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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 | |
|---|---|---|---|---|---|---|
526
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-25,000
| Closed | -$240K |
|
527
Cohen & Steers
CNS
$4.18B
| – | – |
-15,597
| Closed | -$475K |
|
528
Capital One
COF
$124B
| – | – |
-4,100
| Closed | -$296K |
|
529
Columbia Sportswear
COLM
$3.19B
| – | – |
-4,100
| Closed | -$200K |
|
|
VISN
530
Vistance Networks Inc
VISN
$2.66B
| – | – |
-7,800
| Closed | -$202K |
|
531
Cencora
COR
$60.3B
| – | – |
-3,000
| Closed | -$311K |
|
532
Coty
COTY
$2.33B
| – | – |
-12,200
| Closed | -$313K |
|
533
Camden Property Trust
CPT
$11.3B
| – | – |
-3,300
| Closed | -$253K |
|
534
Caesarstone
CSTE
$72.3M
| – | – |
-4,624
| Closed | -$200K |
|
535
Cognizant
CTSH
$21.5B
| – | – |
-7,700
| Closed | -$462K |
|
536
Culp Inc
CULP
$45M
| – | – |
-8,740
| Closed | -$223K |
|
537
CoreCivic
CXW
$3.1B
| – | – |
-14,700
| Closed | -$389K |
|
|
CYBR
538
DELISTED
CyberArk
CYBR
| – | – |
-6,400
| Closed | -$289K |
|
539
Cytokinetics
CYTK
$11B
| – | – |
-13,600
| Closed | -$142K |
|
540
Deere & Co
DE
$170B
| – | – |
-3,100
| Closed | -$236K |
|
|
DENN
541
DELISTED
Denny's
DENN
| – | – |
-22,500
| Closed | -$221K |
|
542
D.R. Horton
DHI
$41B
| – | – |
-6,600
| Closed | -$211K |
|
543
HF Sinclair
DINO
$15.9B
| – | – |
-6,000
| Closed | -$239K |
|
544
Digital Realty Trust
DLR
$73.7B
| – | – |
-2,900
| Closed | -$219K |
|
545
Domino's
DPZ
$11B
| – | – |
-2,400
| Closed | -$267K |
|
546
Diamondrock Hospitality Co
DRH
$2.63B
| – | – |
-19,800
| Closed | -$191K |
|
547
DexCom
DXCM
$27.6B
| – | – |
-11,200
| Closed | -$229K |
|
548
Destination XL Group
DXLG
$34.7M
| – | – |
-11,179
| Closed | -$62K |
|
549
Ecopetrol
EC
$32.9B
| – | – |
-24,800
| Closed | -$174K |
|
550
New Oriental
EDU
$7.84B
| – | – |
-20,100
| Closed | -$631K |
|
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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.