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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 | |
|---|---|---|---|---|---|---|
101
Waste Management
WM
$95.9B
| $924K | 0.13% |
+12,600
| New | +$917K |
|
102
Ventas
VTR
$48.9B
| $910K | 0.13% |
+13,100
| New | +$872K |
|
103
Edgewell Personal Care
EPC
$1.27B
| $906K | 0.13% |
+11,920
| New | +$877K |
|
104
Oxford Industries
OXM
$577M
| $887K | 0.13% |
+14,200
| New | +$819K |
|
105
Public Service Enterprise Group
PEG
$39.8B
| $882K | 0.13% |
+20,500
| New | +$906K |
|
106
Digital Realty Trust
DLR
$73.7B
| $881K | 0.13% |
+7,800
| New | +$893K |
|
107
Halliburton
HAL
$27.9B
| $880K | 0.13% |
+20,600
| New | +$946K |
|
108
Texas Capital Bancshares
TCBI
$4.31B
| $875K | 0.13% |
+11,300
| New | +$870K |
|
109
Thor Industries
THO
$3.99B
| $868K | 0.13% |
+8,300
| New | +$804K |
|
110
Melco Resorts & Entertainment
MLCO
$2.1B
| $864K | 0.12% |
+38,500
| New | +$839K |
|
111
Regency Centers
REG
$15B
| $858K | 0.12% |
+13,700
| New | +$865K |
|
112
Equity Residential
EQR
$25.4B
| $856K | 0.12% |
13,000
+3,900
| +43% | +$255K |
|
|
WBA
113
DELISTED
Walgreens Boots Alliance
WBA
| $854K | 0.12% |
+10,900
| New | +$897K |
|
114
O'Reilly Automotive
ORLY
$72.4B
| $853K | 0.12% |
58,500
+19,500
| +50% | +$318K |
|
|
P
115
Everpure Inc
P
$24.8B
| $828K | 0.12% |
64,600
+2,792
| +5% | +$32.5K |
|
116
Ingevity
NGVT
$2.55B
| $827K | 0.12% |
+14,400
| New | +$847K |
|
117
CarMax
KMX
$8.27B
| $826K | 0.12% |
+13,100
| New | +$791K |
|
|
APC
118
DELISTED
Anadarko Petroleum
APC
| $825K | 0.12% |
18,200
+8,200
| +82% | +$435K |
|
|
TECD
119
DELISTED
Tech Data Corp
TECD
| $818K | 0.12% |
8,100
-11,300
| -58% | -$1.09M |
|
|
SKX
120
DELISTED
Skechers
SKX
| $817K | 0.12% |
+27,700
| New | +$716K |
|
121
Avient
AVNT
$3.45B
| $814K | 0.12% |
+21,000
| New | +$782K |
|
122
Biogen
BIIB
$29.9B
| $814K | 0.12% |
3,000
+800
| +36% | +$212K |
|
123
MasTec
MTZ
$26.7B
| $808K | 0.12% |
+17,900
| New | +$774K |
|
|
ELME
124
Elme Communities
ELME
$132M
| $807K | 0.12% |
+25,300
| New | +$813K |
|
125
Semtech
SMTC
$11.7B
| $804K | 0.12% |
22,500
+8,900
| +65% | +$312K |
|
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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.