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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
(-16%)
Cap. Flow
-$142M
Cap. Flow
% of AUM
-24.2%
Top 10 Holdings %
Top 10 Hldgs %
45.81%
Holding
996
New
390
Increased
88
Reduced
122
Closed
395
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.98M |
| 2 |
SIX
Six Flags Entertainment Corp.
SIX
|
+$2.52M |
| 3 |
Knight Transportation
KNX
|
+$2.52M |
| 4 |
Casey's General Stores
CASY
|
+$2.35M |
| 5 |
HF Sinclair
DINO
|
+$2.24M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CIVI
Civitas Resources
CIVI
|
+$5.73M |
| 2 |
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 |
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 | |
|---|---|---|---|---|---|---|
376
Sunstone Hotel Investors
SHO
$2.19B
| $302K | 0.05% |
+18,800
| New | +$299K |
|
377
Liberty Media Series C
FWONK
$24.3B
| $301K | 0.05% |
+8,171
| New | +$286K |
|
378
Insmed
INSM
$23.2B
| $300K | 0.05% |
+9,600
| New | +$183K |
|
379
Johnson Outdoors
JOUT
$482M
| $300K | 0.05% |
+4,100
| New | +$239K |
|
380
Generac Holdings
GNRC
$11.9B
| $299K | 0.05% |
+6,500
| New | +$255K |
|
381
TE Connectivity
TEL
$58.8B
| $299K | 0.05% |
+3,600
| New | +$289K |
|
382
Vale
VALE
$62.9B
| $298K | 0.05% |
+29,600
| New | +$298K |
|
383
Axos Financial
AX
$5.45B
| $296K | 0.05% |
+10,400
| New | +$272K |
|
384
St. Joe Company
JOE
$3.57B
| $296K | 0.05% |
+15,700
| New | +$292K |
|
385
Lexicon Pharmaceuticals
LXRX
$1.02B
| $296K | 0.05% |
+24,100
| New | +$356K |
|
386
Banc of California
BANC
$3.28B
| $295K | 0.05% |
+14,200
| New | +$280K |
|
387
GATX Corp
GATX
$6.55B
| $295K | 0.05% |
+4,800
| New | +$295K |
|
388
Target
TGT
$62.1B
| $295K | 0.05% |
+5,000
| New | +$280K |
|
389
Ciena
CIEN
$55.3B
| $294K | 0.05% |
+13,400
| New | +$321K |
|
|
PDM
390
Piedmont Realty Trust
PDM
$1.22B
| $294K | 0.05% |
+14,600
| New | +$298K |
|
391
Global Industrial
GIC
$1.34B
| $293K | 0.05% |
+11,100
| New | +$252K |
|
392
Heartland Express
HTLD
$1.11B
| $293K | 0.05% |
+11,700
| New | +$255K |
|
|
TIER
393
DELISTED
TIER REIT, Inc.
TIER
| $293K | 0.05% |
+15,200
| New | +$280K |
|
394
ArcBest
ARCB
$3.44B
| $291K | 0.05% |
+8,700
| New | +$229K |
|
395
Broadridge
BR
$17.2B
| $291K | 0.05% |
3,600
+800
| +29% | +$61.6K |
|
396
Procter & Gamble
PG
$343B
| $291K | 0.05% |
+3,200
| New | +$291K |
|
|
THS
397
DELISTED
Treehouse Foods
THS
| $291K | 0.05% |
4,300
-2,100
| -33% | -$155K |
|
|
CS
398
DELISTED
Credit Suisse Group
CS
| $291K | 0.05% |
+18,400
| New | +$279K |
|
|
DRE
399
DELISTED
Duke Realty Corp.
DRE
| $291K | 0.05% |
+10,100
| New | +$291K |
|
|
DYN
400
DELISTED
Dynegy, Inc.
DYN
| $291K | 0.05% |
+29,700
| New | +$265K |
|
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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.