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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
+1.07%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$693M
AUM Growth
-$2.24B
(-76%)
Cap. Flow
-$2.24B
Cap. Flow
% of AUM
-323.04%
Top 10 Holdings %
Top 10 Hldgs %
52.82%
Holding
1,058
New
404
Increased
83
Reduced
117
Closed
451
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CIVI
Civitas Resources
CIVI
|
+$20.4M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$3.55M |
| 3 |
NTRI
NutriSystem, Inc.
NTRI
|
+$2.57M |
| 4 |
Chipotle Mexican Grill
CMG
|
+$2.41M |
| 5 |
Transocean
RIG
|
+$2.39M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CSX Corp
CSX
|
+$9.05M |
| 2 |
CJ
C&J Energy Services, Inc.
CJ
|
+$5.33M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$2.84M |
| 4 |
FTR
Frontier Communications Corp.
FTR
|
+$2.78M |
| 5 |
Meta Platforms (Facebook)
META
|
+$2.22M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 10.43% |
| 2 | Energy | 6.7% |
| 3 | Technology | 5.56% |
| 4 | Real Estate | 5.47% |
| 5 | Industrials | 5.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Constellation Brands
STZ
$22.2B
| $349K | 0.05% |
+1,800
| New | +$320K |
|
352
D.R. Horton
DHI
$41B
| $346K | 0.05% |
+10,000
| New | +$334K |
|
353
Ionis Pharmaceuticals
IONS
$9.35B
| $346K | 0.05% |
+6,800
| New | +$317K |
|
354
Air Products & Chemicals
APD
$66.3B
| $343K | 0.05% |
2,400
-1,800
| -43% | -$256K |
|
355
Box
BOX
$4.02B
| $341K | 0.05% |
18,700
+4,300
| +30% | +$77.5K |
|
356
Crocs
CROX
$6.69B
| $340K | 0.05% |
+44,100
| New | +$296K |
|
|
TFCFA
357
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $340K | 0.05% |
+12,000
| New | +$345K |
|
|
SWN
358
DELISTED
Southwestern Energy Company
SWN
| $339K | 0.05% |
+55,800
| New | +$385K |
|
359
Sinclair Inc
SBGI
$974M
| $336K | 0.05% |
+10,200
| New | +$367K |
|
360
Ormat Technologies
ORA
$6.11B
| $334K | 0.05% |
+5,700
| New | +$335K |
|
361
Citi Trends
CTRN
$524M
| $331K | 0.05% |
+15,600
| New | +$294K |
|
362
Lumentum
LITE
$59.4B
| $331K | 0.05% |
+5,800
| New | +$311K |
|
|
GXP
363
DELISTED
Great Plains Energy Incorporated
GXP
| $331K | 0.05% |
11,300
-16,300
| -59% | -$474K |
|
364
McKesson
MCK
$98.5B
| $329K | 0.05% |
+2,000
| New | +$303K |
|
365
The Mosaic Company
MOS
$7.09B
| $329K | 0.05% |
14,400
-43,300
| -75% | -$1.06M |
|
366
Titan Machinery
TITN
$466M
| $327K | 0.05% |
+18,200
| New | +$299K |
|
|
ATH
367
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $327K | 0.05% |
6,600
-13,300
| -67% | -$682K |
|
368
Toro Company
TTC
$8.93B
| $326K | 0.05% |
4,700
-11,800
| -72% | -$788K |
|
369
SAP
SAP
$187B
| $324K | 0.05% |
+3,100
| New | +$320K |
|
370
Eagle Materials
EXP
$6.6B
| $323K | 0.05% |
+3,500
| New | +$336K |
|
371
Group 1 Automotive
GPI
$3.94B
| $323K | 0.05% |
+5,100
| New | +$327K |
|
372
WSFS Financial
WSFS
$4.1B
| $322K | 0.05% |
7,100
-2,300
| -24% | -$105K |
|
373
KB Home
KBH
$3.48B
| $321K | 0.05% |
+13,400
| New | +$284K |
|
374
MDU Resources
MDU
$4.44B
| $320K | 0.05% |
+32,085
| New | +$328K |
|
375
Itron
ITRI
$3.73B
| $318K | 0.05% |
+4,700
| New | +$308K |
|
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Ellington Management Group's Q2 2017 Portfolio in Review
As of Q2 2017, Ellington Management Group held 1,058 positions worth $693M, down 76% from $2.93B the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Ellington Management Group withdrew a net $2.24B in Q2 2017, closing 451 positions and reducing 117 holdings. Its most notable exit was CSX Corp, an estimated $9.05M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 10% of assets, up from 1.3% a quarter earlier, followed by Energy and Technology.
Against the trend, Ellington Management Group opened a new position in Civitas Resources worth $11.8M.
- Ellington Management Group's largest Q2 2017 buy was Civitas Resources: 372,758 shares worth $11.8M.
- Ellington Management Group added most to Dick's Sporting Goods in Q2 2017, an estimated $2.01M increase.
- Ellington Management Group's biggest Q2 2017 reduction was C&J Energy Services, Inc., cutting an estimated $5.33M.
- Ellington Management Group fully exited CSX Corp in Q2 2017, selling an estimated $9.05M.
- Ellington Management Group's ten largest holdings make up 53% of its $693M portfolio in Q2 2017.
- Ellington Management Group opened 404 new positions and closed 451 in Q2 2017.
- Ellington Management Group's portfolio value fell 76% quarter-over-quarter to $693M.
Based on Ellington Management Group's 13F filing for Q2 2017, filed 14 Aug 2017.