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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
LXP icon
351
LXP Industrial Trust
LXP
$3.53B
$329K 0.06%
+6,433
New +$321K
USNA icon
352
Usana Health Sciences
USNA
$394M
$329K 0.06%
+5,700
New +$337K
FCE.A
353
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$329K 0.06%
12,900
-17,700
-58% -$433K
ATH
354
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$328K 0.06%
6,100
-500
-8% -$25.9K
TEVA icon
355
Teva Pharmaceuticals
TEVA
$35.9B
$327K 0.06%
+18,600
New +$419K
NEX
356
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$325K 0.06%
+19,500
New +$286K
CHUBA
357
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$325K 0.06%
+14,400
New +$292K
CYRX icon
358
CryoPort
CYRX
$775M
$324K 0.06%
+32,900
New +$242K
HA
359
DELISTED
Hawaiian Holdings, Inc.
HA
$323K 0.06%
8,600
+2,500
+41% +$106K
FLO icon
360
Flowers Foods
FLO
$1.64B
$322K 0.06%
17,100
+300
+2% +$5.33K
AZPN
361
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$320K 0.05%
+5,100
New +$320K
CCRN
362
DELISTED
Cross Country Healthcare
CCRN
$319K 0.05%
22,400
+2,700
+14% +$33.8K
EOG icon
363
EOG Resources
EOG
$78B
$319K 0.05%
3,300
-1,700
-34% -$153K
LMNX
364
DELISTED
Luminex Corp
LMNX
$317K 0.05%
+15,600
New +$311K
ESRX
365
DELISTED
Express Scripts Holding Company
ESRX
$317K 0.05%
+5,000
New +$311K
RPAI
366
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$315K 0.05%
+24,000
New +$314K
KG
367
Kestrel Group
KG
$71.3M
$313K 0.05%
1,970
+280
+17% +$49.6K
COR
368
DELISTED
Coresite Realty Corporation
COR
$313K 0.05%
+2,800
New +$308K
CHUBK
369
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$312K 0.05%
14,600
+400
+3% +$7.85K
HCCI
370
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$311K 0.05%
+14,300
New +$267K
ATVI
371
DELISTED
Activision Blizzard
ATVI
$310K 0.05%
4,800
-8,800
-65% -$549K
ANDE icon
372
Andersons Inc
ANDE
$2.65B
$305K 0.05%
+8,900
New +$295K
PLUS icon
373
ePlus
PLUS
$2.33B
$305K 0.05%
+6,600
New +$269K
ATI icon
374
ATI
ATI
$27B
$304K 0.05%
+12,700
New +$251K
GEN icon
375
Gen Digital
GEN
$15.6B
$302K 0.05%
+9,200
New +$280K
13 14
15
16 17

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APA
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NIA
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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 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.