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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 | |
|---|---|---|---|---|---|---|
201
Carter's
CRI
$1.43B
| $523K | 0.09% |
+5,300
| New | +$472K |
|
202
Altria Group
MO
$122B
| $520K | 0.09% |
+8,200
| New | +$547K |
|
203
Graco
GGG
$12.9B
| $519K | 0.09% |
12,600
+1,200
| +11% | +$45.7K |
|
204
Chevron
CVX
$388B
| $517K | 0.09% |
+4,400
| New | +$480K |
|
205
Texas Roadhouse
TXRH
$12.7B
| $516K | 0.09% |
10,500
-5,000
| -32% | -$244K |
|
206
Oxford Industries
OXM
$577M
| $515K | 0.09% |
8,100
-6,100
| -43% | -$372K |
|
207
Credicorp
BAP
$30.9B
| $513K | 0.09% |
+2,500
| New | +$491K |
|
208
NetApp
NTAP
$32.9B
| $512K | 0.09% |
+11,700
| New | +$483K |
|
209
MKS Inc
MKSI
$22.2B
| $510K | 0.09% |
+5,400
| New | +$442K |
|
210
TransUnion
TRU
$14.8B
| $510K | 0.09% |
+10,800
| New | +$494K |
|
211
AngloGold Ashanti
AU
$40.3B
| $508K | 0.09% |
54,700
+36,000
| +193% | +$348K |
|
212
Wynn Resorts
WYNN
$10.1B
| $506K | 0.09% |
3,400
-900
| -21% | -$123K |
|
213
DTE Energy
DTE
$31.1B
| $505K | 0.09% |
5,523
-940
| -15% | -$87.1K |
|
214
Acushnet Holdings
GOLF
$6.13B
| $504K | 0.09% |
+28,400
| New | +$503K |
|
|
CHSP
215
DELISTED
Chesapeake Lodging Trust
CHSP
| $502K | 0.09% |
+18,600
| New | +$470K |
|
216
Lands' End
LE
$361M
| $494K | 0.08% |
+37,400
| New | +$487K |
|
|
FMSA
217
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $489K | 0.08% |
102,300
+60,900
| +147% | +$197K |
|
218
Pampa Energía
PAM
$4.64B
| $488K | 0.08% |
+7,500
| New | +$440K |
|
219
NNN REIT
NNN
$9.39B
| $487K | 0.08% |
+11,700
| New | +$478K |
|
220
Terex
TEX
$7.98B
| $486K | 0.08% |
10,800
+4,200
| +64% | +$166K |
|
221
Trade Desk
TTD
$8.13B
| $486K | 0.08% |
+79,000
| New | +$427K |
|
|
WAGE
222
DELISTED
WageWorks, Inc.
WAGE
| $486K | 0.08% |
+8,000
| New | +$487K |
|
|
DCH
223
Dauch Corp
DCH
$1.3B
| $484K | 0.08% |
27,527
-51,599
| -65% | -$793K |
|
224
Nexstar Media Group
NXST
$5.6B
| $484K | 0.08% |
+7,768
| New | +$479K |
|
225
Hartford Financial Services
HIG
$38.5B
| $482K | 0.08% |
+8,700
| New | +$473K |
|
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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.