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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 | |
|---|---|---|---|---|---|---|
|
ELNK
101
DELISTED
EarthLink Holdings Corp.
ELNK
| $623K | 0.27% |
109,800
-1,000
| -0.9% | -$5.84K |
|
|
SSNI
102
DELISTED
Silver Spring Networks, Inc.
SSNI
| $622K | 0.27% |
42,200
+28,364
| +205% | +$354K |
|
103
Acco Brands
ACCO
$369M
| $620K | 0.27% |
69,000
+43,607
| +172% | +$305K |
|
104
Korea Electric Power
KEP
$15.5B
| $615K | 0.26% |
+23,900
| New | +$546K |
|
105
Silgan Holdings
SLGN
$4.91B
| $606K | 0.26% |
+22,800
| New | +$592K |
|
|
ELP
106
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $605K | 0.26% |
+191,000
| New | +$468K |
|
107
Palo Alto Networks
PANW
$264B
| $604K | 0.26% |
22,200
+1,200
| +6% | +$29.5K |
|
|
ESRX
108
DELISTED
Express Scripts Holding Company
ESRX
| $604K | 0.26% |
+8,800
| New | +$633K |
|
109
Abercrombie & Fitch
ANF
$4.17B
| $602K | 0.26% |
+19,100
| New | +$536K |
|
|
DO
110
DELISTED
Diamond Offshore Drilling
DO
| $598K | 0.26% |
+27,500
| New | +$542K |
|
111
GameStop
GME
$9.5B
| $590K | 0.25% |
74,400
-21,200
| -22% | -$152K |
|
|
IVC
112
DELISTED
Invacare Corporation
IVC
| $590K | 0.25% |
+44,800
| New | +$635K |
|
113
State Street
STT
$50.9B
| $585K | 0.25% |
10,000
+6,800
| +213% | +$386K |
|
114
PBF Energy
PBF
$7.29B
| $584K | 0.25% |
+17,600
| New | +$563K |
|
115
Banco Macro
BMA
$5.7B
| $580K | 0.25% |
+9,000
| New | +$574K |
|
116
SFL Corp
SFL
$1.59B
| $579K | 0.25% |
+41,700
| New | +$561K |
|
117
World Acceptance Corp
WRLD
$950M
| $576K | 0.25% |
+15,200
| New | +$536K |
|
118
O'Reilly Automotive
ORLY
$72.4B
| $575K | 0.25% |
31,500
+10,500
| +50% | +$179K |
|
|
FBR
119
DELISTED
Fibria Celulose Sa
FBR
| $561K | 0.24% |
+66,100
| New | +$669K |
|
120
Robert Half
RHI
$3.61B
| $559K | 0.24% |
12,000
-5,400
| -31% | -$226K |
|
121
G-III Apparel Group
GIII
$1.47B
| $552K | 0.24% |
+11,300
| New | +$547K |
|
|
MSGN
122
DELISTED
MSG Networks Inc.
MSGN
| $550K | 0.24% |
31,800
+6,100
| +24% | +$106K |
|
123
Edison International
EIX
$30.7B
| $539K | 0.23% |
+7,500
| New | +$486K |
|
124
SunCoke Energy
SXC
$757M
| $529K | 0.23% |
+81,400
| New | +$346K |
|
|
CALY
125
Callaway Golf Company
CALY
$3.26B
| $523K | 0.22% |
57,300
-12,400
| -18% | -$109K |
|
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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.