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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
WLY icon
876
John Wiley & Sons Class A
WLY
$2.52B
– –
-3,800
Closed -$200K
WM icon
877
Waste Management
WM
$95.9B
– –
-12,600
Closed -$924K
WSFS icon
878
WSFS Financial
WSFS
$4.1B
– –
-7,100
Closed -$322K
WSO icon
879
Watsco Inc
WSO
$14.9B
– –
-2,800
Closed -$432K
WTFC icon
880
Wintrust Financial
WTFC
$10.7B
– –
-8,200
Closed -$627K
X
881
DELISTED
US Steel
X
– –
-13,110
Closed -$290K
XLF icon
882
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
– –
-466,600
Closed -$11.5M
XPO icon
883
XPO
XPO
$25B
– –
-61,008
Closed -$1.36M
YELP icon
884
Yelp
YELP
$1.38B
– –
-18,100
Closed -$543K
YPF icon
885
YPF
YPF
$20.2B
– –
-60,900
Closed -$1.33M
YUMC icon
886
Yum China
YUMC
$14.9B
– –
-10,500
Closed -$414K
ZTS icon
887
Zoetis
ZTS
$31.6B
– –
-5,100
Closed -$318K
PRKS icon
888
United Parks & Resorts
PRKS
$2.11B
– –
-125,500
Closed -$2.04M
CNH
889
CNH Industrial
CNH
$13.8B
– –
-18,614
Closed -$184K
AAMI
890
Acadian Asset Management
AAMI
$2.88B
– –
-19,000
Closed -$282K
PRSU
891
Pursuit Attractions and Hospitality Inc
PRSU
$1.43B
– –
-4,300
Closed -$203K
XYZ
892
Block Inc
XYZ
$45.9B
– –
-43,400
Closed -$1.02M
BERY
893
DELISTED
Berry Global Group, Inc.
BERY
– –
-18,404
Closed -$963K
ENZ
894
DELISTED
Enzo Biochem, Inc.
ENZ
– –
-10,900
Closed -$120K
IVAC
895
DELISTED
Intevac Inc
IVAC
– –
-14,700
Closed -$163K
CNSL
896
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-9,900
Closed -$213K
SAVE
897
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-14,900
Closed -$770K
SRCL
898
DELISTED
Stericycle Inc
SRCL
– –
-2,900
Closed -$221K
PXD
899
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-3,700
Closed -$590K
SPLK
900
DELISTED
Splunk Inc
SPLK
– –
-7,600
Closed -$432K
34 35
36
37 38

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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.