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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 | |
|---|---|---|---|---|---|---|
|
AMTD
301
DELISTED
TD Ameritrade Holding Corp
AMTD
| $240K | 0.1% |
7,600
+1,500
| +25% | +$44.2K |
|
|
NSM
302
DELISTED
Nationstar Mortgage Holdings
NSM
| $240K | 0.1% |
+24,200
| New | +$258K |
|
303
Magnachip Semiconductor
MX
$128M
| $239K | 0.1% |
+44,000
| New | +$205K |
|
304
Prothena Corp
PRTA
$458M
| $239K | 0.1% |
+5,800
| New | +$227K |
|
|
VG
305
DELISTED
Vonage Holdings Corporation
VG
| $239K | 0.1% |
+52,400
| New | +$259K |
|
306
Atmos Energy
ATO
$29.9B
| $238K | 0.1% |
+3,200
| New | +$220K |
|
|
NUVA
307
DELISTED
NuVasive, Inc.
NUVA
| $238K | 0.1% |
+4,900
| New | +$222K |
|
308
Vanda Pharmaceuticals
VNDA
$312M
| $237K | 0.1% |
+28,400
| New | +$233K |
|
309
Adobe
ADBE
$89.5B
| $235K | 0.1% |
+2,500
| New | +$217K |
|
310
Chord Energy
CHRD
$7.79B
| $235K | 0.1% |
+32,300
| New | +$193K |
|
311
Ingredion
INGR
$6.38B
| $235K | 0.1% |
2,200
-500
| -19% | -$49.8K |
|
|
SGMO
312
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $235K | 0.1% |
+38,900
| New | +$234K |
|
|
IDTI
313
DELISTED
Integrated Device Technology I
IDTI
| $235K | 0.1% |
11,500
-18,197
| -61% | -$382K |
|
314
HCA Healthcare
HCA
$84.8B
| $234K | 0.1% |
+3,000
| New | +$209K |
|
315
Emergent Biosolutions
EBS
$375M
| $233K | 0.1% |
+6,400
| New | +$226K |
|
316
Red Robin
RRGB
$134M
| $232K | 0.1% |
+3,600
| New | +$224K |
|
|
FNSR
317
DELISTED
Finisar Corp
FNSR
| $232K | 0.1% |
+12,700
| New | +$183K |
|
318
Babcock & Wilcox
BW
$1.43B
| $231K | 0.1% |
1,080
-1,020
| -49% | -$203K |
|
|
MORE
319
DELISTED
Monogram Residential Trust, Inc.
MORE
| $231K | 0.1% |
+23,400
| New | +$214K |
|
320
Knowles
KN
$3.22B
| $229K | 0.1% |
+17,400
| New | +$214K |
|
321
Helen of Troy
HELE
$663M
| $228K | 0.1% |
+2,200
| New | +$205K |
|
|
MON
322
DELISTED
Monsanto Co
MON
| $228K | 0.1% |
+2,600
| New | +$235K |
|
323
Generac Holdings
GNRC
$11.9B
| $227K | 0.1% |
+6,100
| New | +$197K |
|
324
Koppers
KOP
$966M
| $227K | 0.1% |
+10,100
| New | +$180K |
|
325
Ryman Hospitality Properties
RHP
$8.4B
| $227K | 0.1% |
+4,400
| New | +$212K |
|
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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.