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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 | |
|---|---|---|---|---|---|---|
101
Upbound Group
UPBD
$1.19B
| $846K | 0.23% |
66,900
+25,000
| +60% | +$313K |
|
|
TLRD
102
DELISTED
Tailored Brands, Inc.
TLRD
| $845K | 0.23% |
53,800
+31,900
| +146% | +$464K |
|
103
APA Corp
APA
$12.8B
| $843K | 0.23% |
+13,200
| New | +$721K |
|
|
Y
104
DELISTED
Alleghany Corp
Y
| $840K | 0.23% |
+1,600
| New | +$856K |
|
105
Bio-Techne
TECH
$11.2B
| $821K | 0.23% |
+30,000
| New | +$824K |
|
106
Curtiss-Wright
CW
$27.7B
| $820K | 0.23% |
+9,000
| New | +$792K |
|
107
Ovintiv
OVV
$17.7B
| $819K | 0.23% |
+15,640
| New | +$702K |
|
108
Nice
NICE
$5.29B
| $817K | 0.23% |
+12,200
| New | +$812K |
|
109
Yum! Brands
YUM
$41B
| $817K | 0.23% |
+12,519
| New | +$799K |
|
110
CME Group
CME
$92.2B
| $815K | 0.22% |
+7,800
| New | +$814K |
|
|
MBLY
111
DELISTED
Mobileye N.V.
MBLY
| $813K | 0.22% |
+19,100
| New | +$883K |
|
|
PLKI
112
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $813K | 0.22% |
+15,300
| New | +$853K |
|
113
Eli Lilly
LLY
$1.07T
| $811K | 0.22% |
+10,100
| New | +$808K |
|
114
PACCAR
PCAR
$69.6B
| $811K | 0.22% |
+20,700
| New | +$788K |
|
|
FISV
115
Fiserv Inc
FISV
$27.2B
| $806K | 0.22% |
+16,200
| New | +$850K |
|
116
Agnico Eagle Mines
AEM
$72.6B
| $802K | 0.22% |
+14,800
| New | +$815K |
|
|
USG
117
DELISTED
Usg
USG
| $801K | 0.22% |
+31,000
| New | +$861K |
|
|
TXNM
118
TXNM Energy Inc
TXNM
$6.47B
| $798K | 0.22% |
+24,400
| New | +$816K |
|
|
AFSI
119
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $797K | 0.22% |
+29,700
| New | +$762K |
|
120
Integra LifeSciences
IART
$1.54B
| $792K | 0.22% |
+19,200
| New | +$804K |
|
121
Oshkosh
OSK
$9.67B
| $790K | 0.22% |
+14,100
| New | +$742K |
|
122
United Natural Foods
UNFI
$3.01B
| $789K | 0.22% |
+19,700
| New | +$904K |
|
123
Masco
MAS
$16B
| $786K | 0.22% |
+22,900
| New | +$792K |
|
|
TVRD
124
Tvardi Therapeutics
TVRD
$23.5M
| $780K | 0.21% |
+2,594
| New | +$562K |
|
125
Ryder
R
$10.4B
| $778K | 0.21% |
+11,800
| New | +$773K |
|
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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.