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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 | |
|---|---|---|---|---|---|---|
251
Reliance Steel & Aluminium
RS
$20.8B
| $284K | 0.12% |
+4,100
| New | +$248K |
|
252
United Parks & Resorts
PRKS
$2.11B
| $284K | 0.12% |
13,500
-9,100
| -40% | -$170K |
|
|
PARA
253
DELISTED
Paramount Global Class B
PARA
| $281K | 0.12% |
+5,100
| New | +$248K |
|
|
AIV
254
Aimco
AIV
$380M
| $280K | 0.12% |
50,296
-18,016
| -26% | -$92.2K |
|
|
MRC
255
DELISTED
MRC Global
MRC
| $277K | 0.12% |
21,100
+6,606
| +46% | +$76K |
|
|
SRC
256
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $277K | 0.12% |
+5,486
| New | +$256K |
|
257
John B. Sanfilippo & Son
JBSS
$949M
| $276K | 0.12% |
+4,000
| New | +$250K |
|
258
Patterson-UTI
PTEN
$3.87B
| $275K | 0.12% |
15,600
-36,300
| -70% | -$541K |
|
259
Albany International
AIN
$2.14B
| $274K | 0.12% |
+7,300
| New | +$257K |
|
260
Caesars Entertainment
CZR
$6.1B
| $267K | 0.11% |
+23,300
| New | +$242K |
|
261
Eagle Materials
EXP
$6.6B
| $266K | 0.11% |
3,800
-6,700
| -64% | -$390K |
|
|
BRSL
262
Brightstar Lottery PLC
BRSL
$1.91B
| $266K | 0.11% |
+14,600
| New | +$222K |
|
|
STMP
263
DELISTED
Stamps.com, Inc.
STMP
| $266K | 0.11% |
+2,500
| New | +$256K |
|
|
CONE
264
DELISTED
CyrusOne Inc Common Stock
CONE
| $265K | 0.11% |
+5,800
| New | +$222K |
|
|
CNL
265
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $265K | 0.11% |
+4,800
| New | +$244K |
|
266
Pacific Biosciences
PACB
$422M
| $264K | 0.11% |
+31,100
| New | +$306K |
|
|
STRZA
267
DELISTED
Starz - Series A
STRZA
| $263K | 0.11% |
+10,000
| New | +$274K |
|
|
CSGS
268
DELISTED
CSG Systems International
CSGS
| $262K | 0.11% |
+5,800
| New | +$219K |
|
269
DHT Holdings
DHT
$2.97B
| $262K | 0.11% |
45,400
+13,000
| +40% | +$77.4K |
|
|
BETR
270
DELISTED
Amplify Snack Brands, Inc.
BETR
| $262K | 0.11% |
+18,300
| New | +$204K |
|
271
Leggett & Platt
LEG
$1.52B
| $261K | 0.11% |
5,400
-2,800
| -34% | -$121K |
|
272
GSK
GSK
$103B
| $260K | 0.11% |
5,120
+480
| +10% | +$23.9K |
|
273
MidCap Financial Investment
MFIC
$784M
| $259K | 0.11% |
+15,533
| New | +$240K |
|
|
PPL
274
PPL Corp
PPL
$27.3B
| $259K | 0.11% |
+6,800
| New | +$242K |
|
|
FL
275
DELISTED
Foot Locker
FL
| $258K | 0.11% |
+4,000
| New | +$260K |
|
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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.