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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
IMGN
901
DELISTED
Immunogen Inc
IMGN
– –
-79,100
Closed -$562K
SRC
902
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-22,077
Closed -$734K
CHS
903
DELISTED
Chicos FAS, Inc.
CHS
– –
-11,200
Closed -$106K
RPT
904
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-10,300
Closed -$133K
AVTA
905
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-14,700
Closed -$312K
NXGN
906
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-15,000
Closed -$258K
ICPT
907
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-2,300
Closed -$278K
FRC
908
DELISTED
First Republic Bank
FRC
– –
-5,400
Closed -$541K
ATCO
909
DELISTED
Atlas Corp.
ATCO
– –
-31,100
Closed -$222K
COUP
910
DELISTED
Coupa Software Incorporated
COUP
– –
-9,000
Closed -$261K
CLVS
911
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-5,900
Closed -$552K
MANT
912
DELISTED
Mantech International Corp
MANT
– –
-6,900
Closed -$286K
EMWP
913
DELISTED
Eros Media World PLC
EMWP
– –
-1,015
Closed -$232K
EPZM
914
DELISTED
Epizyme, Inc
EPZM
– –
-12,400
Closed -$187K
ACC
915
DELISTED
American Campus Communities, Inc.
ACC
– –
-5,800
Closed -$274K
CNR
916
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-11,400
Closed -$190K
MIC
917
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-10,200
Closed -$800K
CDK
918
DELISTED
CDK Global, Inc.
CDK
– –
-19,600
Closed -$1.22M
NP
919
DELISTED
Neenah, Inc. Common Stock
NP
– –
-5,800
Closed -$465K
COHR
920
DELISTED
Coherent Inc
COHR
– –
-2,900
Closed -$652K
TVTY
921
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-6,300
Closed -$251K
HSTO
922
DELISTED
Histogen Inc. Common Stock
HSTO
– –
-87
Closed -$100K
FLOW
923
DELISTED
SPX FLOW, Inc.
FLOW
– –
-5,500
Closed -$203K
CONE
924
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-17,900
Closed -$998K
INFO
925
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-6,700
Closed -$295K
35 36
37
38 39

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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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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.