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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
+9.38%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$585M
AUM Growth
-$108M
Cap. Flow
-$142M
Cap. Flow %
-24.2%
Top 10 Hldgs %
45.81%
Holding
996
New
390
Increased
88
Reduced
122
Closed
395

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$2.98M
2
SIX
Six Flags Entertainment Corp.
SIX
+$2.52M
3
KNX icon
Knight Transportation
KNX
+$2.52M
4
CASY icon
Casey's General Stores
CASY
+$2.35M
5
DINO icon
HF Sinclair
DINO
+$2.24M

Top Sells

Rank Stock Value
1
CIVI
Civitas Resources
CIVI
+$5.73M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$3.6M
3
CJ
C&J Energy Services, Inc.
CJ
+$2.76M
4
JCP
J.C. Penney Company, Inc.
JCP
+$2.4M
5
BURL icon
Burlington
BURL
+$2.39M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 12.46%
2 Technology 7.02%
3 Energy 6.38%
4 Industrials 6.33%
5 Real Estate 5.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNFI icon
251
United Natural Foods
UNFI
$3.01B
$445K 0.08%
10,700
-10,100
-49% -$376K
CONN
252
DELISTED
Conn's Inc.
CONN
$445K 0.08%
+15,800
New +$331K
TOL icon
253
Toll Brothers
TOL
$14B
$444K 0.08%
10,700
-1,800
-14% -$70.8K
ATKR icon
254
Atkore
ATKR
$2.59B
$443K 0.08%
+22,700
New +$436K
AIT icon
255
Applied Industrial Technologies
AIT
$12.8B
$441K 0.08%
+6,700
New +$389K
PBR icon
256
Petrobras
PBR
$121B
$441K 0.08%
43,900
-9,600
-18% -$87.1K
WEN icon
257
Wendy's
WEN
$1.33B
$439K 0.08%
28,300
+14,500
+105% +$222K
MAA icon
258
Mid-America Apartment Communities
MAA
$15.6B
$438K 0.07%
+4,100
New +$430K
LVNTA
259
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$437K 0.07%
+7,600
New +$440K
SON icon
260
Sonoco
SON
$5.76B
$434K 0.07%
+8,600
New +$424K
LFUS icon
261
Littelfuse
LFUS
$10.2B
$431K 0.07%
+2,200
New +$399K
VAR
262
DELISTED
Varian Medical Systems, Inc.
VAR
$430K 0.07%
+4,300
New +$441K
NGHC
263
DELISTED
National General Holdings Corp
NGHC
$430K 0.07%
22,500
+10,200
+83% +$195K
TACO
264
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$430K 0.07%
28,000
-15,000
-35% -$204K
ZOES
265
DELISTED
Zoe's Kitchen, Inc.
ZOES
$428K 0.07%
33,900
-11,600
-25% -$141K
MBT
266
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$428K 0.07%
41,000
-93,300
-69% -$863K
ARRS
267
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$427K 0.07%
15,000
-26,000
-63% -$720K
OVV icon
268
Ovintiv
OVV
$17.5B
$426K 0.07%
+7,240
New +$354K
PARR icon
269
Par Pacific Holdings
PARR
$3.88B
$426K 0.07%
+20,500
New +$372K
OSK icon
270
Oshkosh
OSK
$9.67B
$421K 0.07%
+5,100
New +$375K
AGCO icon
271
AGCO
AGCO
$8.78B
$420K 0.07%
+5,700
New +$400K
OAKS
272
DELISTED
Five Oaks Investment Corp.
OAKS
$420K 0.07%
94,117
+33,920
+56% +$153K
CTLT
273
DELISTED
CATALENT, INC.
CTLT
$419K 0.07%
+10,500
New +$389K
SSNC icon
274
SS&C Technologies
SSNC
$17.8B
$418K 0.07%
+10,400
New +$401K
NWSA icon
275
News Corp Class A
NWSA
$14.5B
$414K 0.07%
31,229
+20,229
+184% +$274K
9 10
11
12 13

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Ellington Management Group's Q3 2017 Portfolio in Review

As of Q3 2017, Ellington Management Group held 996 positions worth $585M, down 16% from $693M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Ellington Management Group withdrew a net $142M in Q3 2017, closing 395 positions and reducing 122 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $3.6M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, up from 10% a quarter earlier, followed by Technology and Energy.

Against the trend, Ellington Management Group opened a new position in Six Flags Entertainment Corp. worth $2.74M.

  • Ellington Management Group's largest Q3 2017 buy was Six Flags Entertainment Corp.: 45,000 shares worth $2.74M.
  • Ellington Management Group added most to State Street SPDR S&P 500 ETF Trust in Q3 2017, an estimated $2.98M increase.
  • Ellington Management Group's biggest Q3 2017 reduction was Civitas Resources, cutting an estimated $5.73M.
  • Ellington Management Group fully exited iShares China Large-Cap ETF in Q3 2017, selling an estimated $3.6M.
  • Ellington Management Group's ten largest holdings make up 46% of its $585M portfolio in Q3 2017.
  • Ellington Management Group opened 390 new positions and closed 395 in Q3 2017.
  • Ellington Management Group's portfolio value fell 16% quarter-over-quarter to $585M.

Based on Ellington Management Group's 13F filing for Q3 2017, filed 14 Nov 2017.