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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 | |
|---|---|---|---|---|---|---|
|
DWA
76
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $761K | 0.33% |
30,500
-2,488
| -8% | -$61.2K |
|
|
BLD
77
DELISTED
TopBuild
BLD
| $755K | 0.32% |
25,400
+16,800
| +195% | +$454K |
|
78
Genesco
GCO
$396M
| $751K | 0.32% |
+10,400
| New | +$671K |
|
79
Douglas Dynamics
PLOW
$1.07B
| $740K | 0.32% |
+32,300
| New | +$649K |
|
80
Viavi Solutions
VIAV
$9.75B
| $738K | 0.32% |
+107,636
| New | +$648K |
|
81
KBR
KBR
$4.68B
| $723K | 0.31% |
+46,700
| New | +$660K |
|
82
MarketAxess Holdings
MKTX
$4.15B
| $712K | 0.31% |
+5,700
| New | +$651K |
|
83
Healthcare Services Group
HCSG
$1.56B
| $710K | 0.3% |
19,300
-4,000
| -17% | -$139K |
|
84
Marriott International
MAR
$98.7B
| $698K | 0.3% |
9,800
-3,900
| -28% | -$255K |
|
85
Cardinal Health
CAH
$53.4B
| $697K | 0.3% |
+8,500
| New | +$691K |
|
86
Manhattan Associates
MANH
$8.97B
| $694K | 0.3% |
12,200
-400
| -3% | -$22.3K |
|
87
OFG Bancorp
OFG
$2.21B
| $693K | 0.3% |
+99,200
| New | +$606K |
|
|
ITG
88
DELISTED
Investment Technology Group Inc
ITG
| $690K | 0.3% |
+31,200
| New | +$572K |
|
89
Inogen
INGN
$167M
| $688K | 0.3% |
15,300
+6,157
| +67% | +$219K |
|
90
Photronics
PLAB
$1.79B
| $679K | 0.29% |
65,200
+15,473
| +31% | +$167K |
|
91
Stratasys
SSYS
$697M
| $677K | 0.29% |
+26,100
| New | +$532K |
|
92
Trinity Industries
TRN
$2.97B
| $666K | 0.29% |
50,560
+35,698
| +240% | +$501K |
|
|
JOY
93
DELISTED
Joy Global Inc
JOY
| $665K | 0.29% |
41,400
-5,949
| -13% | -$74.9K |
|
94
Visteon
VC
$2.77B
| $653K | 0.28% |
8,200
| – | – |
|
95
Coca-Cola Femsa
KOF
$21.6B
| $648K | 0.28% |
+7,800
| New | +$564K |
|
|
ECHO
96
EchoStar
ECHO
$25.5B
| $647K | 0.28% |
+18,016
| New | +$573K |
|
97
Strategic Education
STRA
$1.71B
| $644K | 0.28% |
+13,200
| New | +$651K |
|
|
WMC
98
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $640K | 0.27% |
+6,370
| New | +$637K |
|
|
EOCC
99
DELISTED
Enel Generacion Chile S.A.
EOCC
| $628K | 0.27% |
+21,820
| New | +$589K |
|
|
CPL
100
DELISTED
CPFL Energia S.A.
CPL
| $627K | 0.27% |
59,044
+41,515
| +237% | +$348K |
|
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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.