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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 | |
|---|---|---|---|---|---|---|
401
Halliburton
HAL
$27.9B
| $290K | 0.05% |
6,300
-14,300
| -69% | -$599K |
|
402
MBIA
MBI
$288M
| $289K | 0.05% |
+33,200
| New | +$333K |
|
403
Vertex Pharmaceuticals
VRTX
$121B
| $289K | 0.05% |
1,900
-4,000
| -68% | -$602K |
|
404
Helmerich & Payne
HP
$3.53B
| $287K | 0.05% |
+5,500
| New | +$272K |
|
405
Public Service Enterprise Group
PEG
$39.8B
| $287K | 0.05% |
6,200
-14,300
| -70% | -$648K |
|
406
Skyworks Solutions
SWKS
$9.06B
| $285K | 0.05% |
+2,800
| New | +$290K |
|
407
Maximus
MMS
$3.14B
| $284K | 0.05% |
+4,400
| New | +$270K |
|
408
Cimpress
CMPR
$2.37B
| $283K | 0.05% |
+2,900
| New | +$269K |
|
|
UCTT
409
Ultra Clean Holdings
UCTT
$4.16B
| $282K | 0.05% |
9,200
-12,200
| -57% | -$288K |
|
410
Zebra Technologies
ZBRA
$12.4B
| $282K | 0.05% |
+2,600
| New | +$267K |
|
|
TXNM
411
TXNM Energy Inc
TXNM
$6.47B
| $282K | 0.05% |
+7,000
| New | +$285K |
|
|
WPG
412
DELISTED
Washington Prime Group Inc.
WPG
| $282K | 0.05% |
+3,756
| New | +$291K |
|
413
Incyte
INCY
$23.5B
| $280K | 0.05% |
+2,400
| New | +$304K |
|
414
Turkcell
TKC
$4.84B
| $280K | 0.05% |
+31,700
| New | +$284K |
|
415
Hilton Worldwide
HLT
$74B
| $278K | 0.05% |
4,000
-7,800
| -66% | -$497K |
|
416
Radian Group
RDN
$5.14B
| $278K | 0.05% |
+14,900
| New | +$258K |
|
417
Genuine Parts
GPC
$17.1B
| $277K | 0.05% |
+2,900
| New | +$247K |
|
418
RLJ Lodging Trust
RLJ
$1.87B
| $277K | 0.05% |
+12,600
| New | +$260K |
|
419
Fortive
FTV
$19B
| $276K | 0.05% |
+6,184
| New | +$257K |
|
420
Okta
OKTA
$24.1B
| $276K | 0.05% |
+9,800
| New | +$248K |
|
421
Vishay Intertechnology
VSH
$5.86B
| $276K | 0.05% |
14,700
-9,100
| -38% | -$160K |
|
422
LKQ Corp
LKQ
$6.58B
| $274K | 0.05% |
+7,600
| New | +$259K |
|
423
Energy Recovery
ERII
$434M
| $273K | 0.05% |
+34,500
| New | +$246K |
|
424
Tractor Supply
TSCO
$16.3B
| $272K | 0.05% |
+21,500
| New | +$244K |
|
|
AEGN
425
DELISTED
Aegion Corp
AEGN
| $272K | 0.05% |
+11,700
| New | +$258K |
|
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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.