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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
IWM icon
1
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$52.3M 8.94%
+353,000
New +$49.7M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$52.3M 8.94%
353,000
-347,000
-50% -$48.8M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$50.2M 8.58%
+200,000
New +$49.3M
HSBC icon
4
CALL
HSBC
HSBC
$355B
$29.6M 5.06%
+656,651
New +$29M
QQQ icon
5
PUT
Invesco QQQ Trust
QQQ
$455B
$26.2M 4.47%
180,000
-1,291,200
-88% -$185M
EEM icon
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$22.4M 3.83%
+500,000
New +$22M
EFC
7
Ellington Financial
EFC
$1.68B
$16.5M 2.82%
1,044,492
– –
HTZ
8
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$7.83M 1.34%
402,850
+77,692
+24% +$1.22M
CIVI
9
DELISTED
Civitas Resources
CIVI
$5.66M 0.97%
171,592
-201,166
-54% -$5.73M
CJ
10
DELISTED
C&J Energy Services, Inc.
CJ
$5.06M 0.86%
168,847
-93,300
-36% -$2.76M
MU icon
11
Micron Technology
MU
$1.04T
$3.77M 0.64%
95,800
+18,700
+24% +$591K
SPY icon
12
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$3.41M 0.58%
13,591
+12,091
+806% +$2.98M
LOW icon
13
Lowe's Companies
LOW
$116B
$3.04M 0.52%
38,000
+14,200
+60% +$1.09M
ULTA icon
14
Ulta Beauty
ULTA
$20.4B
$2.92M 0.5%
12,900
+8,600
+200% +$2.07M
KNX icon
15
Knight Transportation
KNX
$11.8B
$2.76M 0.47%
+66,400
New +$2.52M
SIX
16
DELISTED
Six Flags Entertainment Corp.
SIX
$2.74M 0.47%
+45,000
New +$2.52M
DINO icon
17
HF Sinclair
DINO
$15.9B
$2.68M 0.46%
+74,500
New +$2.24M
ORLY icon
18
O'Reilly Automotive
ORLY
$72.4B
$2.61M 0.45%
181,500
+123,000
+210% +$1.62M
WSM icon
19
Williams-Sonoma
WSM
$26.7B
$2.56M 0.44%
102,800
+50,000
+95% +$1.16M
THO icon
20
Thor Industries
THO
$3.99B
$2.56M 0.44%
20,300
+12,000
+145% +$1.29M
HBI
21
DELISTED
Hanesbrands
HBI
$2.5M 0.43%
101,300
+29,500
+41% +$708K
TROW icon
22
T. Rowe Price
TROW
$25B
$2.47M 0.42%
27,200
+8,100
+42% +$670K
CASY icon
23
Casey's General Stores
CASY
$31.9B
$2.42M 0.41%
+22,100
New +$2.35M
CPRI icon
24
Capri Holdings
CPRI
$1.77B
$2.31M 0.39%
+48,300
New +$1.96M
RIG icon
25
Transocean
RIG
$5.92B
$2.31M 0.39%
214,800
-19,467
-8% -$168K
1
2 3 4 5

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NIA
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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.