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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 | |
|---|---|---|---|---|---|---|
|
VR
326
DELISTED
Validus Hold Ltd
VR
| $227K | 0.1% |
+4,800
| New | +$216K |
|
|
SCAI
327
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $227K | 0.1% |
4,900
-1,300
| -21% | -$54.4K |
|
|
KW
328
DELISTED
Kennedy-Wilson Holdings
KW
| $226K | 0.1% |
+10,300
| New | +$204K |
|
329
Mercer International
MERC
$44.9M
| $226K | 0.1% |
23,900
+9,741
| +69% | +$78.6K |
|
|
WEB
330
DELISTED
Web.com Group, Inc.
WEB
| $226K | 0.1% |
+11,400
| New | +$208K |
|
|
FNGN
331
DELISTED
Financial Engines, Inc.
FNGN
| $226K | 0.1% |
+7,200
| New | +$200K |
|
332
Core Laboratories
CLB
$538M
| $225K | 0.1% |
2,000
-800
| -29% | -$83.1K |
|
333
Incyte
INCY
$23.5B
| $225K | 0.1% |
+3,100
| New | +$231K |
|
334
Sensata Technologies
ST
$6.65B
| $225K | 0.1% |
+5,800
| New | +$210K |
|
335
Accuray
ARAY
$28.4M
| $224K | 0.1% |
+38,800
| New | +$215K |
|
336
TransUnion
TRU
$14.8B
| $224K | 0.1% |
+8,100
| New | +$205K |
|
|
WIFI
337
DELISTED
Boingo Wireless, Inc.
WIFI
| $224K | 0.1% |
+29,000
| New | +$188K |
|
338
LyondellBasell Industries
LYB
$19.5B
| $223K | 0.1% |
2,600
-2,800
| -52% | -$225K |
|
339
Philips
PHG
$25.4B
| $223K | 0.1% |
+10,898
| New | +$201K |
|
340
Textron
TXT
$16.6B
| $222K | 0.1% |
6,100
-6,800
| -53% | -$239K |
|
|
HES
341
DELISTED
Hess
HES
| $221K | 0.09% |
+4,200
| New | +$186K |
|
342
Hershey
HSY
$35.4B
| $221K | 0.09% |
2,400
-100
| -4% | -$8.92K |
|
343
NVIDIA
NVDA
$5.01T
| $221K | 0.09% |
+248,000
| New | +$189K |
|
344
Dave & Buster's
PLAY
$343M
| $221K | 0.09% |
+5,700
| New | +$208K |
|
345
Zillow
Z
$7.04B
| $221K | 0.09% |
+9,300
| New | +$194K |
|
|
TRVN
346
DELISTED
Trevena, Inc.
TRVN
| $221K | 0.09% |
+43
| New | +$217K |
|
|
CTXS
347
DELISTED
Citrix Systems Inc
CTXS
| $220K | 0.09% |
3,516
-1,005
| -22% | -$56.8K |
|
|
PRXL
348
DELISTED
Parexel International Corp
PRXL
| $220K | 0.09% |
+3,500
| New | +$216K |
|
349
Deluxe
DLX
$1.19B
| $219K | 0.09% |
3,500
-3,900
| -53% | -$217K |
|
|
TAST
350
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $219K | 0.09% |
+15,200
| New | +$198K |
|
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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.