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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
BWXT icon
101
BWX Technologies
BWXT
$16B
$790K 0.14%
+14,100
New +$748K
JBHT icon
102
JB Hunt Transport Services
JBHT
$27.1B
$789K 0.13%
+7,100
New +$687K
ACLS icon
103
Axcelis
ACLS
$4.12B
$779K 0.13%
+28,500
New +$631K
LVS icon
104
Las Vegas Sands
LVS
$30.5B
$776K 0.13%
+12,100
New +$751K
TMX
105
DELISTED
Terminix Global Holdings, Inc.
TMX
$766K 0.13%
+24,485
New +$723K
AEO icon
106
American Eagle Outfitters
AEO
$2.85B
$765K 0.13%
53,500
-121,200
-69% -$1.48M
TECD
107
DELISTED
Tech Data Corp
TECD
$764K 0.13%
8,600
+500
+6% +$49.3K
MPC icon
108
Marathon Petroleum
MPC
$90.3B
$757K 0.13%
13,500
+7,800
+137% +$418K
PBR.A icon
109
Petrobras Class A
PBR.A
$107B
$753K 0.13%
78,000
+1,100
+1% +$9.58K
MCO icon
110
Moody's
MCO
$82.4B
$752K 0.13%
+5,400
New +$710K
EIX icon
111
Edison International
EIX
$30.7B
$749K 0.13%
+9,700
New +$767K
BB icon
112
BlackBerry
BB
$5.01B
$747K 0.13%
66,800
+7,000
+12% +$65.8K
VOYA icon
113
Voya Financial
VOYA
$8.94B
$746K 0.13%
+18,700
New +$716K
BGG
114
DELISTED
Briggs & Stratton Corp.
BGG
$743K 0.13%
31,600
+21,700
+219% +$493K
KEY icon
115
KeyCorp
KEY
$24.3B
$742K 0.13%
+39,400
New +$713K
LRCX icon
116
Lam Research
LRCX
$382B
$740K 0.13%
40,000
-5,000
-11% -$81.1K
VALE.P
117
DELISTED
Vale S A
VALE.P
$740K 0.13%
79,100
-12,200
-13% -$114K
CSRA
118
DELISTED
CSRA Inc.
CSRA
$736K 0.13%
+22,800
New +$735K
CMI icon
119
Cummins
CMI
$91.7B
$723K 0.12%
+4,300
New +$696K
RJF icon
120
Raymond James Financial
RJF
$32.5B
$708K 0.12%
12,600
+4,650
+58% +$251K
DDS icon
121
Dillards
DDS
$8.87B
$706K 0.12%
+12,600
New +$776K
HURN icon
122
Huron Consulting
HURN
$1.82B
$703K 0.12%
+20,500
New +$724K
EVR icon
123
Evercore
EVR
$13.1B
$690K 0.12%
8,600
+5,300
+161% +$398K
WUBA
124
DELISTED
58.com Inc
WUBA
$688K 0.12%
+10,900
New +$619K
IPGP icon
125
IPG Photonics
IPGP
$3.89B
$685K 0.12%
3,700
-600
-14% -$99.7K
3 4
5
6 7

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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.