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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 | |
|---|---|---|---|---|---|---|
726
Hancock Whitney
HWC
$6.13B
| – | – |
-7,700
| Closed | -$377K |
|
727
InterDigital
IDCC
$6.68B
| – | – |
-5,100
| Closed | -$394K |
|
728
IDEX
IEX
$16.5B
| – | – |
-3,600
| Closed | -$407K |
|
729
International Flavors & Fragrances
IFF
$19.4B
| – | – |
-1,900
| Closed | -$257K |
|
730
ING
ING
$93.8B
| – | – |
-37,500
| Closed | -$652K |
|
731
Innoviva
INVA
$1.58B
| – | – |
-15,300
| Closed | -$196K |
|
732
Ionis Pharmaceuticals
IONS
$9.35B
| – | – |
-6,800
| Closed | -$346K |
|
733
Itron
ITRI
$3.73B
| – | – |
-4,700
| Closed | -$318K |
|
734
Jacobs Solutions
J
$15.9B
| – | – |
-6,287
| Closed | -$283K |
|
735
JetBlue
JBLU
$1.96B
| – | – |
-32,700
| Closed | -$747K |
|
736
Jones Lang LaSalle
JLL
$15.1B
| – | – |
-1,900
| Closed | -$238K |
|
|
JNPR
737
DELISTED
Juniper Networks
JNPR
| – | – |
-16,100
| Closed | -$449K |
|
738
James River Group Holdings
JRVR
$218M
| – | – |
-6,000
| Closed | -$238K |
|
739
Kaiser Aluminum
KALU
$2.67B
| – | – |
-2,300
| Closed | -$204K |
|
740
Kirby Corp
KEX
$7.95B
| – | – |
-5,400
| Closed | -$361K |
|
741
Kraft Heinz
KHC
$30.4B
| – | – |
-7,600
| Closed | -$651K |
|
742
CarMax
KMX
$8.27B
| – | – |
-13,100
| Closed | -$826K |
|
743
Coca-Cola
KO
$354B
| – | – |
-7,100
| Closed | -$318K |
|
744
Kosmos Energy
KOS
$1.56B
| – | – |
-54,700
| Closed | -$351K |
|
745
Kohl's
KSS
$2.03B
| – | – |
-24,500
| Closed | -$947K |
|
746
Loews
L
$24.3B
| – | – |
-5,800
| Closed | -$271K |
|
747
Lamar Advertising Co
LAMR
$16.2B
| – | – |
-3,300
| Closed | -$243K |
|
748
Lennar Class A
LEN
$20.4B
| – | – |
-7,564
| Closed | -$384K |
|
749
Lumentum
LITE
$59.4B
| – | – |
-5,800
| Closed | -$331K |
|
750
lululemon athletica
LULU
$13B
| – | – |
-29,400
| Closed | -$1.75M |
|
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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.