|
|
HMSY
91
DELISTED
HMS Holdings Corp.
HMSY
| $880K | 0.24% |
+39,700
| New | +$834K |
|
92
United Therapeutics
UTHR
$26.3B
| $874K | 0.24% |
+7,400
| New | +$889K |
|
93
Sarepta Therapeutics
SRPT
$1.66B
| $866K | 0.24% |
+14,100
| New | +$426K |
|
94
Apple Hospitality REIT
APLE
$3.96B
| $859K | 0.24% |
+46,400
| New | +$901K |
|
95
Evolent Health
EVH
$475M
| $857K | 0.24% |
+34,800
| New | +$813K |
|
96
Prudential Financial
PRU
$41.7B
| $857K | 0.24% |
10,500
+7,700
| +275% | +$591K |
|
|
ELLI
97
DELISTED
Ellie Mae Inc
ELLI
| $853K | 0.24% |
+8,100
| New | +$785K |
|
|
SBNY
98
DELISTED
Signature Bank
SBNY
| $853K | 0.24% |
7,200
+4,900
| +213% | +$590K |
|
|
PINC
99
DELISTED
Premier
PINC
| $851K | 0.23% |
+26,300
| New | +$852K |
|
100
Lennox International
LII
$18.8B
| $848K | 0.23% |
+5,400
| New | +$839K |
|
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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.