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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 | |
|---|---|---|---|---|---|---|
|
SNCR
576
DELISTED
Synchronoss Technologies
SNCR
| $123K | 0.02% |
+1,467
| New | +$204K |
|
|
ICON
577
DELISTED
Iconix Brand Group, Inc.
ICON
| $123K | 0.02% |
2,160
-3,100
| -59% | -$185K |
|
578
Sumitomo Mitsui Financial
SMFG
$166B
| $119K | 0.02% |
+15,400
| New | +$117K |
|
|
CHK
579
DELISTED
Chesapeake Energy Corporation
CHK
| $119K | 0.02% |
+138
| New | +$118K |
|
|
FTR
580
DELISTED
Frontier Communications Corp.
FTR
| $118K | 0.02% |
+10,000
| New | +$140K |
|
581
Verastem
VSTM
$532M
| $117K | 0.02% |
+2,075
| New | +$97.9K |
|
582
OFG Bancorp
OFG
$2.21B
| $116K | 0.02% |
+12,700
| New | +$121K |
|
583
Sunrun
RUN
$2.37B
| $109K | 0.02% |
19,600
-10,800
| -36% | -$73.6K |
|
584
Iovance Biotherapeutics
IOVA
$2.23B
| $107K | 0.02% |
13,800
-17,800
| -56% | -$113K |
|
585
NatWest
NWG
$71.5B
| $107K | 0.02% |
+13,650
| New | +$99K |
|
586
Minerva Neurosciences
NERV
$188M
| $106K | 0.02% |
1,738
+400
| +30% | +$22.9K |
|
|
SWN
587
DELISTED
Southwestern Energy Company
SWN
| $106K | 0.02% |
17,300
-38,500
| -69% | -$218K |
|
|
AHT
588
Ashford Hospitality Trust
AHT
$21M
| $105K | 0.02% |
+16
| New | +$98.6K |
|
589
Community Health Systems
CYH
$385M
| $105K | 0.02% |
+13,700
| New | +$107K |
|
590
Cemex
CX
$17.4B
| $102K | 0.02% |
11,200
-1,700
| -13% | -$16.1K |
|
|
VER
591
DELISTED
VEREIT, Inc.
VER
| $99K | 0.02% |
+2,380
| New | +$100K |
|
|
AENZ
592
DELISTED
Aenza S.A.A.
AENZ
| $92K | 0.02% |
+6,400
| New | +$69.4K |
|
593
Arbor Realty Trust
ABR
$960M
| $89K | 0.02% |
10,900
-6,200
| -36% | -$50.5K |
|
|
NXEO
594
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
| $82K | 0.01% |
11,200
-7,400
| -40% | -$56.7K |
|
|
SITO
595
DELISTED
SITO MOBILE, LTD
SITO
| $79K | 0.01% |
+11,000
| New | +$52.6K |
|
596
Accuray
ARAY
$28.4M
| $75K | 0.01% |
+18,800
| New | +$80.7K |
|
597
PUT
HSBC
HSBC
$355B
| $74K | 0.01% |
+1,642
| New | +$72.6K |
|
598
Pixelworks
PXLW
$38.8M
| $57K | 0.01% |
1,008
-1,767
| -64% | -$99.5K |
|
|
HIVE
599
DELISTED
Aerohive Networks
HIVE
| $48K | 0.01% |
+11,800
| New | +$47.3K |
|
|
AVID
600
DELISTED
Avid Technology Inc
AVID
| $46K | 0.01% |
10,100
-100
| -1% | -$474 |
|
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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.