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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
+95.66%
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 | Consumer Discretionary | 15.47% |
| 2 | Technology | 14.88% |
| 3 | Industrials | 11.27% |
| 4 | Financials | 10.91% |
| 5 | Healthcare | 10.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Halozyme
HALO
$12.5B
| $777K | 0.21% |
+64,300
| New | +$657K |
|
127
Navient
NAVI
$903M
| $776K | 0.21% |
+53,600
| New | +$747K |
|
|
ARR
128
Armour Residential REIT
ARR
$2.31B
| $771K | 0.21% |
+6,840
| New | +$746K |
|
|
GOLD
129
DELISTED
Randgold Resources Ltd
GOLD
| $771K | 0.21% |
+7,700
| New | +$835K |
|
130
Match Group
MTCH
$9.61B
| $770K | 0.21% |
+43,300
| New | +$692K |
|
131
Wendy's
WEN
$1.53B
| $770K | 0.21% |
71,300
+60,500
| +560% | +$610K |
|
132
CVB Financial
CVBF
$3.98B
| $768K | 0.21% |
+43,600
| New | +$742K |
|
|
QGENF
133
DELISTED
QIAGEN NV
QGENF
| $768K | 0.21% |
+28,000
| New | +$768K |
|
134
McKesson
MCK
$106B
| $767K | 0.21% |
4,600
+3,100
| +207% | +$578K |
|
135
Mastercard
MA
$507B
| $763K | 0.21% |
+7,500
| New | +$719K |
|
|
NE
136
DELISTED
Noble Corporation
NE
| $762K | 0.21% |
+120,200
| New | +$808K |
|
|
YELL
137
DELISTED
Yellow Corporation Common Stock
YELL
| $760K | 0.21% |
+61,700
| New | +$689K |
|
|
AERI
138
DELISTED
Aerie Pharmaceuticals
AERI
| $759K | 0.21% |
+20,100
| New | +$443K |
|
139
AbbVie
ABBV
$453B
| $757K | 0.21% |
+12,000
| New | +$777K |
|
|
FRAN
140
DELISTED
Francesca's Holdings Corporation
FRAN
| $756K | 0.21% |
+4,083
| New | +$668K |
|
|
CELG
141
DELISTED
Celgene Corp
CELG
| $753K | 0.21% |
+7,200
| New | +$779K |
|
|
EXAS
142
DELISTED
Exact Sciences
EXAS
| $752K | 0.21% |
+40,500
| New | +$714K |
|
|
NTRI
143
DELISTED
NutriSystem, Inc.
NTRI
| $751K | 0.21% |
25,300
+15,300
| +153% | +$431K |
|
|
MIC
144
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $749K | 0.21% |
+9,000
| New | +$714K |
|
145
Petrobras Class A
PBR.A
$118B
| $744K | 0.21% |
+89,500
| New | +$673K |
|
146
NetApp
NTAP
$36.5B
| $741K | 0.2% |
+20,700
| New | +$631K |
|
147
Lamar Advertising Co
LAMR
$15.3B
| $738K | 0.2% |
+11,300
| New | +$730K |
|
148
T-Mobile US
TMUS
$195B
| $738K | 0.2% |
+15,800
| New | +$725K |
|
|
CLR
149
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $733K | 0.2% |
+14,100
| New | +$655K |
|
|
RSPP
150
DELISTED
RSP Permian, Inc.
RSPP
| $733K | 0.2% |
+18,900
| New | +$699K |
|
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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 Consumer Discretionary at 15% of assets, up from 9.1% a quarter earlier, followed by Technology 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.