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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 | |
|---|---|---|---|---|---|---|
601
JPMorgan Chase
JPM
$939B
| – | – |
-14,500
| Closed | -$957K |
|
|
JWN
602
DELISTED
Nordstrom
JWN
| – | – |
-23,900
| Closed | -$1.19M |
|
603
Kimco Realty
KIM
$17.6B
| – | – |
-7,700
| Closed | -$204K |
|
604
Kulicke & Soffa
KLIC
$5.3B
| – | – |
-13,578
| Closed | -$158K |
|
605
Kroger
KR
$34.8B
| – | – |
-5,600
| Closed | -$234K |
|
606
LGI Homes
LGIH
$1.4B
| – | – |
-23,857
| Closed | -$580K |
|
607
Alliant Energy
LNT
$19.4B
| – | – |
-6,600
| Closed | -$206K |
|
608
Lipocine
LPCN
$17.1M
| – | – |
-1,417
| Closed | -$311K |
|
609
Liquidity Services
LQDT
$1.17B
| – | – |
-14,419
| Closed | -$94K |
|
610
Lam Research
LRCX
$382B
| – | – |
-27,000
| Closed | -$214K |
|
611
Lesaka Technologies
LSAK
$388M
| – | – |
-19,417
| Closed | -$262K |
|
612
Lumen
LUMN
$6.53B
| – | – |
-8,600
| Closed | -$216K |
|
613
McKesson
MCK
$98.5B
| – | – |
-2,600
| Closed | -$513K |
|
614
MiMedx Group
MDXG
$626M
| – | – |
-11,934
| Closed | -$112K |
|
615
Mercado Libre
MELI
$91.3B
| – | – |
-2,900
| Closed | -$332K |
|
616
Magna International
MGA
$17.9B
| – | – |
-9,500
| Closed | -$385K |
|
617
Mohawk Industries
MHK
$6.9B
| – | – |
-2,200
| Closed | -$417K |
|
618
Mitek Systems
MITK
$762M
| – | – |
-10,100
| Closed | -$42K |
|
619
MillerKnoll
MLKN
$1.5B
| – | – |
-8,300
| Closed | -$238K |
|
620
Martin Marietta Materials
MLM
$33.6B
| – | – |
-2,000
| Closed | -$273K |
|
|
MRSH
621
Marsh
MRSH
$86.3B
| – | – |
-5,200
| Closed | -$288K |
|
622
Marcus & Millichap
MMI
$1.15B
| – | – |
-7,427
| Closed | -$216K |
|
623
Morningstar
MORN
$6.56B
| – | – |
-6,400
| Closed | -$515K |
|
624
Motorcar Parts of America
MPAA
$261M
| – | – |
-7,781
| Closed | -$263K |
|
625
Marathon Petroleum
MPC
$90.3B
| – | – |
-9,700
| Closed | -$503K |
|
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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.