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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
+4.81%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$233M
AUM Growth
-$51.5M
(-18%)
Cap. Flow
-$65.3M
Cap. Flow
% of AUM
-28.01%
Top 10 Holdings %
Top 10 Hldgs %
15.66%
Holding
877
New
320
Increased
77
Reduced
77
Closed
401
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Nokia
NOK
|
+$2.16M |
| 2 |
HP
HPQ
|
+$2.1M |
| 3 |
Deckers Outdoor
DECK
|
+$2.03M |
| 4 |
FRAN
Francesca's Holdings Corporation
FRAN
|
+$1.98M |
| 5 |
MIK
Michaels Stores, Inc
MIK
|
+$1.84M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LendingTree
TREE
|
+$1.58M |
| 2 |
OUTR
OUTERWALL INC
OUTR
|
+$1.39M |
| 3 |
NETGEAR
NTGR
|
+$1.24M |
| 4 |
JWN
Nordstrom
JWN
|
+$1.19M |
| 5 |
PMT
PennyMac Mortgage Investment
PMT
|
+$1.08M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.17% |
| 2 | Real Estate | 12.64% |
| 3 | Technology | 12.55% |
| 4 | Industrials | 11.52% |
| 5 | Financials | 9.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Ziff Davis
ZD
$1.9B
| $209K | 0.09% |
+3,910
| New | +$237K |
|
377
Cadence Design Systems
CDNS
$90B
| $208K | 0.09% |
8,800
-15,800
| -64% | -$331K |
|
378
Hanover Insurance
THG
$7.63B
| $208K | 0.09% |
+2,300
| New | +$190K |
|
|
IPG
379
DELISTED
Interpublic Group of Companies
IPG
| $207K | 0.09% |
+9,000
| New | +$195K |
|
380
Towne Bank
TOWN
$3.35B
| $207K | 0.09% |
+10,800
| New | +$200K |
|
381
Vera Bradley
VRA
$105M
| $207K | 0.09% |
10,200
-2,865
| -22% | -$46.9K |
|
|
BWLD
382
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $207K | 0.09% |
+1,400
| New | +$214K |
|
|
DWRE
383
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $207K | 0.09% |
+5,300
| New | +$206K |
|
384
Booz Allen Hamilton
BAH
$8.7B
| $206K | 0.09% |
6,800
+114
| +2% | +$3.25K |
|
|
AHL
385
DELISTED
ASPEN Insurance Holding Limited
AHL
| $205K | 0.09% |
4,300
-300
| -7% | -$13.7K |
|
386
Casey's General Stores
CASY
$31.9B
| $204K | 0.09% |
1,800
-1,200
| -40% | -$134K |
|
387
RenaissanceRe
RNR
$13.7B
| $204K | 0.09% |
+1,700
| New | +$193K |
|
|
TEN
388
Tsakos Energy Navigation Ltd
TEN
$1.19B
| $204K | 0.09% |
+6,600
| New | +$198K |
|
389
Herbalife
HLF
$1.23B
| $203K | 0.09% |
6,600
-14,600
| -69% | -$377K |
|
390
Invesco
IVZ
$13.3B
| $203K | 0.09% |
+6,600
| New | +$190K |
|
391
Ligand Pharmaceuticals
LGND
$6.02B
| $203K | 0.09% |
+3,046
| New | +$185K |
|
|
CLR
392
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $203K | 0.09% |
6,700
-11,000
| -62% | -$249K |
|
|
RPAI
393
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $203K | 0.09% |
+12,800
| New | +$193K |
|
|
IL
394
DELISTED
IntraLinks Holdings Inc.
IL
| $203K | 0.09% |
25,700
-13,233
| -34% | -$104K |
|
395
Arista Networks
ANET
$219B
| $202K | 0.09% |
51,200
+3,200
| +7% | +$12.5K |
|
396
Gentex
GNTX
$4.88B
| $202K | 0.09% |
12,900
-24,500
| -66% | -$357K |
|
|
COHR
397
DELISTED
Coherent Inc
COHR
| $202K | 0.09% |
+2,200
| New | +$169K |
|
|
SPLS
398
DELISTED
Staples Inc
SPLS
| $201K | 0.09% |
18,200
-2,500
| -12% | -$23.5K |
|
399
Annaly Capital Management
NLY
$16.9B
| $200K | 0.09% |
+4,875
| New | +$191K |
|
|
FINL
400
DELISTED
Finish Line
FINL
| $200K | 0.09% |
9,500
-6,000
| -39% | -$111K |
|
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Ellington Management Group's Q1 2016 Portfolio in Review
As of Q1 2016, Ellington Management Group held 877 positions worth $233M, down 18% from $285M the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Ellington Management Group withdrew a net $65.3M in Q1 2016, closing 401 positions and reducing 77 holdings. Its most notable exit was LendingTree, an estimated $1.58M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 10% a quarter earlier, followed by Real Estate and Technology.
Against the trend, Ellington Management Group opened a new position in HP worth $2.42M.
- Ellington Management Group's largest Q1 2016 buy was HP: 196,121 shares worth $2.42M.
- Ellington Management Group added most to Nokia in Q1 2016, an estimated $2.16M increase.
- Ellington Management Group's biggest Q1 2016 reduction was Noble Corporation, cutting an estimated $858K.
- Ellington Management Group fully exited LendingTree in Q1 2016, selling an estimated $1.58M.
- Ellington Management Group's ten largest holdings make up 16% of its $233M portfolio in Q1 2016.
- Ellington Management Group opened 320 new positions and closed 401 in Q1 2016.
- Ellington Management Group's portfolio value fell 18% quarter-over-quarter to $233M.
Based on Ellington Management Group's 13F filing for Q1 2016, filed 16 May 2016.