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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 | |
|---|---|---|---|---|---|---|
826
Newell Brands
NWL
$2.16B
| – | – |
-5,900
| Closed | -$278K |
|
827
Owens Corning
OC
$11.5B
| – | – |
-13,900
| Closed | -$853K |
|
828
Ocular Therapeutix
OCUL
$1.86B
| – | – |
-12,200
| Closed | -$113K |
|
|
ODP
829
DELISTED
ODP
ODP
| – | – |
-2,590
| Closed | -$121K |
|
830
O-I Glass
OI
$1.39B
| – | – |
-21,800
| Closed | -$444K |
|
831
Universal Display
OLED
$3.71B
| – | – |
-7,000
| Closed | -$603K |
|
832
Grupo Aeroportuario Centro Norte
OMAB
$4.99B
| – | – |
-4,700
| Closed | -$203K |
|
833
ON Semiconductor
ON
$33.8B
| – | – |
-58,600
| Closed | -$908K |
|
834
Opko Health
OPK
$921M
| – | – |
-176,200
| Closed | -$1.41M |
|
835
Oshkosh
OSK
$9.67B
| – | – |
-7,100
| Closed | -$487K |
|
836
OraSure Technologies
OSUR
$273M
| – | – |
-74,300
| Closed | -$961K |
|
837
Otter Tail
OTTR
$3.88B
| – | – |
-9,200
| Closed | -$349K |
|
838
Occidental Petroleum
OXY
$57B
| – | – |
-25,700
| Closed | -$1.63M |
|
839
Bank OZK
OZK
$5.49B
| – | – |
-5,700
| Closed | -$296K |
|
840
Pampa Energía
PAM
$4.64B
| – | – |
-4,300
| Closed | -$233K |
|
841
Par Pacific Holdings
PARR
$3.88B
| – | – |
-11,400
| Closed | -$188K |
|
842
Prestige Consumer Healthcare
PBH
$2.35B
| – | – |
-15,300
| Closed | -$850K |
|
843
PG&E
PCG
$47.8B
| – | – |
-10,800
| Closed | -$717K |
|
844
PepsiCo
PEP
$186B
| – | – |
-11,000
| Closed | -$1.23M |
|
845
Provident Financial Services
PFS
$3.11B
| – | – |
-23,500
| Closed | -$607K |
|
846
Progressive
PGR
$124B
| – | – |
-30,600
| Closed | -$1.2M |
|
847
Parker-Hannifin
PH
$125B
| – | – |
-6,300
| Closed | -$1.01M |
|
848
PJT Partners
PJT
$4.37B
| – | – |
-14,000
| Closed | -$491K |
|
849
Photronics
PLAB
$1.79B
| – | – |
-14,100
| Closed | -$151K |
|
850
ePlus
PLUS
$2.33B
| – | – |
-7,600
| Closed | -$257K |
|
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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.