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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 | |
|---|---|---|---|---|---|---|
801
Children's Place
PLCE
$53.6M
| – | – |
-4,300
| Closed | -$439K |
|
802
Prologis
PLD
$138B
| – | – |
-19,500
| Closed | -$1.14M |
|
|
PMT
803
PennyMac Mortgage Investment
PMT
$849M
| – | – |
-19,400
| Closed | -$355K |
|
804
PNC Financial Services
PNC
$100B
| – | – |
-3,900
| Closed | -$487K |
|
805
Perrigo
PRGO
$1.4B
| – | – |
-9,200
| Closed | -$695K |
|
806
Public Storage
PSA
$60.2B
| – | – |
-1,900
| Closed | -$396K |
|
|
P
807
Everpure Inc
P
$24.8B
| – | – |
-64,600
| Closed | -$828K |
|
808
QuidelOrtho
QDEL
$1.09B
| – | – |
-15,000
| Closed | -$407K |
|
809
Quantum Corp
QMCO
$437M
| – | – |
-1,635
| Closed | -$255K |
|
810
Quad
QUAD
$430M
| – | – |
-16,600
| Closed | -$380K |
|
811
Regency Centers
REG
$15B
| – | – |
-13,700
| Closed | -$858K |
|
812
Reinsurance Group of America
RGA
$15.7B
| – | – |
-7,800
| Closed | -$1M |
|
813
Regenxbio
RGNX
$623M
| – | – |
-10,500
| Closed | -$207K |
|
814
Rio Tinto
RIO
$148B
| – | – |
-25,600
| Closed | -$1.08M |
|
815
Rollins
ROL
$18.6B
| – | – |
-11,700
| Closed | -$212K |
|
816
Red Robin
RRGB
$134M
| – | – |
-7,500
| Closed | -$489K |
|
817
RTX Corp
RTX
$287B
| – | – |
-3,178
| Closed | -$244K |
|
818
Rayonier
RYN
$6.49B
| – | – |
-7,826
| Closed | -$204K |
|
819
Banco Santander
SAN
$194B
| – | – |
-76,800
| Closed | -$492K |
|
820
SAP
SAP
$187B
| – | – |
-3,100
| Closed | -$324K |
|
821
SBA Communications
SBAC
$18.4B
| – | – |
-3,200
| Closed | -$432K |
|
822
Starbucks
SBUX
$118B
| – | – |
-7,500
| Closed | -$437K |
|
823
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-100,800
| Closed | -$2.29M |
|
824
Sherwin-Williams
SHW
$78.3B
| – | – |
-6,300
| Closed | -$737K |
|
|
SKX
825
DELISTED
Skechers
SKX
| – | – |
-27,700
| Closed | -$817K |
|
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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.