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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
CLF icon
551
Cleveland-Cliffs
CLF
$6.81B
$196K 0.05%
33,500
+8,500
+34% +$55.5K
TSEM icon
552
Tower Semiconductor
TSEM
$26.4B
$194K 0.05%
+12,800
New +$185K
ALJ
553
DELISTED
Alon USA Energy Inc
ALJ
$193K 0.05%
+24,000
New +$178K
PAAS icon
554
Pan American Silver
PAAS
$18.6B
$189K 0.05%
+10,700
New +$200K
SSNI
555
DELISTED
Silver Spring Networks, Inc.
SSNI
$189K 0.05%
+13,300
New +$176K
SIOX
556
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$188K 0.05%
1,675
+362
+28% +$43.5K
LTM
557
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$188K 0.05%
+23,100
New +$190K
AVDL
558
DELISTED
Avadel Pharmaceuticals
AVDL
$184K 0.05%
+14,800
New +$193K
OSG
559
DELISTED
Overseas Shipholding Group Inc.
OSG
$183K 0.05%
17,300
+600
+4% +$6.87K
KBH icon
560
KB Home
KBH
$3.48B
$182K 0.05%
+11,300
New +$178K
SBS icon
561
Sabesp
SBS
$19.7B
$181K 0.05%
101,068
+13,407
+15% +$23.8K
PETX
562
DELISTED
Aratana Therapeutics, Inc.
PETX
$181K 0.05%
+19,300
New +$160K
CZR
563
DELISTED
Caesars Entertainment Corporation
CZR
$180K 0.05%
+24,200
New +$174K
JNS
564
DELISTED
Janus Capital Group Inc
JNS
$179K 0.05%
+12,800
New +$185K
BW icon
565
Babcock & Wilcox
BW
$1.43B
$175K 0.05%
+1,060
New +$170K
DAR icon
566
Darling Ingredients
DAR
$9.93B
$174K 0.05%
+12,900
New +$186K
EIGI
567
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$173K 0.05%
+19,800
New +$165K
CX icon
568
Cemex
CX
$17.4B
$171K 0.05%
+22,360
New +$165K
BOJA
569
DELISTED
Bojangles', Inc. Common Stock
BOJA
$171K 0.05%
+10,700
New +$179K
SMFG icon
570
Sumitomo Mitsui Financial
SMFG
$166B
$169K 0.05%
+25,000
New +$162K
FOMX
571
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$169K 0.05%
+18,300
New +$153K
ARRY
572
DELISTED
Array Biopharma Inc
ARRY
$169K 0.05%
+25,000
New +$96.7K
CORT icon
573
Corcept Therapeutics
CORT
$10.2B
$168K 0.05%
25,800
+4,100
+19% +$23.8K
AZTA icon
574
Azenta
AZTA
$1.26B
$163K 0.04%
+12,000
New +$151K
ANH
575
DELISTED
Anworth Mortgage Asset Corporation
ANH
$160K 0.04%
32,500
+19,000
+141% +$93.1K
21 22
23
24 25

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APA
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NIA
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HFA
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PMAS
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HH
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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.