We are live on ! Find out more
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
Cap. Flow
-$65.3M
Cap. Flow %
-28.01%
Top 10 Hldgs %
15.66%
Holding
877
New
320
Increased
77
Reduced
77
Closed
401

Top Buys

Rank Stock Value
1
NOK icon
Nokia
NOK
+$2.16M
2
HPQ icon
HP
HPQ
+$2.1M
3
DECK icon
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
TREE icon
LendingTree
TREE
+$1.58M
2
OUTR
OUTERWALL INC
OUTR
+$1.39M
3
NTGR icon
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
PJT icon
651
PJT Partners
PJT
$4.37B
– –
-12,100
Closed -$342K
PMT
652
PennyMac Mortgage Investment
PMT
$849M
– –
-70,900
Closed -$1.08M
POOL icon
653
Pool Corp
POOL
$6.7B
– –
-3,900
Closed -$315K
PPC icon
654
Pilgrim's Pride
PPC
$6.82B
– –
-11,100
Closed -$245K
PRAA icon
655
PRA Group
PRAA
$648M
– –
-6,000
Closed -$208K
PRGO icon
656
Perrigo
PRGO
$1.4B
– –
-2,300
Closed -$333K
PSMT icon
657
Pricesmart
PSMT
$5.75B
– –
-5,772
Closed -$479K
PSX icon
658
Phillips 66
PSX
$82.9B
– –
-3,700
Closed -$303K
RAIL icon
659
FreightCar America
RAIL
$275M
– –
-27,926
Closed -$543K
RBBN icon
660
Ribbon Communications
RBBN
$354M
– –
-18,400
Closed -$131K
RDUS
661
DELISTED
Radius Recycling
RDUS
– –
-30,400
Closed -$437K
REGN icon
662
Regeneron Pharmaceuticals
REGN
$68.8B
– –
-500
Closed -$271K
RES icon
663
RPC Inc
RES
$1.24B
– –
-13,100
Closed -$157K
RGR icon
664
Sturm, Ruger & Co
RGR
$610M
– –
-6,471
Closed -$386K
RITM icon
665
Rithm Capital
RITM
$5.09B
– –
-35,100
Closed -$427K
ROK icon
666
Rockwell Automation
ROK
$51.4B
– –
-2,400
Closed -$246K
RRX icon
667
Regal Rexnord
RRX
$14.2B
– –
-7,900
Closed -$462K
SBGI icon
668
Sinclair Inc
SBGI
$974M
– –
-14,600
Closed -$475K
SCHL icon
669
Scholastic
SCHL
$796M
– –
-24,320
Closed -$938K
SEE
670
DELISTED
Sealed Air
SEE
– –
-8,000
Closed -$357K
SEIC icon
671
SEI Investments
SEIC
$11.9B
– –
-6,700
Closed -$351K
SF
672
Stifel
SF
$12.3B
– –
-32,400
Closed -$610K
SHG icon
673
Shinhan Financial Group
SHG
$33.6B
– –
-7,300
Closed -$245K
SHW icon
674
Sherwin-Williams
SHW
$78.3B
– –
-2,700
Closed -$234K
SIG icon
675
Signet Jewelers
SIG
$3.55B
– –
-2,167
Closed -$268K
25 26
27
28 29

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.