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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 | |
|---|---|---|---|---|---|---|
701
Quest Diagnostics
DGX
$25.1B
| – | – |
-7,300
| Closed | -$717K |
|
|
DHC
702
Diversified Healthcare Trust
DHC
$2.26B
| – | – |
-27,400
| Closed | -$555K |
|
703
Walt Disney
DIS
$165B
| – | – |
-10,500
| Closed | -$1.19M |
|
704
Deluxe
DLX
$1.19B
| – | – |
-11,100
| Closed | -$801K |
|
705
DaVita
DVA
$15.1B
| – | – |
-6,300
| Closed | -$428K |
|
706
DXP Enterprises
DXPE
$2.62B
| – | – |
-8,000
| Closed | -$303K |
|
707
Dycom Industries
DY
$12.9B
| – | – |
-3,000
| Closed | -$279K |
|
708
Electronic Arts
EA
$52.4B
| – | – |
-2,500
| Closed | -$224K |
|
709
Encore Capital Group
ECPG
$1.93B
| – | – |
-15,100
| Closed | -$465K |
|
710
Editas Medicine
EDIT
$399M
| – | – |
-13,600
| Closed | -$304K |
|
711
Estee Lauder
EL
$29B
| – | – |
-7,000
| Closed | -$594K |
|
712
e.l.f. Beauty
ELF
$4.56B
| – | – |
-17,000
| Closed | -$490K |
|
713
Equity Lifestyle Properties
ELS
$12.8B
| – | – |
-9,800
| Closed | -$378K |
|
714
EnerSys
ENS
$6.95B
| – | – |
-3,000
| Closed | -$237K |
|
715
EPAM Systems
EPAM
$4.69B
| – | – |
-5,500
| Closed | -$415K |
|
716
Ericsson
ERIC
$30.7B
| – | – |
-154,300
| Closed | -$1.02M |
|
717
Erie Indemnity
ERIE
$11.7B
| – | – |
-3,400
| Closed | -$417K |
|
718
Energy Recovery
ERII
$434M
| – | – |
-18,700
| Closed | -$156K |
|
719
Exelixis
EXEL
$13.9B
| – | – |
-18,400
| Closed | -$399K |
|
720
First Bancorp
FBP
$4.4B
| – | – |
-25,400
| Closed | -$144K |
|
721
FirstCash
FCFS
$8.55B
| – | – |
-14,000
| Closed | -$688K |
|
722
Factset
FDS
$9.05B
| – | – |
-3,900
| Closed | -$643K |
|
723
First Financial Bancorp
FFBC
$3.55B
| – | – |
-8,800
| Closed | -$242K |
|
724
Federated Hermes
FHI
$4.4B
| – | – |
-14,800
| Closed | -$390K |
|
|
FITB
725
Fifth Third Bancorp
FITB
$52B
| – | – |
-30,100
| Closed | -$765K |
|
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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.