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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 | |
|---|---|---|---|---|---|---|
176
NXP Semiconductors
NXPI
$68B
| $673K | 0.19% |
+6,600
| New | +$559K |
|
177
Scorpio Tankers
STNG
$3.96B
| $673K | 0.19% |
+14,530
| New | +$699K |
|
178
First American
FAF
$7.67B
| $672K | 0.19% |
+17,100
| New | +$709K |
|
179
Opko Health
OPK
$921M
| $667K | 0.18% |
+63,000
| New | +$627K |
|
180
Chord Energy
CHRD
$7.79B
| $665K | 0.18% |
+58,000
| New | +$530K |
|
181
TransDigm Group
TDG
$69.2B
| $665K | 0.18% |
+2,300
| New | +$646K |
|
182
McDonald's
MCD
$188B
| $658K | 0.18% |
+5,700
| New | +$675K |
|
|
TRCO
183
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $657K | 0.18% |
+18,000
| New | +$683K |
|
|
BZUN
184
Baozun
BZUN
$143M
| $656K | 0.18% |
+43,500
| New | +$456K |
|
185
MarineMax
HZO
$800M
| $656K | 0.18% |
+31,300
| New | +$615K |
|
186
KT
KT
$8.84B
| $655K | 0.18% |
+40,800
| New | +$630K |
|
|
SAVE
187
DELISTED
Spirit Airlines, Inc.
SAVE
| $655K | 0.18% |
+15,400
| New | +$639K |
|
188
Under Armour
UAA
$3B
| $654K | 0.18% |
+16,900
| New | +$683K |
|
|
ESV
189
DELISTED
Ensco Rowan plc
ESV
| $653K | 0.18% |
+19,200
| New | +$653K |
|
|
AAN.A
190
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $653K | 0.18% |
25,700
+15,800
| +160% | +$401K |
|
191
ANI Pharmaceuticals
ANIP
$1.77B
| $650K | 0.18% |
+9,800
| New | +$613K |
|
192
Crocs
CROX
$6.69B
| $650K | 0.18% |
+78,300
| New | +$750K |
|
193
Forestar Group
FOR
$1.44B
| $648K | 0.18% |
55,300
+33,200
| +150% | +$401K |
|
|
ENIA
194
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $646K | 0.18% |
78,900
+40,800
| +107% | +$350K |
|
195
Argan
AGX
$7.98B
| $645K | 0.18% |
10,900
-200
| -2% | -$9.81K |
|
196
Exelixis
EXEL
$13.9B
| $640K | 0.18% |
50,000
+27,500
| +122% | +$297K |
|
197
MDU Resources
MDU
$4.44B
| $636K | 0.18% |
+65,747
| New | +$600K |
|
198
Amgen
AMGN
$203B
| $634K | 0.17% |
+3,800
| New | +$643K |
|
|
VMW
199
DELISTED
VMware, Inc
VMW
| $631K | 0.17% |
8,600
+3,200
| +59% | +$225K |
|
200
Keurig Dr Pepper
KDP
$40.4B
| $630K | 0.17% |
+6,900
| New | +$654K |
|
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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.