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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 | |
|---|---|---|---|---|---|---|
651
CBRE Group
CBRE
$40.8B
| – | – |
-10,100
| Closed | -$368K |
|
652
Cracker Barrel
CBRL
$1.2B
| – | – |
-10,000
| Closed | -$1.67M |
|
653
Chemours
CC
$2.59B
| – | – |
-7,700
| Closed | -$292K |
|
654
Coeur Mining
CDE
$15.6B
| – | – |
-35,500
| Closed | -$305K |
|
655
Cognex
CGNX
$10.3B
| – | – |
-5,400
| Closed | -$229K |
|
656
Chemed
CHE
$6.78B
| – | – |
-1,500
| Closed | -$307K |
|
657
Chegg
CHGG
$108M
| – | – |
-13,700
| Closed | -$168K |
|
658
Chord Energy
CHRD
$7.79B
| – | – |
-15,400
| Closed | -$124K |
|
659
CME Group
CME
$92.2B
| – | – |
-1,900
| Closed | -$238K |
|
660
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-260,000
| Closed | -$2.16M |
|
661
Conduent
CNDT
$230M
| – | – |
-18,600
| Closed | -$296K |
|
662
Cohen & Steers
CNS
$4.18B
| – | – |
-7,200
| Closed | -$292K |
|
663
Cooper Companies
COO
$13.7B
| – | – |
-8,400
| Closed | -$503K |
|
664
Copa Holdings
CPA
$5.56B
| – | – |
-8,300
| Closed | -$971K |
|
665
Chesapeake Utilities
CPK
$3.26B
| – | – |
-4,000
| Closed | -$300K |
|
666
Cirrus Logic
CRUS
$6.74B
| – | – |
-17,200
| Closed | -$1.08M |
|
|
CSR
667
Centerspace
CSR
$936M
| – | – |
-4,110
| Closed | -$255K |
|
668
Citi Trends
CTRN
$524M
| – | – |
-15,600
| Closed | -$331K |
|
669
Customers Bancorp
CUBI
$2.59B
| – | – |
-8,700
| Closed | -$246K |
|
670
CVR Energy
CVI
$3.36B
| – | – |
-11,800
| Closed | -$257K |
|
671
CoreCivic
CXW
$3.1B
| – | – |
-7,400
| Closed | -$204K |
|
672
Donaldson
DCI
$10.8B
| – | – |
-10,900
| Closed | -$496K |
|
673
Diageo
DEO
$46.2B
| – | – |
-5,300
| Closed | -$635K |
|
674
Dollar General
DG
$25.9B
| – | – |
-16,800
| Closed | -$1.21M |
|
675
D.R. Horton
DHI
$41B
| – | – |
-10,000
| Closed | -$346K |
|
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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.