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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 | |
|---|---|---|---|---|---|---|
676
Commercial Metals
CMC
$7.63B
| – | – |
-19,400
| Closed | -$371K |
|
677
Cummins
CMI
$91.7B
| – | – |
-2,200
| Closed | -$333K |
|
678
Compass Minerals
CMP
$1.24B
| – | – |
-3,000
| Closed | -$204K |
|
679
CMS Energy
CMS
$23.1B
| – | – |
-10,100
| Closed | -$452K |
|
680
CenterPoint Energy
CNP
$29.1B
| – | – |
-37,000
| Closed | -$1.02M |
|
681
Columbia Sportswear
COLM
$3.19B
| – | – |
-6,000
| Closed | -$353K |
|
|
VISN
682
Vistance Networks Inc
VISN
$2.66B
| – | – |
-11,600
| Closed | -$484K |
|
683
ConocoPhillips
COP
$147B
| – | – |
-28,800
| Closed | -$1.44M |
|
684
Cooper-Standard Automotive
CPS
$504M
| – | – |
-2,000
| Closed | -$222K |
|
685
Camden Property Trust
CPT
$11.3B
| – | – |
-13,100
| Closed | -$1.05M |
|
686
Carter's
CRI
$1.43B
| – | – |
-7,200
| Closed | -$647K |
|
687
Charles River Laboratories
CRL
$10.9B
| – | – |
-4,200
| Closed | -$378K |
|
688
Cisco
CSCO
$450B
| – | – |
-18,000
| Closed | -$608K |
|
689
CoStar Group
CSGP
$11.3B
| – | – |
-19,000
| Closed | -$394K |
|
690
Caesarstone
CSTE
$72.3M
| – | – |
-8,000
| Closed | -$290K |
|
|
691
CSX Corp
CSX
$98.6B
| – | – |
-583,071
| Closed | -$9.05M |
|
|
692
PUT
CSX Corp
CSX
$98.6B
| – | – |
-570,000
| Closed | -$8.85M |
|
693
CareTrust REIT
CTRE
$10.2B
| – | – |
-32,800
| Closed | -$552K |
|
694
Crane NXT
CXT
$3.04B
| – | – |
-37,139
| Closed | -$965K |
|
695
Darling Ingredients
DAR
$9.93B
| – | – |
-12,100
| Closed | -$176K |
|
696
Dillards
DDS
$8.87B
| – | – |
-11,500
| Closed | -$601K |
|
697
Deere & Co
DE
$170B
| – | – |
-4,100
| Closed | -$446K |
|
|
DEA
698
Easterly Government Properties
DEA
$1.18B
| – | – |
-4,440
| Closed | -$220K |
|
699
Deckers Outdoor
DECK
$13.3B
| – | – |
-154,200
| Closed | -$1.53M |
|
700
Dell
DELL
$283B
| – | – |
-47,391
| Closed | -$852K |
|
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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.