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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
PSX icon
51
Phillips 66
PSX
$82.9B
$1.32M 0.23%
+14,400
New +$1.22M
RDS.A
52
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.31M 0.22%
+21,600
New +$1.21M
HDB icon
53
HDFC Bank
HDB
$119B
$1.28M 0.22%
+53,200
New +$1.26M
FCX icon
54
Freeport-McMoran
FCX
$90B
$1.28M 0.22%
91,000
+49,200
+118% +$691K
DATA
55
DELISTED
Tableau Software, Inc.
DATA
$1.27M 0.22%
+17,000
New +$1.18M
XOM icon
56
ExxonMobil
XOM
$651B
$1.27M 0.22%
+15,500
New +$1.23M
DBI icon
57
Designer Brands
DBI
$277M
$1.23M 0.21%
57,100
-16,300
-22% -$300K
TJX icon
58
TJX Companies
TJX
$170B
$1.22M 0.21%
+33,200
New +$1.18M
SLCA
59
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.22M 0.21%
39,100
+28,800
+280% +$834K
SQM icon
60
Sociedad Química y Minera de Chile
SQM
$19.6B
$1.2M 0.2%
21,500
-19,900
-48% -$894K
EPR icon
61
EPR Properties
EPR
$4.86B
$1.17M 0.2%
+16,700
New +$1.18M
RDS.B
62
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$1.14M 0.19%
+18,200
New +$1.04M
FDS icon
63
Factset
FDS
$9.05B
$1.14M 0.19%
+6,300
New +$1.03M
BIG
64
DELISTED
Big Lots, Inc.
BIG
$1.13M 0.19%
+21,000
New +$1.03M
PHG icon
65
Philips
PHG
$25.4B
$1.11M 0.19%
+35,439
New +$1.03M
WBC
66
DELISTED
WABCO HOLDINGS INC.
WBC
$1.09M 0.19%
7,400
+2,900
+64% +$402K
EMN icon
67
Eastman Chemical
EMN
$7.8B
$1.09M 0.19%
+12,000
New +$1.02M
UFPI icon
68
UFP Industries
UFPI
$4.97B
$1.08M 0.18%
+33,000
New +$953K
ESNT icon
69
Essent Group
ESNT
$6.06B
$1.07M 0.18%
+26,500
New +$1.02M
ASH icon
70
Ashland
ASH
$3.04B
$1.05M 0.18%
+16,000
New +$1.02M
JEF icon
71
Jefferies Financial Group
JEF
$12.9B
$1.01M 0.17%
+44,909
New +$1.01M
NRG icon
72
NRG Energy
NRG
$29.8B
$991K 0.17%
38,720
-4,040
-9% -$95.5K
EMBJ
73
Embraer S.A. ADS
EMBJ
$11.6B
$952K 0.16%
+42,100
New +$897K
MNK
74
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$949K 0.16%
+25,400
New +$1.01M
FAF icon
75
First American
FAF
$7.66B
$944K 0.16%
+18,900
New +$902K
1 2
3
4 5

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NIA
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HFA
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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.