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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
CORE
926
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-13,700
Closed -$453K
ALXN
927
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-5,000
Closed -$608K
NEOS
928
DELISTED
Neos Therapeutics, Inc
NEOS
– –
-61,200
Closed -$447K
QEP
929
DELISTED
QEP RESOURCES, INC.
QEP
– –
-12,100
Closed -$122K
CZZ
930
DELISTED
Cosan Limited
CZZ
– –
-32,600
Closed -$209K
EV
931
DELISTED
Eaton Vance Corp.
EV
– –
-20,700
Closed -$980K
EIGI
932
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-15,600
Closed -$130K
PE
933
DELISTED
PARSLEY ENERGY INC
PE
– –
-23,600
Closed -$655K
TIF
934
DELISTED
Tiffany & Co.
TIF
– –
-18,500
Closed -$1.74M
BMCH
935
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-9,200
Closed -$201K
WMGI
936
DELISTED
Wright Medical Group Inc
WMGI
– –
-29,100
Closed -$800K
HTZ
937
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-66,023
Closed -$1.04M
HTZ
938
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-581,600
Closed -$5.81M
ONDK
939
DELISTED
On Deck Capital, Inc.
ONDK
– –
-21,600
Closed -$101K
AMTD
940
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-5,200
Closed -$224K
INWK
941
DELISTED
InnerWorkings, Inc.
INWK
– –
-15,300
Closed -$177K
LM
942
DELISTED
Legg Mason, Inc.
LM
– –
-26,000
Closed -$992K
IBKC
943
DELISTED
IBERIABANK Corp
IBKC
– –
-5,700
Closed -$465K
STML
944
DELISTED
Stemline Therapeutics, Inc.
STML
– –
-17,400
Closed -$160K
JCP
945
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-515,300
Closed -$2.4M
WAAS
946
DELISTED
AquaVenture Holdings Limited
WAAS
– –
-10,400
Closed -$158K
DPLO
947
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-17,100
Closed -$253K
ACHN
948
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-10,000
Closed -$46K
WCG
949
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-2,600
Closed -$467K
VIAB
950
DELISTED
Viacom Inc. Class B
VIAB
– –
-9,200
Closed -$309K
36 37
38
39 40

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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.