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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 | |
|---|---|---|---|---|---|---|
201
Liberty Broadband Class C
LBRDK
$4.15B
| $629K | 0.17% |
+8,800
| New | +$588K |
|
202
Evercore
EVR
$13.1B
| $628K | 0.17% |
+12,200
| New | +$613K |
|
203
Nu Skin
NUS
$247M
| $628K | 0.17% |
+9,700
| New | +$545K |
|
|
GTLS
204
DELISTED
Chart Industries
GTLS
| $624K | 0.17% |
19,000
+6,400
| +51% | +$185K |
|
205
Monolithic Power Systems
MPWR
$65.5B
| $620K | 0.17% |
+7,700
| New | +$569K |
|
|
HF
206
DELISTED
HFF Inc.
HF
| $620K | 0.17% |
+22,400
| New | +$622K |
|
207
Targa Resources
TRGP
$60.4B
| $619K | 0.17% |
+12,600
| New | +$547K |
|
208
Quad
QUAD
$430M
| $617K | 0.17% |
23,100
+2,000
| +9% | +$53.1K |
|
|
JNPR
209
DELISTED
Juniper Networks
JNPR
| $616K | 0.17% |
+25,600
| New | +$593K |
|
|
SRC
210
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $616K | 0.17% |
+10,303
| New | +$613K |
|
211
FedEx
FDX
$74.5B
| $611K | 0.17% |
+3,500
| New | +$573K |
|
212
HDFC Bank
HDB
$119B
| $611K | 0.17% |
+34,000
| New | +$597K |
|
213
Federated Hermes
FHI
$4.4B
| $610K | 0.17% |
+20,600
| New | +$645K |
|
214
L3Harris
LHX
$55.9B
| $605K | 0.17% |
+6,600
| New | +$586K |
|
215
First Industrial Realty Trust
FR
$8.88B
| $604K | 0.17% |
+21,400
| New | +$610K |
|
216
Applied Materials
AMAT
$426B
| $600K | 0.17% |
+19,900
| New | +$555K |
|
|
AGN
217
DELISTED
Allergan plc
AGN
| $599K | 0.17% |
+2,600
| New | +$635K |
|
218
SAP
SAP
$187B
| $594K | 0.16% |
+6,500
| New | +$559K |
|
219
Erie Indemnity
ERIE
$11.7B
| $592K | 0.16% |
5,800
+3,300
| +132% | +$328K |
|
|
RDS.A
220
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $591K | 0.16% |
+11,800
| New | +$602K |
|
221
Seagate
STX
$193B
| $590K | 0.16% |
+15,300
| New | +$497K |
|
222
Gilead Sciences
GILD
$161B
| $585K | 0.16% |
+7,400
| New | +$601K |
|
|
PNRA
223
DELISTED
Panera Bread Co
PNRA
| $584K | 0.16% |
+3,000
| New | +$634K |
|
224
A.O. Smith
AOS
$8.38B
| $583K | 0.16% |
+11,800
| New | +$551K |
|
225
Avery Dennison
AVY
$12.3B
| $583K | 0.16% |
+7,500
| New | +$573K |
|
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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.