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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
+7.77%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$2.93B
AUM Growth
+$2.28B
(+347%)
Cap. Flow
+$229M
Cap. Flow
% of AUM
7.81%
Top 10 Holdings %
Top 10 Hldgs %
87.28%
Holding
996
New
477
Increased
94
Reduced
80
Closed
343
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CJ
C&J Energy Services, Inc.
CJ
|
+$15.3M |
| 2 |
CSX Corp
CSX
|
+$8.89M |
| 3 |
FTR
Frontier Communications Corp.
FTR
|
+$3.97M |
| 4 |
FirstEnergy
FE
|
+$2.16M |
| 5 |
Meta Platforms (Facebook)
META
|
+$2.08M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$7.52M |
| 2 |
Caterpillar
CAT
|
+$7.23M |
| 3 |
Halliburton
HAL
|
+$2.03M |
| 4 |
F5
FFIV
|
+$1.84M |
| 5 |
ScottsMiracle-Gro
SMG
|
+$1.63M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 1.8% |
| 2 | Technology | 1.65% |
| 3 | Real Estate | 1.57% |
| 4 | Financials | 1.46% |
| 5 | Consumer Discretionary | 1.35% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
701
PUT
Caterpillar
CAT
$409B
| – | – |
-360,000
| Closed | -$33.4M |
|
702
Cracker Barrel
CBRL
$1.2B
| – | – |
-4,600
| Closed | -$768K |
|
703
Commerce Bancshares
CBSH
$8.5B
| – | – |
-15,824
| Closed | -$590K |
|
704
Coca-Cola Europacific Partners
CCEP
$46.5B
| – | – |
-11,500
| Closed | -$361K |
|
705
Celanese
CE
$5.09B
| – | – |
-10,300
| Closed | -$811K |
|
706
Central Garden & Pet Co
CENT
$2.74B
| – | – |
-11,750
| Closed | -$311K |
|
707
Ciena
CIEN
$55.3B
| – | – |
-24,900
| Closed | -$608K |
|
|
CLLS
708
Cellectis
CLLS
$286M
| – | – |
-12,400
| Closed | -$210K |
|
|
CLSD
709
DELISTED
Clearside Biomedical
CLSD
| – | – |
-1,513
| Closed | -$203K |
|
710
CNO Financial Group
CNO
$4.97B
| – | – |
-15,200
| Closed | -$291K |
|
711
Cencora
COR
$60.3B
| – | – |
-5,900
| Closed | -$461K |
|
712
Costco
COST
$415B
| – | – |
-6,400
| Closed | -$1.02M |
|
713
Copart
CPRT
$25.9B
| – | – |
-32,000
| Closed | -$222K |
|
714
Constellium
CSTM
$3.96B
| – | – |
-53,100
| Closed | -$313K |
|
715
Cousins Properties
CUZ
$5.29B
| – | – |
-11,550
| Closed | -$393K |
|
716
CALL
Chevron
CVX
$388B
| – | – |
-150,000
| Closed | -$17.7M |
|
|
717
Chevron
CVX
$388B
| – | – |
-13,800
| Closed | -$1.62M |
|
|
718
PUT
Chevron
CVX
$388B
| – | – |
-150,000
| Closed | -$17.7M |
|
719
Clearway Energy Class C
CWEN
$5B
| – | – |
-22,900
| Closed | -$362K |
|
|
CWEN.A
720
DELISTED
Clearway Energy Class A
CWEN.A
| – | – |
-15,200
| Closed | -$233K |
|
721
CoreCivic
CXW
$3.1B
| – | – |
-18,000
| Closed | -$440K |
|
722
Daktronics
DAKT
$941M
| – | – |
-19,700
| Closed | -$211K |
|
723
Delta Air Lines
DAL
$55.9B
| – | – |
-7,600
| Closed | -$374K |
|
724
Designer Brands
DBI
$277M
| – | – |
-12,400
| Closed | -$281K |
|
725
Donaldson
DCI
$10.8B
| – | – |
-25,800
| Closed | -$1.09M |
|
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Ellington Management Group's Q1 2017 Portfolio in Review
As of Q1 2017, Ellington Management Group held 996 positions worth $2.93B, up 347% from $656M the previous quarter. Its ten largest holdings account for 87% of the portfolio.
Ellington Management Group deployed $229M of net new capital in Q1 2017, opening 477 new positions and adding to 94 existing holdings. Its largest new stake was C&J Energy Services, Inc.: 424,847 shares worth $14.5M.
By sector, the portfolio is most concentrated in Industrials at 1.8% of assets, down from 5.4% a quarter earlier, followed by Technology and Real Estate.
On the sell side, the largest reduction was Caterpillar, an estimated $7.23M trimmed.
- Ellington Management Group's largest Q1 2017 buy was C&J Energy Services, Inc.: 424,847 shares worth $14.5M.
- Ellington Management Group added most to J.C. Penney Company, Inc. in Q1 2017, an estimated $1.56M increase.
- Ellington Management Group's biggest Q1 2017 reduction was Caterpillar, cutting an estimated $7.23M.
- Ellington Management Group fully exited State Street SPDR S&P 500 ETF Trust in Q1 2017, selling an estimated $7.52M.
- Ellington Management Group's ten largest holdings make up 87% of its $2.93B portfolio in Q1 2017.
- Ellington Management Group opened 477 new positions and closed 343 in Q1 2017.
- Ellington Management Group's portfolio value rose 347% quarter-over-quarter to $2.93B.
Based on Ellington Management Group's 13F filing for Q1 2017, filed 15 May 2017.