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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
COST icon
326
Costco
COST
$415B
$361K 0.06%
2,200
-3,900
-64% -$613K
YUM icon
327
Yum! Brands
YUM
$41B
$361K 0.06%
+4,900
New +$369K
ITG
328
DELISTED
Investment Technology Group Inc
ITG
$361K 0.06%
+16,300
New +$341K
SMG icon
329
ScottsMiracle-Gro
SMG
$4.03B
$360K 0.06%
+3,700
New +$351K
IMH
330
DELISTED
Impac Mortgage Holdings Inc.
IMH
$359K 0.06%
+27,500
New +$383K
CPRT icon
331
Copart
CPRT
$25.9B
$357K 0.06%
+41,600
New +$333K
TX icon
332
Ternium
TX
$9.29B
$356K 0.06%
11,500
-2,400
-17% -$72.7K
ATEN icon
333
A10 Networks
ATEN
$2.47B
$355K 0.06%
47,000
+36,900
+365% +$251K
CHL
334
DELISTED
China Mobile Limited
CHL
$354K 0.06%
+7,000
New +$373K
RTEC
335
DELISTED
Rudolph Technologies Inc
RTEC
$350K 0.06%
13,300
-13,500
-50% -$316K
KBR icon
336
KBR
KBR
$4.68B
$349K 0.06%
+19,500
New +$315K
NWS icon
337
News Corp Class B
NWS
$16.4B
$347K 0.06%
25,400
+5,500
+28% +$76.5K
ESI icon
338
Element Solutions
ESI
$9.12B
$345K 0.06%
+30,900
New +$383K
ENVA icon
339
Enova International
ENVA
$5.91B
$343K 0.06%
25,500
-5,500
-18% -$74.8K
CUK
340
DELISTED
Carnival PLC
CUK
$342K 0.06%
+5,300
New +$357K
CTRA
341
DELISTED
Coterra Energy
CTRA
$340K 0.06%
12,700
-68,400
-84% -$1.74M
DLTR icon
342
Dollar Tree
DLTR
$23.1B
$339K 0.06%
+3,900
New +$298K
SAFM
343
DELISTED
Sanderson Farms Inc
SAFM
$339K 0.06%
+2,100
New +$291K
SFS
344
DELISTED
Smart & Final Stores, Inc.
SFS
$339K 0.06%
+43,200
New +$332K
CF icon
345
CF Industries
CF
$19.2B
$338K 0.06%
+9,600
New +$296K
FFIV icon
346
F5
FFIV
$22.1B
$338K 0.06%
2,800
-2,200
-44% -$266K
CLB icon
347
Core Laboratories
CLB
$538M
$336K 0.06%
3,400
-1,000
-23% -$96.9K
PSB
348
DELISTED
PS Business Parks, Inc.
PSB
$334K 0.06%
+2,500
New +$332K
BA icon
349
Boeing
BA
$165B
$330K 0.06%
+1,300
New +$303K
JKHY icon
350
Jack Henry & Associates
JKHY
$10.7B
$329K 0.06%
+3,200
New +$331K
12 13
14
15 16

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NIA
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PMAS
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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.