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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 | |
|---|---|---|---|---|---|---|
476
Agilent Technologies
A
$39.1B
| – | – |
-11,700
| Closed | -$489K |
|
477
ACI Worldwide
ACIW
$5.72B
| – | – |
-24,900
| Closed | -$533K |
|
478
Adeia
ADEA
$2.86B
| – | – |
-55,944
| Closed | -$444K |
|
479
Analog Devices
ADI
$181B
| – | – |
-7,800
| Closed | -$431K |
|
480
Agnico Eagle Mines
AEM
$72.6B
| – | – |
-16,200
| Closed | -$426K |
|
|
AFMD
481
DELISTED
Affimed
AFMD
| – | – |
-1,038
| Closed | -$74K |
|
|
AGEN
482
Agenus
AGEN
$249M
| – | – |
-652
| Closed | -$58K |
|
|
AHT
483
Ashford Hospitality Trust
AHT
$21M
| – | – |
-34
| Closed | -$211K |
|
484
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-6,600
| Closed | -$270K |
|
485
Akebia Therapeutics
AKBA
$327M
| – | – |
-44,906
| Closed | -$580K |
|
486
Alaska Air
ALK
$5.15B
| – | – |
-4,400
| Closed | -$354K |
|
487
Allstate
ALL
$66.9B
| – | – |
-8,000
| Closed | -$497K |
|
488
Ally Financial
ALLY
$13.1B
| – | – |
-12,800
| Closed | -$239K |
|
489
Amgen
AMGN
$203B
| – | – |
-1,300
| Closed | -$211K |
|
490
Amkor Technology
AMKR
$16.1B
| – | – |
-14,127
| Closed | -$86K |
|
491
Anika Therapeutics
ANIK
$199M
| – | – |
-11,049
| Closed | -$422K |
|
492
AeroVironment
AVAV
$7.57B
| – | – |
-15,244
| Closed | -$449K |
|
493
AvalonBay Communities
AVB
$27.1B
| – | – |
-1,500
| Closed | -$276K |
|
|
AXON
494
Axon Enterprise
AXON
$40.5B
| – | – |
-16,349
| Closed | -$283K |
|
495
AXIS Capital
AXS
$8.59B
| – | – |
-11,200
| Closed | -$630K |
|
496
Acuity Brands
AYI
$9.88B
| – | – |
-1,500
| Closed | -$351K |
|
497
Bank of America
BAC
$435B
| – | – |
-25,200
| Closed | -$424K |
|
498
Credicorp
BAP
$30.9B
| – | – |
-4,600
| Closed | -$448K |
|
499
BlackBerry
BB
$5.01B
| – | – |
-18,000
| Closed | -$167K |
|
500
Banco Bradesco
BBD
$38.1B
| – | – |
-129,466
| Closed | -$293K |
|
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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.