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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 | |
|---|---|---|---|---|---|---|
|
FITB
276
Fifth Third Bancorp
FITB
$52B
| $257K | 0.11% |
+15,400
| New | +$253K |
|
277
Wendy's
WEN
$1.33B
| $257K | 0.11% |
+23,600
| New | +$234K |
|
278
Five Below
FIVE
$11.2B
| $256K | 0.11% |
+6,200
| New | +$227K |
|
279
PPG Industries
PPG
$25.9B
| $256K | 0.11% |
+2,300
| New | +$226K |
|
|
LFC
280
DELISTED
China Life Insurance Company Ltd.
LFC
| $256K | 0.11% |
+20,800
| New | +$251K |
|
281
Western Alliance Bancorporation
WAL
$9.07B
| $254K | 0.11% |
+7,600
| New | +$238K |
|
282
Axos Financial
AX
$5.45B
| $252K | 0.11% |
11,800
+442
| +4% | +$8.01K |
|
283
Fabrinet
FN
$17.1B
| $252K | 0.11% |
+7,800
| New | +$210K |
|
284
RH
RH
$3.3B
| $251K | 0.11% |
+6,000
| New | +$307K |
|
285
Ametek
AME
$55.5B
| $250K | 0.11% |
+5,000
| New | +$238K |
|
286
Baidu
BIDU
$35.8B
| $248K | 0.11% |
+1,300
| New | +$221K |
|
287
Delta Air Lines
DAL
$55.9B
| $248K | 0.11% |
+5,100
| New | +$238K |
|
|
SAFE
288
Safehold
SAFE
$1.19B
| $248K | 0.11% |
5,280
+2,876
| +120% | +$132K |
|
|
KKD
289
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $248K | 0.11% |
+15,900
| New | +$231K |
|
|
FTD
290
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $247K | 0.11% |
+9,400
| New | +$228K |
|
|
JASO
291
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $247K | 0.11% |
28,700
+6,300
| +28% | +$55.4K |
|
292
Southwest Airlines
LUV
$22.1B
| $246K | 0.11% |
+5,500
| New | +$224K |
|
293
Paylocity
PCTY
$6.71B
| $246K | 0.11% |
+7,500
| New | +$234K |
|
294
Royal Caribbean
RCL
$78.7B
| $246K | 0.11% |
+3,000
| New | +$234K |
|
295
Rio Tinto
RIO
$148B
| $246K | 0.11% |
+8,700
| New | +$232K |
|
|
TCF
296
DELISTED
TCF Financial Corporation Common Stock
TCF
| $246K | 0.11% |
+6,900
| New | +$230K |
|
297
Mid-America Apartment Communities
MAA
$15.6B
| $245K | 0.11% |
+2,400
| New | +$223K |
|
|
GTT
298
DELISTED
GTT Communications, Inc.
GTT
| $245K | 0.11% |
+14,800
| New | +$226K |
|
|
IMPV
299
DELISTED
Imperva, Inc.
IMPV
| $242K | 0.1% |
+4,800
| New | +$231K |
|
300
MGM Resorts International
MGM
$11.7B
| $240K | 0.1% |
11,200
-9,596
| -46% | -$190K |
|
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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.