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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
+4.74%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$71.8M
AUM Growth
-$161M
Cap. Flow
-$163M
Cap. Flow %
-226.5%
Top 10 Hldgs %
30.3%
Holding
635
New
159
Increased
19
Reduced
61
Closed
394

Top Buys

Rank Stock Value
1
EGL
Engility Holdings, Inc.
EGL
+$517K
2
TGI
Triumph Group
TGI
+$459K
3
TDC icon
Teradata
TDC
+$449K
4
NUE icon
Nucor
NUE
+$409K
5
FIT
Fitbit, Inc. Class A common stock
FIT
+$403K

Top Sells

Rank Stock Value
1
EXPR
Express, Inc.
EXPR
+$2.35M
2
DECK icon
Deckers Outdoor
DECK
+$2.35M
3
MIK
Michaels Stores, Inc
MIK
+$2.23M
4
FRAN
Francesca's Holdings Corporation
FRAN
+$2.11M
5
NOK icon
Nokia
NOK
+$2.09M

Sector Composition

Rank Sector Weight
1 Real Estate 27.06%
2 Industrials 12.03%
3 Technology 11.7%
4 Financials 10.4%
5 Consumer Discretionary 8.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NOG icon
226
Northern Oil and Gas
NOG
$2.3B
$79K 0.11%
+1,700
New +$79.7K
RFP
227
DELISTED
Resolute Forest Products Inc.
RFP
$76K 0.11%
+14,447
New +$80.5K
PIR
228
DELISTED
Pier 1 Imports, Inc.
PIR
$76K 0.11%
735
-50
-6% -$6.03K
CALX icon
229
Calix
CALX
$2.27B
$73K 0.1%
+10,500
New +$71.8K
TCRT icon
230
Alaunos Therapeutics
TCRT
$4.74M
$73K 0.1%
+89
New +$96.9K
ARCO icon
231
Arcos Dorados Holdings
ARCO
$1.73B
$72K 0.1%
+15,417
New +$65.4K
RT
232
DELISTED
Ruby Tuesday Georgia
RT
$71K 0.1%
+19,700
New +$83.3K
RSYS
233
DELISTED
Radisys Corp
RSYS
$69K 0.1%
+15,400
New +$69.6K
KGC icon
234
Kinross Gold
KGC
$28.5B
$67K 0.09%
+13,700
New +$65.4K
SLM icon
235
SLM Corp
SLM
$4.57B
$67K 0.09%
10,800
-266,900
-96% -$1.74M
GCAP
236
DELISTED
Gain Capital Holdings, Inc.
GCAP
$65K 0.09%
+10,300
New +$68.7K
NPKI
237
NPK International
NPKI
$1.21B
$63K 0.09%
+10,900
New +$53.3K
ANH
238
DELISTED
Anworth Mortgage Asset Corporation
ANH
$63K 0.09%
13,500
-18,100
-57% -$84.6K
OCUL icon
239
Ocular Therapeutix
OCUL
$1.86B
$54K 0.08%
+11,000
New +$109K
CBB
240
DELISTED
Cincinnati Bell Inc.
CBB
$54K 0.08%
+2,380
New +$46.8K
PES
241
DELISTED
Pioneer Energy Services Corp.
PES
$53K 0.07%
+11,600
New +$38.2K
AAPL icon
242
Apple
AAPL
$4.89T
– –
-16,000
Closed -$436K
ACCO icon
243
Acco Brands
ACCO
$369M
– –
-69,000
Closed -$620K
ACM icon
244
Aecom
ACM
$9.07B
– –
-9,300
Closed -$286K
ACN icon
245
Accenture
ACN
$89.9B
– –
-3,200
Closed -$369K
ADBE icon
246
Adobe
ADBE
$89.5B
– –
-2,500
Closed -$235K
ADC icon
247
Agree Realty
ADC
$9.68B
– –
-5,600
Closed -$215K
ADVM
248
DELISTED
Adverum Biotechnologies
ADVM
– –
-2,240
Closed -$116K
AEIS icon
249
Advanced Energy
AEIS
$12.2B
– –
-35,700
Closed -$1.24M
AEO icon
250
American Eagle Outfitters
AEO
$2.85B
– –
-24,100
Closed -$402K
8 9
10
11 12

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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Ellington Management Group's Q2 2016 Portfolio in Review

As of Q2 2016, Ellington Management Group held 635 positions worth $71.8M, down 69% from $233M the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Ellington Management Group withdrew a net $163M in Q2 2016, closing 394 positions and reducing 61 holdings. Its most notable exit was Express, Inc., an estimated $2.35M position sold in full.

By sector, the portfolio is most concentrated in Real Estate at 27% of assets, up from 13% a quarter earlier, followed by Industrials and Technology.

Against the trend, Ellington Management Group opened a new position in Engility Holdings, Inc. worth $515K.

  • Ellington Management Group's largest Q2 2016 buy was Engility Holdings, Inc.: 24,400 shares worth $515K.
  • Ellington Management Group added most to Fitbit, Inc. Class A common stock in Q2 2016, an estimated $403K increase.
  • Ellington Management Group's biggest Q2 2016 reduction was Big Lots, Inc., cutting an estimated $1.93M.
  • Ellington Management Group fully exited Express, Inc. in Q2 2016, selling an estimated $2.35M.
  • Ellington Management Group's ten largest holdings make up 30% of its $71.8M portfolio in Q2 2016.
  • Ellington Management Group opened 159 new positions and closed 394 in Q2 2016.
  • Ellington Management Group's portfolio value fell 69% quarter-over-quarter to $71.8M.

Based on Ellington Management Group's 13F filing for Q2 2016, filed 15 Aug 2016.