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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
SLG icon
826
SL Green Realty
SLG
$3.88B
– –
-11,157
Closed -$1.14M
SMTC icon
827
Semtech
SMTC
$11.7B
– –
-22,500
Closed -$804K
SNBR
828
DELISTED
Sleep Number
SNBR
– –
-27,000
Closed -$958K
SND icon
829
Smart Sand
SND
$200M
– –
-86,988
Closed -$775K
SNEX icon
830
StoneX
SNEX
$8.83B
– –
-30,881
Closed -$230K
SONY icon
831
Sony
SONY
$123B
– –
-57,000
Closed -$435K
SQNS
832
Sequans Communications SA
SQNS
$37.4M
– –
-142
Closed -$47K
STE icon
833
Steris
STE
$20.9B
– –
-5,000
Closed -$408K
STKL
834
DELISTED
SunOpta
STKL
– –
-21,200
Closed -$216K
STM icon
835
STMicroelectronics
STM
$46B
– –
-17,500
Closed -$252K
STRL icon
836
Sterling Infrastructure
STRL
$20.3B
– –
-31,300
Closed -$409K
STWD icon
837
Starwood Property Trust
STWD
$6.12B
– –
-28,300
Closed -$634K
STZ icon
838
Constellation Brands
STZ
$22.2B
– –
-1,800
Closed -$349K
SUI icon
839
Sun Communities
SUI
$15B
– –
-7,500
Closed -$658K
SUPN icon
840
Supernus Pharmaceuticals
SUPN
$2.68B
– –
-11,814
Closed -$509K
TAL icon
841
TAL Education Group
TAL
$5.71B
– –
-15,600
Closed -$318K
TGI
842
DELISTED
Triumph Group
TGI
– –
-16,000
Closed -$506K
TITN icon
843
Titan Machinery
TITN
$466M
– –
-18,200
Closed -$327K
TMHC icon
844
Taylor Morrison
TMHC
$6.67B
– –
-15,400
Closed -$370K
TREE icon
845
LendingTree
TREE
$544M
– –
-1,300
Closed -$224K
TREE icon
846
PUT
LendingTree
TREE
$544M
– –
-7,700
Closed -$1.33M
TRS icon
847
TriMas Corp
TRS
$1.43B
– –
-28,200
Closed -$588K
TTC icon
848
Toro Company
TTC
$8.93B
– –
-4,700
Closed -$326K
TTEC icon
849
TTEC Holdings
TTEC
$103M
– –
-11,400
Closed -$465K
TTEK icon
850
Tetra Tech
TTEK
$8.23B
– –
-66,000
Closed -$604K
32 33
34
35 36

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SCM
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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.