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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
MGLN
51
DELISTED
Magellan Health Services, Inc.
MGLN
$917K 0.39%
13,500
+2,800
+26% +$168K
TIME
52
DELISTED
Time Inc.
TIME
$911K 0.39%
+59,000
New +$848K
MCO icon
53
Moody's
MCO
$82.4B
$908K 0.39%
+9,400
New +$845K
ARR
54
Armour Residential REIT
ARR
$2.02B
$896K 0.38%
+8,320
New +$825K
AGNC icon
55
AGNC Investment
AGNC
$12.3B
$892K 0.38%
+47,900
New +$851K
CPRI icon
56
Capri Holdings
CPRI
$1.77B
$877K 0.38%
+15,400
New +$761K
WBC
57
DELISTED
WABCO HOLDINGS INC.
WBC
$866K 0.37%
+8,100
New +$766K
SPXC icon
58
SPX Corp
SPXC
$11B
$856K 0.37%
+57,000
New +$609K
RYAM icon
59
Rayonier Advanced Materials
RYAM
$565M
$851K 0.37%
89,600
+52,317
+140% +$413K
MAS icon
60
Masco
MAS
$16B
$843K 0.36%
26,800
+13,800
+106% +$380K
DCH
61
Dauch Corp
DCH
$1.3B
$840K 0.36%
+54,600
New +$787K
JCP
62
DELISTED
J.C. Penney Company, Inc.
JCP
$834K 0.36%
75,400
+51,900
+221% +$455K
RNG icon
63
RingCentral
RNG
$4.05B
$828K 0.36%
+52,600
New +$984K
CNC icon
64
Centene
CNC
$31.3B
$825K 0.35%
+26,800
New +$800K
AROC icon
65
Archrock
AROC
$6.33B
$818K 0.35%
102,300
+54,500
+114% +$303K
DBI icon
66
Designer Brands
DBI
$277M
$815K 0.35%
+29,500
New +$738K
MDU icon
67
MDU Resources
MDU
$4.44B
$810K 0.35%
+109,403
New +$737K
CRAY
68
DELISTED
Cray, Inc.
CRAY
$809K 0.35%
19,300
-6,097
-24% -$233K
MET icon
69
MetLife
MET
$61B
$795K 0.34%
+20,308
New +$759K
AVNS icon
70
Avanos Medical
AVNS
$1.17B
$790K 0.34%
+27,500
New +$733K
HAWK
71
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$789K 0.34%
+23,000
New +$837K
WSM icon
72
Williams-Sonoma
WSM
$26.7B
$777K 0.33%
+28,400
New +$770K
LDOS icon
73
Leidos
LDOS
$14.1B
$775K 0.33%
15,400
+6,100
+66% +$291K
TOWR
74
DELISTED
Tower International, Inc.
TOWR
$772K 0.33%
+28,400
New +$662K
SUM
75
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$762K 0.33%
40,911
+28,040
+218% +$459K
1 2
3
4 5

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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 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.