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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
Cap. Flow
-$2.24B
Cap. Flow %
-323.04%
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
FXI icon
iShares China Large-Cap ETF
FXI
+$3.55M
3
NTRI
NutriSystem, Inc.
NTRI
+$2.57M
4
CMG icon
Chipotle Mexican Grill
CMG
+$2.41M
5
RIG icon
Transocean
RIG
+$2.39M

Top Sells

Rank Stock Value
1
CSX icon
CSX Corp
CSX
+$9.05M
2
CJ
C&J Energy Services, Inc.
CJ
+$5.33M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$2.84M
4
FTR
Frontier Communications Corp.
FTR
+$2.78M
5
META icon
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
STI
1001
DELISTED
SunTrust Banks, Inc.
STI
– –
-23,600
Closed -$1.3M
DF
1002
DELISTED
Dean Foods Company
DF
– –
-14,100
Closed -$277K
TOWR
1003
DELISTED
Tower International, Inc.
TOWR
– –
-14,300
Closed -$388K
CRAY
1004
DELISTED
Cray, Inc.
CRAY
– –
-27,400
Closed -$600K
PCMI
1005
DELISTED
PCM, Inc
PCMI
– –
-16,200
Closed -$454K
HF
1006
DELISTED
HFF Inc.
HF
– –
-12,700
Closed -$351K
TIER
1007
DELISTED
TIER REIT, Inc.
TIER
– –
-11,500
Closed -$200K
SGYP
1008
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-11,100
Closed -$52K
ITG
1009
DELISTED
Investment Technology Group Inc
ITG
– –
-24,500
Closed -$496K
BNCL
1010
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-10,100
Closed -$162K
SN
1011
DELISTED
Sanchez Energy Corporation
SN
– –
-32,900
Closed -$314K
NFX
1012
DELISTED
Newfield Exploration
NFX
– –
-26,600
Closed -$982K
WRD
1013
DELISTED
WildHorse Resource Development
WRD
– –
-67,800
Closed -$843K
IMPV
1014
DELISTED
Imperva, Inc.
IMPV
– –
-4,900
Closed -$201K
AFSI
1015
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-17,200
Closed -$318K
ANW
1016
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-27,200
Closed -$328K
PNK
1017
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-18,500
Closed -$361K
PHH
1018
DELISTED
PHH Corporation
PHH
– –
-14,500
Closed -$185K
EDR
1019
DELISTED
Education Realty Trust Inc
EDR
– –
-5,700
Closed -$233K
COTV
1020
DELISTED
Cotiviti Holdings, Inc.
COTV
– –
-11,300
Closed -$470K
NSM
1021
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-12,500
Closed -$197K
IPCC
1022
DELISTED
Infinity Property & Casualty C
IPCC
– –
-2,800
Closed -$267K
KND
1023
DELISTED
Kindred Healthcare
KND
– –
-14,700
Closed -$123K
OA
1024
DELISTED
Orbital ATK, Inc.
OA
– –
-4,800
Closed -$470K
BGC
1025
DELISTED
General Cable Corporation
BGC
– –
-38,300
Closed -$687K
39 40
41
42 43

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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.