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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
Cap. Flow
+$229M
Cap. Flow %
7.81%
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 icon
CSX Corp
CSX
+$8.89M
3
FTR
Frontier Communications Corp.
FTR
+$3.97M
4
FE icon
FirstEnergy
FE
+$2.16M
5
META icon
Meta Platforms (Facebook)
META
+$2.08M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$7.52M
2
CAT icon
Caterpillar
CAT
+$7.23M
3
HAL icon
Halliburton
HAL
+$2.03M
4
FFIV icon
F5
FFIV
+$1.84M
5
SMG icon
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
QQQ icon
1
CALL
Invesco QQQ Trust
QQQ
$455B
$2.25B 76.75%
+1,700,000
New +$217M
HYG icon
2
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$117M 3.99%
+1,334,000
New +$117M
HYG icon
3
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$90.8M 3.1%
+1,034,000
New +$90.3M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$19.1M 0.65%
81,000
-19,000
-19% -$4.41M
SPY icon
5
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$19.1M 0.65%
81,000
-169,000
-68% -$39.3M
EFC
6
Ellington Financial
EFC
$1.68B
$16.5M 0.56%
1,044,492
– –
CJ
7
DELISTED
C&J Energy Services, Inc.
CJ
$14.5M 0.49%
+424,847
New +$15.3M
XLF icon
8
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$13.8M 0.47%
+581,100
New +$13.9M
CSX icon
9
CSX Corp
CSX
$98.6B
$9.05M 0.31%
+583,071
New +$8.89M
CSX icon
10
PUT
CSX Corp
CSX
$98.6B
$8.85M 0.3%
+570,000
New +$8.69M
X
11
PUT
DELISTED
US Steel
X
$4.56M 0.16%
+135,000
New +$4.8M
HTZ
12
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$4.08M 0.14%
267,608
+94,958
+55% +$1.72M
HYG icon
13
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$2.84M 0.1%
32,319
-18,470
-36% -$1.61M
FTR
14
DELISTED
Frontier Communications Corp.
FTR
$2.78M 0.09%
+86,555
New +$3.97M
FE icon
15
FirstEnergy
FE
$28.9B
$2.22M 0.08%
+69,900
New +$2.16M
META icon
16
Meta Platforms (Facebook)
META
$1.51T
$2.22M 0.08%
+15,600
New +$2.08M
LBTYA icon
17
Liberty Global Class A
LBTYA
$3.28B
$2.11M 0.07%
58,700
+36,100
+160% +$1.28M
TECD
18
DELISTED
Tech Data Corp
TECD
$1.82M 0.06%
+19,400
New +$1.72M
KR icon
19
Kroger
KR
$34.8B
$1.75M 0.06%
+59,200
New +$1.89M
JCP
20
DELISTED
J.C. Penney Company, Inc.
JCP
$1.69M 0.06%
274,600
+235,800
+608% +$1.56M
MOS icon
21
The Mosaic Company
MOS
$7.09B
$1.68M 0.06%
+57,700
New +$1.78M
CBRE icon
22
CBRE Group
CBRE
$40.8B
$1.68M 0.06%
+48,300
New +$1.62M
MOMO
23
Hello Group
MOMO
$869M
$1.64M 0.06%
+48,100
New +$1.28M
OXY icon
24
Occidental Petroleum
OXY
$57B
$1.63M 0.06%
+25,700
New +$1.71M
CC icon
25
Chemours
CC
$2.59B
$1.59M 0.05%
+41,200
New +$1.24M
1
2 3 4 5

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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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.