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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
AHRT
626
AH Realty Trust
AHRT
$534M
– –
-13,500
Closed -$185K
ALK icon
627
Alaska Air
ALK
$5.15B
– –
-4,300
Closed -$251K
OSG
628
Octave Specialty Group
OSG
$252M
– –
-10,900
Closed -$179K
AMCX icon
629
AMC Global Media
AMCX
$430M
– –
-6,300
Closed -$381K
AMSC icon
630
American Superconductor
AMSC
$1.48B
– –
-15,200
Closed -$128K
AROC icon
631
Archrock
AROC
$6.33B
– –
-19,900
Closed -$187K
ASPS icon
632
Altisource Portfolio Solutions
ASPS
$65.4M
– –
-1,650
Closed -$367K
ATNI icon
633
ATN International
ATNI
$361M
– –
-2,900
Closed -$226K
AU icon
634
AngloGold Ashanti
AU
$40.3B
– –
-18,900
Closed -$341K
BVN icon
635
Compañía de Minas Buenaventura
BVN
$7.85B
– –
-17,700
Closed -$212K
CALX icon
636
Calix
CALX
$2.27B
– –
-10,500
Closed -$73K
CCEP icon
637
Coca-Cola Europacific Partners
CCEP
$46.5B
– –
-7,700
Closed -$275K
CDNS icon
638
Cadence Design Systems
CDNS
$90B
– –
-9,500
Closed -$231K
CDW icon
639
CDW
CDW
$17.1B
– –
-5,100
Closed -$204K
COF icon
640
Capital One
COF
$124B
– –
-4,700
Closed -$298K
CPRI icon
641
Capri Holdings
CPRI
$1.77B
– –
-6,300
Closed -$312K
DAKT icon
642
Daktronics
DAKT
$941M
– –
-25,300
Closed -$158K
DBRG icon
643
DigitalBridge
DBRG
$2.94B
– –
-4,125
Closed -$168K
DHR icon
644
Danaher
DHR
$135B
– –
-2,976
Closed -$202K
DWSN icon
645
Dawson Geophysical
DWSN
$155M
– –
-10,920
Closed -$85K
EAT icon
646
Brinker International
EAT
$8.02B
– –
-7,200
Closed -$328K
EBS icon
647
Emergent Biosolutions
EBS
$375M
– –
-7,700
Closed -$217K
ELV icon
648
Elevance Health
ELV
$81.9B
– –
-2,300
Closed -$302K
ENS icon
649
EnerSys
ENS
$6.95B
– –
-3,600
Closed -$214K
EXPD icon
650
Expeditors International
EXPD
$22.9B
– –
-4,100
Closed -$201K
24 25
26
27 28

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SCM
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APA
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NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
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AWA
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PPSG
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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.