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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
+7.83%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$612M
AUM Growth
+$26.3M
Cap. Flow
+$3.74M
Cap. Flow %
0.61%
Top 10 Hldgs %
45.54%
Holding
955
New
354
Increased
102
Reduced
103
Closed
392

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$9.83M
2
KSS icon
Kohl's
KSS
+$4.09M
3
GRMN
Garmin
GRMN
+$3.72M
4
SFM icon
Sprouts Farmers Market
SFM
+$2.87M
5
MIK
Michaels Stores, Inc
MIK
+$2.54M

Top Sells

Rank Stock Value
1
CIVI
Civitas Resources
CIVI
+$5.66M
2
CJ
C&J Energy Services, Inc.
CJ
+$5.06M
3
KNX icon
Knight Transportation
KNX
+$2.76M
4
DINO icon
HF Sinclair
DINO
+$2.67M
5
ULTA icon
Ulta Beauty
ULTA
+$2.54M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 13.47%
2 Technology 6.65%
3 Real Estate 6.33%
4 Industrials 6.26%
5 Financials 5.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$127M 20.71%
830,900
+477,900
+135% +$71.8M
IWM icon
2
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$42.6M 6.97%
279,600
-73,400
-21% -$11M
HSBC icon
3
CALL
HSBC
HSBC
$355B
$31M 5.07%
656,651
– –
FXI icon
4
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$20.8M 3.4%
+450,000
New +$20.8M
EFC
5
Ellington Financial
EFC
$1.68B
$14.9M 2.43%
1,024,079
-20,413
-2% -$311K
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$13.7M 2.24%
51,401
+37,810
+278% +$9.83M
PBI icon
7
CALL
Pitney Bowes
PBI
$2.42B
$8.91M 1.46%
+797,200
New +$9.39M
GSM icon
8
PUT
FerroAtlántica
GSM
$628M
$8.1M 1.32%
+500,000
New +$7.74M
X
9
PUT
DELISTED
US Steel
X
$7.04M 1.15%
+200,000
New +$5.82M
KSS icon
10
Kohl's
KSS
$2.03B
$4.82M 0.79%
+88,900
New +$4.09M
LOW icon
11
Lowe's Companies
LOW
$116B
$4.65M 0.76%
50,000
+12,000
+32% +$992K
HTZ
12
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$4.42M 0.72%
230,200
-172,650
-43% -$3.34M
FIVE icon
13
Five Below
FIVE
$11.2B
$3.87M 0.63%
58,400
+21,600
+59% +$1.3M
GME icon
14
GameStop
GME
$9.5B
$3.86M 0.63%
859,600
+446,400
+108% +$2.08M
WSM icon
15
Williams-Sonoma
WSM
$26.7B
$3.82M 0.62%
147,800
+45,000
+44% +$1.15M
GRMN
16
Garmin
GRMN
$46.9B
$3.78M 0.62%
+63,400
New +$3.72M
UAL icon
17
United Airlines
UAL
$38.4B
$3.57M 0.58%
52,954
+20,954
+65% +$1.31M
AEO icon
18
American Eagle Outfitters
AEO
$2.85B
$3.47M 0.57%
184,800
+131,300
+245% +$1.98M
TJX icon
19
TJX Companies
TJX
$170B
$3.4M 0.56%
89,000
+55,800
+168% +$2.02M
HBI
20
DELISTED
Hanesbrands
HBI
$3.37M 0.55%
161,100
+59,800
+59% +$1.28M
SFM icon
21
Sprouts Farmers Market
SFM
$7.04B
$3.29M 0.54%
+135,300
New +$2.87M
TLRD
22
DELISTED
Tailored Brands, Inc.
TLRD
$3.16M 0.52%
144,700
+6,300
+5% +$106K
MIK
23
DELISTED
Michaels Stores, Inc
MIK
$2.97M 0.49%
+122,864
New +$2.54M
SIX
24
DELISTED
Six Flags Entertainment Corp.
SIX
$2.84M 0.46%
42,600
-2,400
-5% -$154K
W icon
25
Wayfair
W
$11.1B
$2.8M 0.46%
+34,900
New +$2.45M
1
2 3 4 5

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Ellington Management Group's Q4 2017 Portfolio in Review

As of Q4 2017, Ellington Management Group held 955 positions worth $612M, up 4.5% from $585M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Ellington Management Group's Q4 2017 filing shows 354 new, 102 increased, 103 reduced and 392 closed positions. Its largest new stake was Kohl's: 88,900 shares worth $4.82M. The largest sale was Civitas Resources, an estimated $5.66M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 12% a quarter earlier, followed by Technology and Real Estate.

  • Ellington Management Group's largest Q4 2017 buy was Kohl's: 88,900 shares worth $4.82M.
  • Ellington Management Group added most to State Street SPDR S&P 500 ETF Trust in Q4 2017, an estimated $9.83M increase.
  • Ellington Management Group's biggest Q4 2017 reduction was HF Sinclair, cutting an estimated $2.67M.
  • Ellington Management Group fully exited Civitas Resources in Q4 2017, selling an estimated $5.66M.
  • Ellington Management Group's ten largest holdings make up 46% of its $612M portfolio in Q4 2017.
  • Ellington Management Group opened 354 new positions and closed 392 in Q4 2017.
  • Ellington Management Group's portfolio value rose 4.5% quarter-over-quarter to $612M.

Based on Ellington Management Group's 13F filing for Q4 2017, filed 14 Feb 2018.