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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 | |
|---|---|---|---|---|---|---|
176
Upbound Group
UPBD
$1.19B
| $390K | 0.17% |
+24,600
| New | +$328K |
|
|
GTS
177
DELISTED
Triple-S Management Corporation
GTS
| $388K | 0.17% |
16,397
-6,869
| -30% | -$154K |
|
178
Nabors Industries
NBR
$1.23B
| $387K | 0.17% |
842
+398
| +90% | +$148K |
|
|
MRO
179
DELISTED
Marathon Oil Corporation
MRO
| $387K | 0.17% |
+34,700
| New | +$324K |
|
|
AAMI
180
Acadian Asset Management
AAMI
$2.88B
| $386K | 0.17% |
+28,900
| New | +$345K |
|
|
PTR
181
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $385K | 0.17% |
5,800
+2,500
| +76% | +$158K |
|
182
Pegasystems
PEGA
$4.41B
| $378K | 0.16% |
+29,800
| New | +$358K |
|
183
Expeditors International
EXPD
$22.9B
| $376K | 0.16% |
+7,700
| New | +$353K |
|
184
A.O. Smith
AOS
$8.38B
| $374K | 0.16% |
9,800
-1,000
| -9% | -$35K |
|
185
HNI Corp
HNI
$3B
| $372K | 0.16% |
+9,500
| New | +$323K |
|
186
Vericel Corp
VCEL
$2.3B
| $372K | 0.16% |
+63,500
| New | +$178K |
|
187
Accenture
ACN
$89.9B
| $369K | 0.16% |
+3,200
| New | +$329K |
|
188
Dycom Industries
DY
$12.9B
| $369K | 0.16% |
5,700
-4,900
| -46% | -$299K |
|
189
WIX.com
WIX
$2.15B
| $369K | 0.16% |
18,200
+1,916
| +12% | +$38.3K |
|
190
Moelis & Co
MC
$4.98B
| $367K | 0.16% |
+13,000
| New | +$333K |
|
191
AMN Healthcare
AMN
$1.28B
| $366K | 0.16% |
+10,900
| New | +$312K |
|
|
QEP
192
DELISTED
QEP RESOURCES, INC.
QEP
| $365K | 0.16% |
25,900
-1,929
| -7% | -$22.3K |
|
193
Constellation Brands
STZ
$22.2B
| $363K | 0.16% |
+2,400
| New | +$347K |
|
|
FCE.A
194
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $363K | 0.16% |
+17,200
| New | +$338K |
|
195
Children's Place
PLCE
$53.6M
| $359K | 0.15% |
4,300
-2,100
| -33% | -$143K |
|
196
Quad
QUAD
$430M
| $358K | 0.15% |
27,700
+1,619
| +6% | +$17.5K |
|
197
Starwood Property Trust
STWD
$6.12B
| $356K | 0.15% |
+18,800
| New | +$349K |
|
|
CPE
198
DELISTED
Callon Petroleum Company
CPE
| $346K | 0.15% |
3,910
+880
| +29% | +$61.2K |
|
|
FPRX
199
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $345K | 0.15% |
+8,500
| New | +$292K |
|
|
LJPC
200
DELISTED
La Jolla Pharmaceutical Company
LJPC
| $345K | 0.15% |
+16,500
| New | +$294K |
|
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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.