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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
CHK
26
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$2.29M 0.39%
+2,663
New +$2.29M
SPR
27
DELISTED
Spirit AeroSystems
SPR
$2.25M 0.38%
28,900
+20,000
+225% +$1.38M
GME icon
28
GameStop
GME
$9.5B
$2.13M 0.36%
413,200
+73,600
+22% +$381K
FIVE icon
29
Five Below
FIVE
$11.2B
$2.02M 0.35%
36,800
-4,900
-12% -$240K
TLRD
30
DELISTED
Tailored Brands, Inc.
TLRD
$2M 0.34%
138,400
+121,000
+695% +$1.47M
AMAT icon
31
Applied Materials
AMAT
$426B
$1.95M 0.33%
37,400
+27,500
+278% +$1.24M
UAL icon
32
United Airlines
UAL
$38.4B
$1.95M 0.33%
32,000
+22,100
+223% +$1.47M
VLO icon
33
Valero Energy
VLO
$89.8B
$1.84M 0.31%
23,900
-3,900
-14% -$269K
DISH
34
DELISTED
DISH Network Corp.
DISH
$1.78M 0.3%
+32,761
New +$1.94M
PFSI icon
35
PennyMac Financial
PFSI
$4.38B
$1.77M 0.3%
+99,300
New +$1.71M
FINL
36
DELISTED
Finish Line
FINL
$1.75M 0.3%
+145,100
New +$1.73M
NTRI
37
DELISTED
NutriSystem, Inc.
NTRI
$1.68M 0.29%
30,100
-19,600
-39% -$1.06M
LEA icon
38
Lear
LEA
$7.19B
$1.64M 0.28%
+9,500
New +$1.44M
SIG icon
39
Signet Jewelers
SIG
$3.55B
$1.64M 0.28%
+24,600
New +$1.51M
DECK icon
40
Deckers Outdoor
DECK
$13.3B
$1.56M 0.27%
+136,800
New +$1.48M
KBH icon
41
KB Home
KBH
$3.48B
$1.56M 0.27%
64,600
+51,200
+382% +$1.15M
ADBE icon
42
Adobe
ADBE
$89.5B
$1.55M 0.27%
+10,400
New +$1.55M
GPRO icon
43
GoPro
GPRO
$116M
$1.55M 0.26%
140,400
+49,200
+54% +$461K
PBF icon
44
PBF Energy
PBF
$7.29B
$1.54M 0.26%
+55,700
New +$1.29M
APTV icon
45
Aptiv
APTV
$12B
$1.5M 0.26%
15,200
+9,800
+181% +$925K
VMW
46
DELISTED
VMware, Inc
VMW
$1.49M 0.25%
13,600
-3,100
-19% -$306K
LSTR icon
47
Landstar System
LSTR
$6.8B
$1.42M 0.24%
+14,200
New +$1.26M
KR icon
48
Kroger
KR
$34.8B
$1.41M 0.24%
+70,500
New +$1.59M
SHAK icon
49
Shake Shack
SHAK
$2.3B
$1.34M 0.23%
40,300
-7,400
-16% -$242K
GAP
50
The Gap Inc
GAP
$6.84B
$1.32M 0.23%
44,700
+30,700
+219% +$754K
1
2
3 4 5

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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.