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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 | |
|---|---|---|---|---|---|---|
851
TTM Technologies
TTMI
$13.6B
| – | – |
-14,700
| Closed | -$255K |
|
852
UGI
UGI
$8B
| – | – |
-6,100
| Closed | -$295K |
|
|
UMH
853
UMH Properties
UMH
$1.32B
| – | – |
-10,800
| Closed | -$184K |
|
854
Unifirst Corp
UNF
$5.32B
| – | – |
-2,000
| Closed | -$281K |
|
|
UNIT
855
Uniti Group
UNIT
$2.63B
| – | – |
-15,500
| Closed | -$390K |
|
856
United Rentals
URI
$71.1B
| – | – |
-8,600
| Closed | -$969K |
|
857
Universal Insurance Holdings
UVE
$1.16B
| – | – |
-18,000
| Closed | -$454K |
|
858
Marriott Vacations Worldwide
VAC
$3.24B
| – | – |
-3,200
| Closed | -$377K |
|
859
Veeco
VECO
$3.15B
| – | – |
-11,400
| Closed | -$317K |
|
860
VF Corp
VFC
$6.68B
| – | – |
-29,417
| Closed | -$1.6M |
|
861
Telefônica Brasil
VIV
$22.4B
| – | – |
-10,500
| Closed | -$142K |
|
862
Vodafone
VOD
$34.9B
| – | – |
-16,500
| Closed | -$474K |
|
863
VeriSign
VRSN
$25.3B
| – | – |
-5,400
| Closed | -$502K |
|
864
Vistra
VST
$55.1B
| – | – |
-74,400
| Closed | -$1.25M |
|
|
VTLE
865
DELISTED
Vital Energy
VTLE
| – | – |
-1,335
| Closed | -$281K |
|
866
Ventas
VTR
$48.9B
| – | – |
-13,100
| Closed | -$910K |
|
867
Valvoline
VVV
$4.97B
| – | – |
-20,900
| Closed | -$496K |
|
868
NCR Voyix
VYX
$1.06B
| – | – |
-10,758
| Closed | -$270K |
|
869
Western Alliance Bancorporation
WAL
$9.07B
| – | – |
-9,400
| Closed | -$462K |
|
|
WBA
870
DELISTED
Walgreens Boots Alliance
WBA
| – | – |
-10,900
| Closed | -$854K |
|
871
Webster Financial
WBS
$12.3B
| – | – |
-13,500
| Closed | -$705K |
|
872
Walker & Dunlop
WD
$1.65B
| – | – |
-6,000
| Closed | -$293K |
|
873
Winnebago Industries
WGO
$870M
| – | – |
-13,100
| Closed | -$459K |
|
874
WIX.com
WIX
$2.15B
| – | – |
-20,400
| Closed | -$1.42M |
|
875
Workiva
WK
$2.94B
| – | – |
-13,400
| Closed | -$255K |
|
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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.