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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 | |
|---|---|---|---|---|---|---|
601
Mitek Systems
MITK
$762M
| $92K | 0.01% |
+10,900
| New | +$88.9K |
|
602
A10 Networks
ATEN
$2.47B
| $85K | 0.01% |
10,100
-1,600
| -14% | -$13.6K |
|
|
SIGM
603
DELISTED
Sigma Designs Inc
SIGM
| $77K | 0.01% |
+13,100
| New | +$79.3K |
|
|
AVID
604
DELISTED
Avid Technology Inc
AVID
| $54K | 0.01% |
10,200
-51,400
| -83% | -$265K |
|
|
SQNS
605
Sequans Communications SA
SQNS
$37.4M
| $47K | 0.01% |
+142
| New | +$53.1K |
|
|
ACHN
606
DELISTED
Achillion Pharmaceuticals
ACHN
| $46K | 0.01% |
+10,000
| New | +$40.2K |
|
607
Apple
AAPL
$4.89T
| – | – |
-20,000
| Closed | -$718K |
|
608
Abbott
ABT
$180B
| – | – |
-9,000
| Closed | -$400K |
|
609
Arch Capital
ACGL
$36.1B
| – | – |
-10,800
| Closed | -$341K |
|
610
Adobe
ADBE
$89.5B
| – | – |
-6,500
| Closed | -$846K |
|
611
Analog Devices
ADI
$181B
| – | – |
-10,200
| Closed | -$836K |
|
612
Adient
ADNT
$1.6B
| – | – |
-3,700
| Closed | -$269K |
|
613
Automatic Data Processing
ADP
$100B
| – | – |
-7,500
| Closed | -$768K |
|
614
Adecoagro
AGRO
$1.53B
| – | – |
-97,300
| Closed | -$1.11M |
|
615
Argan
AGX
$7.98B
| – | – |
-9,000
| Closed | -$595K |
|
616
Airgain
AIRG
$74.3M
| – | – |
-10,400
| Closed | -$158K |
|
617
Albemarle
ALB
$13.5B
| – | – |
-4,700
| Closed | -$497K |
|
618
Alamo Group
ALG
$2.01B
| – | – |
-6,200
| Closed | -$472K |
|
619
Align Technology
ALGN
$12B
| – | – |
-2,200
| Closed | -$252K |
|
620
Allegion
ALLE
$13B
| – | – |
-9,000
| Closed | -$681K |
|
621
Alarm.com
ALRM
$2.56B
| – | – |
-16,600
| Closed | -$510K |
|
622
Allison Transmission
ALSN
$10.1B
| – | – |
-12,300
| Closed | -$444K |
|
|
OSG
623
Octave Specialty Group
OSG
$252M
| – | – |
-18,000
| Closed | -$339K |
|
624
Amgen
AMGN
$203B
| – | – |
-2,000
| Closed | -$328K |
|
625
Amkor Technology
AMKR
$16.1B
| – | – |
-34,200
| Closed | -$396K |
|
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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.