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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
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
SJM icon
676
J.M. Smucker
SJM
$12.6B
– –
-1,800
Closed -$222K
SLB icon
677
SLB Ltd
SLB
$77.8B
– –
-4,100
Closed -$286K
SMP icon
678
Standard Motor Products
SMP
$861M
– –
-6,068
Closed -$231K
SNBR
679
DELISTED
Sleep Number
SNBR
– –
-39,100
Closed -$837K
SPCB icon
680
SuperCom
SPCB
$67.3M
– –
-89
Closed -$92K
SPG icon
681
Simon Property Group
SPG
$74.5B
– –
-2,700
Closed -$525K
SPR
682
DELISTED
Spirit AeroSystems
SPR
– –
-13,900
Closed -$696K
SPY icon
683
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
– –
-309,800
Closed -$63.2M
SRE icon
684
Sempra
SRE
$60.8B
– –
-15,400
Closed -$724K
STE icon
685
Steris
STE
$20.9B
– –
-3,500
Closed -$264K
STKL
686
DELISTED
SunOpta
STKL
– –
-11,000
Closed -$75K
STM icon
687
STMicroelectronics
STM
$46B
– –
-15,900
Closed -$106K
SWKS icon
688
Skyworks Solutions
SWKS
$9.06B
– –
-2,600
Closed -$200K
SWX icon
689
Southwest Gas
SWX
$6.74B
– –
-7,900
Closed -$436K
T icon
690
AT&T
T
$165B
– –
-7,944
Closed -$206K
TAP icon
691
Molson Coors Class B
TAP
$7.68B
– –
-4,000
Closed -$376K
TCRT icon
692
Alaunos Therapeutics
TCRT
$4.74M
– –
-476
Closed -$593K
TDS icon
693
Telephone and Data Systems
TDS
$3.91B
– –
-12,800
Closed -$331K
TDY icon
694
Teledyne Technologies
TDY
$30.4B
– –
-6,000
Closed -$532K
TECH icon
695
Bio-Techne
TECH
$11.2B
– –
-18,400
Closed -$414K
TER icon
696
Teradyne
TER
$54.8B
– –
-11,900
Closed -$246K
TGT icon
697
Target
TGT
$62.1B
– –
-3,900
Closed -$283K
THS
698
DELISTED
Treehouse Foods
THS
– –
-8,800
Closed -$690K
TK icon
699
Teekay
TK
$975M
– –
-17,818
Closed -$176K
TKR icon
700
Timken Company
TKR
$9.82B
– –
-15,300
Closed -$437K
26 27
28
29 30

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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.