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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
(-69%)
Cap. Flow
-$163M
Cap. Flow
% of AUM
-226.5%
Top 10 Holdings %
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 |
Teradata
TDC
|
+$449K |
| 4 |
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 |
Deckers Outdoor
DECK
|
+$2.35M |
| 3 |
MIK
Michaels Stores, Inc
MIK
|
+$2.23M |
| 4 |
FRAN
Francesca's Holdings Corporation
FRAN
|
+$2.11M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
American Vanguard Corp
AVD
$73.5M
| – | – |
-19,700
| Closed | -$311K |
|
277
Avanos Medical
AVNS
$1.17B
| – | – |
-27,500
| Closed | -$790K |
|
278
Avery Dennison
AVY
$12.3B
| – | – |
-2,900
| Closed | -$209K |
|
|
DCH
279
Dauch Corp
DCH
$1.3B
| – | – |
-54,600
| Closed | -$840K |
|
280
Booz Allen Hamilton
BAH
$8.7B
| – | – |
-6,800
| Closed | -$206K |
|
281
Braskem
BAK
$980M
| – | – |
-36,500
| Closed | -$471K |
|
282
Bath & Body Works
BBWI
$4.01B
| – | – |
-18,060
| Closed | -$1.28M |
|
283
BGC Group
BGC
$5.58B
| – | – |
-24,569
| Closed | -$143K |
|
284
Baidu
BIDU
$35.8B
| – | – |
-1,300
| Closed | -$248K |
|
|
BLD
285
DELISTED
TopBuild
BLD
| – | – |
-25,400
| Closed | -$755K |
|
286
Boot Barn
BOOT
$4.55B
| – | – |
-23,000
| Closed | -$216K |
|
287
Popular Inc
BPOP
$11B
| – | – |
-15,500
| Closed | -$443K |
|
288
Bruker
BRKR
$9.2B
| – | – |
-15,700
| Closed | -$440K |
|
289
Babcock & Wilcox
BW
$1.43B
| – | – |
-1,080
| Closed | -$231K |
|
290
BWX Technologies
BWXT
$16B
| – | – |
-36,800
| Closed | -$1.24M |
|
291
Boyd Gaming
BYD
$6.47B
| – | – |
-14,900
| Closed | -$308K |
|
292
Cardinal Health
CAH
$53.4B
| – | – |
-8,500
| Closed | -$697K |
|
293
Casey's General Stores
CASY
$31.9B
| – | – |
-1,800
| Closed | -$204K |
|
294
CBRE Group
CBRE
$40.8B
| – | – |
-7,300
| Closed | -$210K |
|
295
Chemours
CC
$2.59B
| – | – |
-14,700
| Closed | -$103K |
|
296
Coeur Mining
CDE
$15.6B
| – | – |
-31,900
| Closed | -$179K |
|
297
Celanese
CE
$5.09B
| – | – |
-3,300
| Closed | -$216K |
|
298
Chord Energy
CHRD
$7.79B
| – | – |
-32,300
| Closed | -$235K |
|
299
Costamare
CMRE
$1.9B
| – | – |
-12,200
| Closed | -$109K |
|
300
Centene
CNC
$31.3B
| – | – |
-26,800
| Closed | -$825K |
|
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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.