We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
676
Digital Realty Trust
DLR
$73.7B
| – | – |
-7,800
| Closed | -$881K |
|
677
Domino's
DPZ
$11B
| – | – |
-5,000
| Closed | -$1.06M |
|
678
Duke Energy
DUK
$102B
| – | – |
-12,400
| Closed | -$1.04M |
|
679
Devon Energy
DVN
$51.9B
| – | – |
-32,100
| Closed | -$1.03M |
|
680
Emergent Biosolutions
EBS
$375M
| – | – |
-6,600
| Closed | -$224K |
|
681
New Oriental
EDU
$7.84B
| – | – |
-5,300
| Closed | -$374K |
|
682
Equifax
EFX
$20.3B
| – | – |
-7,300
| Closed | -$1M |
|
683
Everest Group
EG
$15.2B
| – | – |
-2,700
| Closed | -$687K |
|
|
ELME
684
Elme Communities
ELME
$132M
| – | – |
-25,300
| Closed | -$807K |
|
685
Elevance Health
ELV
$81.9B
| – | – |
-3,100
| Closed | -$583K |
|
686
Emerson Electric
EMR
$82.9B
| – | – |
-11,400
| Closed | -$680K |
|
687
Enel Chile
ENIC
$5.96B
| – | – |
-34,300
| Closed | -$189K |
|
688
Equinix
EQIX
$107B
| – | – |
-700
| Closed | -$300K |
|
689
Equinor
EQNR
$95.9B
| – | – |
-34,000
| Closed | -$562K |
|
690
EQT Corp
EQT
$33.2B
| – | – |
-37,475
| Closed | -$1.2M |
|
691
East-West Bancorp
EWBC
$17.9B
| – | – |
-16,000
| Closed | -$937K |
|
692
Eagle Materials
EXP
$6.6B
| – | – |
-3,500
| Closed | -$323K |
|
693
Expedia Group
EXPE
$31.2B
| – | – |
-14,700
| Closed | -$2.19M |
|
694
Extreme Networks
EXTR
$3.86B
| – | – |
-19,200
| Closed | -$177K |
|
695
FirstEnergy
FE
$28.9B
| – | – |
-9,500
| Closed | -$277K |
|
696
Forum Energy Technologies
FET
$654M
| – | – |
-620
| Closed | -$193K |
|
697
Fidelity National Information Services
FIS
$21.5B
| – | – |
-2,700
| Closed | -$231K |
|
698
Fluor
FLR
$7.29B
| – | – |
-23,300
| Closed | -$1.07M |
|
699
Flowserve
FLS
$9.25B
| – | – |
-10,800
| Closed | -$501K |
|
700
Fabrinet
FN
$17.1B
| – | – |
-6,400
| Closed | -$273K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.