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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 | |
|---|---|---|---|---|---|---|
551
SEACOR Marine Holdings
SMHI
$216M
| $169K | 0.03% |
+10,800
| New | +$157K |
|
552
Aldeyra Therapeutics
ALDX
$91.7M
| $168K | 0.03% |
+23,300
| New | +$122K |
|
|
HK
553
DELISTED
Halcon Resources Corporation
HK
| $166K | 0.03% |
+24,400
| New | +$152K |
|
|
HDSN
554
Hudson Technologies
HDSN
$267M
| $165K | 0.03% |
21,100
+5,400
| +34% | +$46.8K |
|
555
Navient
NAVI
$774M
| $165K | 0.03% |
+11,000
| New | +$160K |
|
556
BGC Group
BGC
$5.58B
| $161K | 0.03% |
17,261
-2,954
| -15% | -$24.7K |
|
|
VSI
557
DELISTED
Vitamin Shoppe Inc.
VSI
| $157K | 0.03% |
29,300
-9,500
| -24% | -$73.4K |
|
558
Costamare
CMRE
$1.9B
| $156K | 0.03% |
25,300
+10,800
| +74% | +$69.9K |
|
559
First Bancorp
FBP
$4.4B
| $156K | 0.03% |
+30,500
| New | +$174K |
|
560
Star Bulk Carriers
SBLK
$3.14B
| $155K | 0.03% |
16,000
+3,200
| +25% | +$33.3K |
|
|
TLGT
561
DELISTED
Teligent, Inc
TLGT
| $154K | 0.03% |
+2,290
| New | +$168K |
|
|
AUO
562
DELISTED
AU Optronics Corp
AUO
| $154K | 0.03% |
38,000
-23,000
| -38% | -$92.9K |
|
|
RESI
563
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $153K | 0.03% |
+13,800
| New | +$168K |
|
|
RXDX
564
DELISTED
Ignyta, Inc.
RXDX
| $149K | 0.03% |
+12,100
| New | +$125K |
|
|
DX
565
Dynex Capital
DX
$2.99B
| $147K | 0.03% |
+6,733
| New | +$143K |
|
|
ANW
566
DELISTED
Aegean Marine Petroleum Network
ANW
| $143K | 0.02% |
+28,800
| New | +$142K |
|
|
TTPH
567
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
| $141K | 0.02% |
+1,030
| New | +$138K |
|
568
Ecopetrol
EC
$32.9B
| $140K | 0.02% |
+14,700
| New | +$136K |
|
569
OneSpan
OSPN
$562M
| $140K | 0.02% |
+11,600
| New | +$149K |
|
570
Sabesp
SBS
$19.7B
| $136K | 0.02% |
67,035
-76,832
| -53% | -$155K |
|
571
ICICI Bank
IBN
$106B
| $135K | 0.02% |
15,800
-4,900
| -24% | -$44.8K |
|
|
HABT
572
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $133K | 0.02% |
10,200
-29,400
| -74% | -$424K |
|
|
CBL
573
DELISTED
CBL& Associates Properties, Inc.
CBL
| $127K | 0.02% |
+15,100
| New | +$128K |
|
|
HAPN
574
Happen Inc
HAPN
$2.08B
| $124K | 0.02% |
+4,060
| New | +$117K |
|
|
TOUR
575
Tuniu
TOUR
$55.4M
| $124K | 0.02% |
+1,590
| New | +$123K |
|
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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.