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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
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$455B
$202M 29.22%
+1,471,200
New +$202M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$98.6M 14.23%
+700,000
New +$96.9M
EFC
3
Ellington Financial
EFC
$1.68B
$16.9M 2.44%
1,044,492
– –
CIVI
4
DELISTED
Civitas Resources
CIVI
$11.8M 1.71%
+372,758
New +$20.4M
XLF icon
5
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$11.5M 1.66%
466,600
-114,500
-20% -$2.72M
CJ
6
DELISTED
C&J Energy Services, Inc.
CJ
$8.98M 1.3%
262,147
-162,700
-38% -$5.33M
HTZ
7
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
$5.81M 0.84%
+581,600
New +$6.25M
FXI icon
8
iShares China Large-Cap ETF
FXI
$4.31B
$3.6M 0.52%
+90,519
New +$3.55M
HTZ
9
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$3.25M 0.47%
325,158
+57,550
+22% +$619K
NTRI
10
DELISTED
NutriSystem, Inc.
NTRI
$2.59M 0.37%
+49,700
New +$2.57M
HRB icon
11
H&R Block
HRB
$5.18B
$2.58M 0.37%
+83,500
New +$2.19M
JCP
12
DELISTED
J.C. Penney Company, Inc.
JCP
$2.4M 0.35%
515,300
+240,700
+88% +$1.23M
BURL icon
13
Burlington
BURL
$22B
$2.39M 0.35%
26,000
+10,400
+67% +$1M
MU icon
14
Micron Technology
MU
$1.04T
$2.3M 0.33%
+77,100
New +$2.26M
SFM icon
15
Sprouts Farmers Market
SFM
$7.04B
$2.29M 0.33%
+100,800
New +$2.33M
AYI icon
16
Acuity Brands
AYI
$9.88B
$2.26M 0.33%
+11,100
New +$1.96M
EXPE icon
17
Expedia Group
EXPE
$31.2B
$2.19M 0.32%
14,700
+12,000
+444% +$1.68M
CMG icon
18
Chipotle Mexican Grill
CMG
$40.8B
$2.16M 0.31%
+260,000
New +$2.41M
OLLI icon
19
Ollie's Bargain Outlet
OLLI
$4.01B
$2.13M 0.31%
50,000
+42,100
+533% +$1.65M
AEO icon
20
American Eagle Outfitters
AEO
$2.85B
$2.1M 0.3%
+174,700
New +$2.19M
FIVE icon
21
Five Below
FIVE
$11.2B
$2.06M 0.3%
41,700
+35,800
+607% +$1.76M
DKS icon
22
Dick's Sporting Goods
DKS
$18.4B
$2.05M 0.3%
51,400
+44,500
+645% +$2.01M
PRKS icon
23
United Parks & Resorts
PRKS
$2.11B
$2.04M 0.29%
+125,500
New +$2.16M
CTRA
24
DELISTED
Coterra Energy
CTRA
$2.03M 0.29%
81,100
+29,400
+57% +$694K
RIG icon
25
Transocean
RIG
$5.92B
$1.93M 0.28%
+234,267
New +$2.39M
1
2 3 4 5

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NIA
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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.