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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 | |
|---|---|---|---|---|---|---|
|
DFS
726
DELISTED
Discover Financial Services
DFS
| – | – |
-14,300
| Closed | -$1.03M |
|
727
D.R. Horton
DHI
$41B
| – | – |
-31,700
| Closed | -$866K |
|
728
Delek US
DK
$3.87B
| – | – |
-9,700
| Closed | -$233K |
|
729
Dollar Tree
DLTR
$23.1B
| – | – |
-4,800
| Closed | -$370K |
|
730
Domino's
DPZ
$11B
| – | – |
-1,900
| Closed | -$303K |
|
|
DX
731
Dynex Capital
DX
$2.99B
| – | – |
-4,733
| Closed | -$97K |
|
732
DexCom
DXCM
$27.6B
| – | – |
-60,800
| Closed | -$907K |
|
733
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| – | – |
-896,600
| Closed | -$31.4M |
|
734
Equifax
EFX
$20.3B
| – | – |
-3,800
| Closed | -$449K |
|
735
8x8 Inc
EGHT
$247M
| – | – |
-15,300
| Closed | -$219K |
|
736
Emcor
EME
$33.1B
| – | – |
-8,200
| Closed | -$580K |
|
737
Eastman Chemical
EMN
$7.8B
| – | – |
-6,600
| Closed | -$496K |
|
|
EMBJ
738
Embraer S.A. ADS
EMBJ
$11.6B
| – | – |
-11,600
| Closed | -$223K |
|
739
Essex Property Trust
ESS
$18.9B
| – | – |
-4,000
| Closed | -$930K |
|
740
Evercore
EVR
$13.1B
| – | – |
-8,700
| Closed | -$598K |
|
741
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
| – | – |
-1,958,900
| Closed | -$65.3M |
|
742
Exelon
EXC
$48.6B
| – | – |
-32,526
| Closed | -$823K |
|
743
Eagle Materials
EXP
$6.6B
| – | – |
-9,200
| Closed | -$906K |
|
744
Expeditors International
EXPD
$22.9B
| – | – |
-5,600
| Closed | -$297K |
|
745
Diamondback Energy
FANG
$57.6B
| – | – |
-2,300
| Closed | -$232K |
|
746
Fastenal
FAST
$54B
| – | – |
-34,000
| Closed | -$399K |
|
747
FedEx
FDX
$74.5B
| – | – |
-2,100
| Closed | -$391K |
|
|
748
F5
FFIV
$22.1B
| – | – |
-12,700
| Closed | -$1.84M |
|
749
Financial Institutions
FISI
$800M
| – | – |
-5,900
| Closed | -$202K |
|
|
FLIC
750
DELISTED
First of Long Island Corp
FLIC
| – | – |
-7,700
| Closed | -$220K |
|
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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.