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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 | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.68B
| $17M | 7.31% |
978,613
+8,601
| +0.9% | +$144K |
|
|
2
HP
HPQ
$23.5B
| $2.42M | 1.04% |
+196,121
| New | +$2.1M |
|
|
EXPR
3
DELISTED
Express, Inc.
EXPR
| $2.35M | 1.01% |
5,490
+4,215
| +331% | +$1.51M |
|
|
4
Deckers Outdoor
DECK
$13.3B
| $2.35M | 1.01% |
+235,200
| New | +$2.03M |
|
|
MIK
5
DELISTED
Michaels Stores, Inc
MIK
| $2.23M | 0.96% |
+79,700
| New | +$1.84M |
|
|
FRAN
6
DELISTED
Francesca's Holdings Corporation
FRAN
| $2.11M | 0.91% |
+9,192
| New | +$1.98M |
|
|
7
Nokia
NOK
$50.8B
| $2.09M | 0.9% |
354,300
+336,600
| +1,902% | +$2.16M |
|
|
BIG
8
DELISTED
Big Lots, Inc.
BIG
| $2.07M | 0.89% |
+45,700
| New | +$1.83M |
|
9
Trex
TREX
$4.51B
| $1.95M | 0.83% |
+162,400
| New | +$1.58M |
|
10
Lennox International
LII
$18.8B
| $1.89M | 0.81% |
14,000
+7,100
| +103% | +$879K |
|
|
SFLY
11
DELISTED
Shutterfly, Inc.
SFLY
| $1.89M | 0.81% |
+40,700
| New | +$1.73M |
|
12
Transocean
RIG
$5.92B
| $1.85M | 0.79% |
202,100
+185,300
| +1,103% | +$1.84M |
|
|
BKS
13
DELISTED
Barnes & Noble
BKS
| $1.84M | 0.79% |
+149,100
| New | +$1.46M |
|
14
Altisource Portfolio Solutions
ASPS
$65.4M
| $1.77M | 0.76% |
9,175
+6,423
| +233% | +$1.37M |
|
15
WisdomTree
WT
$2.97B
| $1.77M | 0.76% |
155,000
+78,996
| +104% | +$948K |
|
16
SLM Corp
SLM
$4.58B
| $1.77M | 0.76% |
+277,700
| New | +$1.68M |
|
17
Dick's Sporting Goods
DKS
$18.4B
| $1.75M | 0.75% |
+37,400
| New | +$1.52M |
|
|
CSC
18
DELISTED
Computer Sciences
CSC
| $1.65M | 0.71% |
+47,900
| New | +$1.45M |
|
19
Evercore
EVR
$13.1B
| $1.61M | 0.69% |
31,100
+20,100
| +183% | +$960K |
|
|
ENIA
20
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $1.56M | 0.67% |
208,390
+133,118
| +177% | +$891K |
|
21
Darden Restaurants
DRI
$22.5B
| $1.52M | 0.65% |
23,000
+12,400
| +117% | +$785K |
|
|
RDC
22
DELISTED
Rowan Companies Plc
RDC
| $1.52M | 0.65% |
94,300
+31,000
| +49% | +$429K |
|
23
Pampa Energía
PAM
$4.64B
| $1.45M | 0.62% |
+67,600
| New | +$1.41M |
|
24
Sunstone Hotel Investors
SHO
$2.19B
| $1.28M | 0.55% |
91,800
+65,200
| +245% | +$803K |
|
25
Bath & Body Works
BBWI
$4.01B
| $1.28M | 0.55% |
+18,060
| New | +$1.29M |
|
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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.