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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
MDSO
951
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-3,500
Closed -$274K
APC
952
DELISTED
Anadarko Petroleum
APC
– –
-18,200
Closed -$825K
BKS
953
DELISTED
Barnes & Noble
BKS
– –
-12,600
Closed -$96K
ARRY
954
DELISTED
Array Biopharma Inc
ARRY
– –
-13,300
Closed -$111K
FTD
955
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-20,100
Closed -$402K
BMS
956
DELISTED
Bemis
BMS
– –
-21,900
Closed -$1.01M
RDC
957
DELISTED
Rowan Companies Plc
RDC
– –
-18,100
Closed -$185K
IDTI
958
DELISTED
Integrated Device Technology I
IDTI
– –
-16,400
Closed -$423K
TFCFA
959
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-12,000
Closed -$340K
TFCF
960
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-12,800
Closed -$357K
LOXO
961
DELISTED
Loxo Oncology, Inc
LOXO
– –
-3,300
Closed -$265K
FBR
962
DELISTED
Fibria Celulose Sa
FBR
– –
-16,400
Closed -$167K
GBNK
963
DELISTED
Guaranty Bancorp
GBNK
– –
-8,700
Closed -$237K
OCLR
964
DELISTED
Oclaro Inc.
OCLR
– –
-29,300
Closed -$274K
LHO
965
DELISTED
LaSalle Hotel Properties
LHO
– –
-22,200
Closed -$662K
AET
966
DELISTED
Aetna Inc
AET
– –
-6,900
Closed -$1.05M
COL
967
DELISTED
Rockwell Collins
COL
– –
-5,800
Closed -$609K
KLXI
968
DELISTED
KLX Inc.
KLXI
– –
-9,251
Closed -$390K
SIGM
969
DELISTED
Sigma Designs Inc
SIGM
– –
-13,100
Closed -$77K
RSPP
970
DELISTED
RSP Permian, Inc.
RSPP
– –
-7,900
Closed -$255K
FNGN
971
DELISTED
Financial Engines, Inc.
FNGN
– –
-7,500
Closed -$275K
ALOG
972
DELISTED
Analogic Corp
ALOG
– –
-6,700
Closed -$487K
GXP
973
DELISTED
Great Plains Energy Incorporated
GXP
– –
-11,300
Closed -$331K
BUFF
974
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-41,600
Closed -$949K
SCMP
975
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-27,200
Closed -$286K
36 37 38
39
40

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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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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.