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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 | |
|---|---|---|---|---|---|---|
76
Domino's
DPZ
$11B
| $1.06M | 0.15% |
+5,000
| New | +$987K |
|
77
LyondellBasell Industries
LYB
$19.5B
| $1.05M | 0.15% |
12,500
+3,000
| +32% | +$249K |
|
|
AET
78
DELISTED
Aetna Inc
AET
| $1.05M | 0.15% |
6,900
+1,900
| +38% | +$269K |
|
79
Duke Energy
DUK
$102B
| $1.04M | 0.15% |
+12,400
| New | +$1.04M |
|
80
Devon Energy
DVN
$51.9B
| $1.03M | 0.15% |
32,100
+1,600
| +5% | +$58.5K |
|
|
XYZ
81
Block Inc
XYZ
$45.9B
| $1.02M | 0.15% |
+43,400
| New | +$897K |
|
|
BMS
82
DELISTED
Bemis
BMS
| $1.01M | 0.15% |
+21,900
| New | +$1.01M |
|
83
Equifax
EFX
$20.3B
| $1M | 0.14% |
+7,300
| New | +$1M |
|
84
Reinsurance Group of America
RGA
$15.7B
| $1M | 0.14% |
+7,800
| New | +$985K |
|
|
CONE
85
DELISTED
CyrusOne Inc Common Stock
CONE
| $998K | 0.14% |
+17,900
| New | +$990K |
|
86
Molina Healthcare
MOH
$10.3B
| $996K | 0.14% |
+14,400
| New | +$884K |
|
|
LM
87
DELISTED
Legg Mason, Inc.
LM
| $992K | 0.14% |
+26,000
| New | +$985K |
|
|
EV
88
DELISTED
Eaton Vance Corp.
EV
| $980K | 0.14% |
+20,700
| New | +$942K |
|
89
Costco
COST
$415B
| $976K | 0.14% |
+6,100
| New | +$1.05M |
|
90
AES
AES
$10.6B
| $971K | 0.14% |
87,360
-22,840
| -21% | -$262K |
|
91
Copa Holdings
CPA
$5.56B
| $971K | 0.14% |
+8,300
| New | +$956K |
|
92
United Rentals
URI
$71.1B
| $969K | 0.14% |
8,600
+3,300
| +62% | +$368K |
|
93
Oracle
ORCL
$331B
| $963K | 0.14% |
19,200
+2,300
| +14% | +$105K |
|
|
BERY
94
DELISTED
Berry Global Group, Inc.
BERY
| $963K | 0.14% |
+18,404
| New | +$921K |
|
|
SNBR
95
DELISTED
Sleep Number
SNBR
| $958K | 0.14% |
+27,000
| New | +$807K |
|
96
Allstate
ALL
$66.9B
| $955K | 0.14% |
+10,800
| New | +$915K |
|
|
BUFF
97
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $949K | 0.14% |
+41,600
| New | +$984K |
|
98
Kohl's
KSS
$2.03B
| $947K | 0.14% |
+24,500
| New | +$939K |
|
99
East-West Bancorp
EWBC
$17.9B
| $937K | 0.14% |
+16,000
| New | +$881K |
|
100
Broadcom
AVGO
$1.82T
| $932K | 0.13% |
+40,000
| New | +$928K |
|
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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.