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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 | |
|---|---|---|---|---|---|---|
26
Advanced Energy
AEIS
$12.2B
| $1.24M | 0.53% |
35,700
+6,900
| +24% | +$202K |
|
27
BWX Technologies
BWXT
$16B
| $1.24M | 0.53% |
36,800
+3,200
| +10% | +$98.8K |
|
28
Insperity
NSP
$1.85B
| $1.23M | 0.53% |
47,600
+24,600
| +107% | +$579K |
|
29
Ericsson
ERIC
$30.7B
| $1.22M | 0.52% |
+121,700
| New | +$1.12M |
|
30
Smith & Wesson
SWBI
$655M
| $1.14M | 0.49% |
+55,683
| New | +$1.04M |
|
31
Morgan Stanley
MS
$337B
| $1.13M | 0.48% |
+45,100
| New | +$1.15M |
|
|
TWO
32
Two Harbors Investment
TWO
$1.27B
| $1.11M | 0.48% |
17,550
+15,200
| +647% | +$940K |
|
33
Arrow Electronics
ARW
$10.9B
| $1.11M | 0.48% |
+17,300
| New | +$960K |
|
|
CBD
34
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $1.11M | 0.48% |
+80,100
| New | +$872K |
|
35
Criteo
CRTO
$1.03B
| $1.1M | 0.47% |
+26,500
| New | +$925K |
|
36
lululemon athletica
LULU
$13B
| $1.09M | 0.47% |
+16,100
| New | +$967K |
|
37
Magnite
MGNI
$2.65B
| $1.05M | 0.45% |
+57,500
| New | +$880K |
|
|
MODV
38
DELISTED
ModivCare
MODV
| $1.03M | 0.44% |
+20,200
| New | +$945K |
|
|
ATW
39
DELISTED
Atwood Oceanics
ATW
| $1.01M | 0.44% |
110,700
+40,300
| +57% | +$304K |
|
40
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $1.01M | 0.43% |
4,900
+2,900
| +145% | +$566K |
|
41
Ultrapar
UGP
$6.87B
| $974K | 0.42% |
+101,000
| New | +$800K |
|
42
Logitech
LOGI
$15.2B
| $969K | 0.42% |
60,900
+42,132
| +224% | +$640K |
|
|
AZPN
43
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $965K | 0.41% |
26,700
+20,900
| +360% | +$755K |
|
|
CMBT
44
CMB.TECH NV
CMBT
$4.57B
| $961K | 0.41% |
+93,800
| New | +$1.01M |
|
45
Energy Recovery
ERII
$434M
| $948K | 0.41% |
+91,700
| New | +$668K |
|
|
VMW
46
DELISTED
VMware, Inc
VMW
| $947K | 0.41% |
18,100
+9,400
| +108% | +$466K |
|
|
WCG
47
DELISTED
Wellcare Health Plans, Inc.
WCG
| $946K | 0.41% |
+10,200
| New | +$846K |
|
48
Unisys
UIS
$227M
| $933K | 0.4% |
121,200
+101,915
| +528% | +$970K |
|
|
PRTY
49
DELISTED
Party City Holdco Inc.
PRTY
| $926K | 0.4% |
+61,600
| New | +$678K |
|
|
TPH
50
DELISTED
Tri Pointe Homes
TPH
| $919K | 0.39% |
78,000
+41,100
| +111% | +$434K |
|
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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.