We are live on ! Find out more
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
CVSA
626
Covista Inc
CVSA
$3.94B
– –
-6,200
Closed -$235K
ATO icon
627
Atmos Energy
ATO
$29.9B
– –
-5,200
Closed -$431K
AVAV icon
628
AeroVironment
AVAV
$7.57B
– –
-11,500
Closed -$439K
AVDL
629
DELISTED
Avadel Pharmaceuticals
AVDL
– –
-15,300
Closed -$169K
AVNT icon
630
Avient
AVNT
$3.45B
– –
-21,000
Closed -$814K
AVY icon
631
Avery Dennison
AVY
$12.3B
– –
-6,200
Closed -$548K
AYI icon
632
Acuity Brands
AYI
$9.88B
– –
-11,100
Closed -$2.26M
BAK icon
633
Braskem
BAK
$980M
– –
-16,900
Closed -$350K
BANR icon
634
Banner Corp
BANR
$2.39B
– –
-5,300
Closed -$300K
BCRX icon
635
BioCryst Pharmaceuticals
BCRX
$2.37B
– –
-34,600
Closed -$192K
BEN icon
636
Franklin Resources
BEN
$16.9B
– –
-8,300
Closed -$372K
BFH icon
637
Bread Financial
BFH
$4.21B
– –
-1,880
Closed -$385K
BHC icon
638
Bausch Health
BHC
$1.65B
– –
-63,700
Closed -$1.1M
BHE icon
639
Benchmark Electronics
BHE
$2.91B
– –
-7,400
Closed -$239K
BHR
640
Braemar Hotels & Resorts
BHR
$153M
– –
-13,837
Closed -$141K
BIIB icon
641
Biogen
BIIB
$29.9B
– –
-3,000
Closed -$814K
BIO icon
642
Bio-Rad Laboratories Class A
BIO
$8.42B
– –
-2,100
Closed -$475K
BLKB icon
643
Blackbaud
BLKB
$1.5B
– –
-2,400
Closed -$206K
BMA icon
644
Banco Macro
BMA
$5.7B
– –
-2,600
Closed -$240K
BMY icon
645
Bristol-Myers Squibb
BMY
$127B
– –
-5,300
Closed -$295K
BRK.B icon
646
Berkshire Hathaway Class B
BRK.B
$1.07T
– –
-2,300
Closed -$390K
SLAI
647
DELISTED
SOLAI Ltd ADS
SLAI
– –
-169
Closed -$129K
BURL icon
648
Burlington
BURL
$22B
– –
-26,000
Closed -$2.39M
BUSE icon
649
First Busey Corp
BUSE
$2.52B
– –
-9,700
Closed -$284K
CB icon
650
Chubb
CB
$140B
– –
-3,300
Closed -$480K
24 25
26
27 28

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
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
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.