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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 | |
|---|---|---|---|---|---|---|
|
SWFT
151
DELISTED
Swift Transportation Company
SWFT
| $438K | 0.19% |
+23,500
| New | +$381K |
|
152
Apple
AAPL
$4.89T
| $436K | 0.19% |
+16,000
| New | +$399K |
|
|
LSI
153
DELISTED
Life Storage, Inc.
LSI
| $436K | 0.19% |
5,550
-750
| -12% | -$54.6K |
|
154
KT
KT
$8.84B
| $435K | 0.19% |
32,400
-16,800
| -34% | -$203K |
|
155
UBS Group
UBS
$170B
| $426K | 0.18% |
+26,600
| New | +$432K |
|
|
NILE
156
DELISTED
Blue Nile, Inc.
NILE
| $422K | 0.18% |
+16,400
| New | +$480K |
|
|
LKM
157
DELISTED
Link Motion Inc.
LKM
| $420K | 0.18% |
+91,700
| New | +$341K |
|
158
Kratos Defense & Security Solutions
KTOS
$8.88B
| $416K | 0.18% |
+84,100
| New | +$304K |
|
|
QIWI
159
DELISTED
QIWI PLC
QIWI
| $416K | 0.18% |
+28,700
| New | +$384K |
|
160
Jones Lang LaSalle
JLL
$15.1B
| $411K | 0.18% |
3,500
| – | – |
|
161
Lear
LEA
$7.19B
| $411K | 0.18% |
+3,700
| New | +$392K |
|
|
PRAH
162
DELISTED
PRA Health Sciences, Inc.
PRAH
| $410K | 0.18% |
+9,600
| New | +$406K |
|
163
Evolent Health
EVH
$475M
| $408K | 0.18% |
+38,600
| New | +$399K |
|
|
TBHC
164
DELISTED
The Brand House Collective
TBHC
| $406K | 0.17% |
+23,200
| New | +$324K |
|
165
Kodak
KODK
$806M
| $406K | 0.17% |
+37,400
| New | +$366K |
|
|
TSE
166
DELISTED
Trinseo
TSE
| $405K | 0.17% |
11,000
+951
| +9% | +$27.1K |
|
167
American Eagle Outfitters
AEO
$2.85B
| $402K | 0.17% |
24,100
+10,300
| +75% | +$155K |
|
168
Darling Ingredients
DAR
$9.93B
| $402K | 0.17% |
+30,500
| New | +$307K |
|
169
Sun Communities
SUI
$15B
| $401K | 0.17% |
+5,600
| New | +$378K |
|
170
Cirrus Logic
CRUS
$6.74B
| $397K | 0.17% |
10,900
-3,991
| -27% | -$129K |
|
171
Strategy Inc
MSTR
$33.5B
| $395K | 0.17% |
+22,000
| New | +$356K |
|
|
DF
172
DELISTED
Dean Foods Company
DF
| $395K | 0.17% |
+22,800
| New | +$431K |
|
|
HF
173
DELISTED
HFF Inc.
HF
| $394K | 0.17% |
+14,300
| New | +$380K |
|
|
VER
174
DELISTED
VEREIT, Inc.
VER
| $393K | 0.17% |
8,860
+4,340
| +96% | +$172K |
|
|
SNP
175
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $391K | 0.17% |
6,000
+1,200
| +25% | +$69.2K |
|
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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.