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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
AA icon
601
Alcoa
AA
$11.7B
– –
-18,700
Closed -$611K
AAOI icon
602
Applied Optoelectronics
AAOI
$8.04B
– –
-8,500
Closed -$525K
ABBV icon
603
AbbVie
ABBV
$458B
– –
-5,800
Closed -$421K
AEM icon
604
Agnico Eagle Mines
AEM
$72.6B
– –
-5,800
Closed -$262K
AER icon
605
AerCap
AER
$23.9B
– –
-13,100
Closed -$608K
AES icon
606
AES
AES
$10.6B
– –
-87,360
Closed -$971K
AGNC icon
607
AGNC Investment
AGNC
$12.3B
– –
-34,700
Closed -$739K
AGO icon
608
Assured Guaranty
AGO
$3.78B
– –
-7,200
Closed -$301K
AKR icon
609
Acadia Realty Trust
AKR
$2.99B
– –
-9,400
Closed -$261K
ALK icon
610
Alaska Air
ALK
$5.15B
– –
-4,000
Closed -$359K
ALL icon
611
Allstate
ALL
$66.9B
– –
-10,800
Closed -$955K
ALNY icon
612
Alnylam Pharmaceuticals
ALNY
$36.3B
– –
-5,900
Closed -$471K
ALTO icon
613
Alto Ingredients
ALTO
$360M
– –
-63,700
Closed -$398K
AMC icon
614
AMC Entertainment Holdings
AMC
$2.03B
– –
-940
Closed -$214K
AMG icon
615
Affiliated Managers Group
AMG
$9.46B
– –
-4,700
Closed -$780K
AMN icon
616
AMN Healthcare
AMN
$1.28B
– –
-5,800
Closed -$226K
AMP icon
617
Ameriprise Financial
AMP
$46.8B
– –
-2,300
Closed -$293K
AMPY icon
618
Amplify Energy
AMPY
$163M
– –
-11,900
Closed -$151K
AMWD
619
DELISTED
American Woodmark
AMWD
– –
-3,200
Closed -$306K
AMX icon
620
America Movil
AMX
$78.1B
– –
-31,100
Closed -$495K
AN icon
621
AutoNation
AN
$6.97B
– –
-12,600
Closed -$531K
APAM icon
622
Artisan Partners
APAM
$2.79B
– –
-9,600
Closed -$295K
ARCO icon
623
Arcos Dorados Holdings
ARCO
$1.73B
– –
-17,165
Closed -$124K
ARDX icon
624
Ardelyx
ARDX
$1.24B
– –
-21,600
Closed -$110K
ASML icon
625
ASML
ASML
$675B
– –
-9,200
Closed -$1.2M
23 24
25
26 27

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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
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
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.