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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
Cap. Flow
+$279M
Cap. Flow %
76.94%
Top 10 Hldgs %
10.92%
Holding
764
New
523
Increased
83
Reduced
17
Closed
139

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.43M
2
CAG icon
Conagra Brands
CAG
+$3.09M
3
NRG icon
NRG Energy
NRG
+$2.14M
4
HSIC icon
Henry Schein
HSIC
+$2.1M
5
FITB
Fifth Third Bancorp
FITB
+$1.88M

Top Sells

Rank Stock Value
1
STLD icon
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
KOF icon
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
EFC
1
Ellington Financial
EFC
$1.68B
$16.3M 4.49%
978,613
– –
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$6.43M 1.77%
+29,725
New +$6.43M
CAG icon
3
Conagra Brands
CAG
$7.07B
$3.42M 0.94%
93,420
+86,095
+1,175% +$3.09M
HSIC icon
4
Henry Schein
HSIC
$9.74B
$2.02M 0.56%
+31,620
New +$2.1M
TAP icon
5
Molson Coors Class B
TAP
$7.68B
$2.02M 0.56%
+18,400
New +$1.87M
PVH icon
6
PVH
PVH
$3.71B
$2.01M 0.55%
+18,200
New +$1.88M
FITB
7
Fifth Third Bancorp
FITB
$52B
$2M 0.55%
+97,600
New +$1.88M
NRG icon
8
NRG Energy
NRG
$29.8B
$1.84M 0.51%
+164,000
New +$2.14M
BHI
9
DELISTED
Baker Hughes
BHI
$1.79M 0.49%
+35,400
New +$1.7M
SCG
10
DELISTED
Scana
SCG
$1.78M 0.49%
+24,600
New +$1.8M
JEF icon
11
Jefferies Financial Group
JEF
$12.9B
$1.78M 0.49%
+104,228
New +$1.73M
HPQ icon
12
HP
HPQ
$23.5B
$1.77M 0.49%
114,200
+70,200
+160% +$1M
MAT icon
13
Mattel
MAT
$4.17B
$1.73M 0.48%
+57,100
New +$1.87M
ACN icon
14
Accenture
ACN
$89.9B
$1.7M 0.47%
+13,900
New +$1.58M
CPRT icon
15
Copart
CPRT
$25.9B
$1.68M 0.46%
+250,400
New +$1.6M
UAL icon
16
United Airlines
UAL
$38.4B
$1.65M 0.45%
+31,400
New +$1.51M
MELI icon
17
Mercado Libre
MELI
$91.3B
$1.65M 0.45%
+8,900
New +$1.48M
KSS icon
18
Kohl's
KSS
$2.03B
$1.57M 0.43%
+35,900
New +$1.5M
FINL
19
DELISTED
Finish Line
FINL
$1.5M 0.41%
65,100
+42,800
+192% +$968K
DHI icon
20
D.R. Horton
DHI
$41.2B
$1.5M 0.41%
49,500
+39,800
+410% +$1.28M
APC
21
DELISTED
Anadarko Petroleum
APC
$1.48M 0.41%
+23,400
New +$1.3M
PYPL icon
22
PayPal
PYPL
$49.5B
$1.48M 0.41%
+36,100
New +$1.39M
CTRA
23
DELISTED
Coterra Energy
CTRA
$1.48M 0.41%
+57,300
New +$1.43M
POOL icon
24
Pool Corp
POOL
$6.7B
$1.47M 0.4%
+15,500
New +$1.52M
SUI icon
25
Sun Communities
SUI
$15B
$1.46M 0.4%
+18,600
New +$1.44M
1
2 3 4 5

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APA
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NIA
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HFA
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AWA
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PMAS
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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.