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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
CRTO icon
301
Criteo
CRTO
$1.03B
– –
-26,500
Closed -$1.1M
CRUS icon
302
Cirrus Logic
CRUS
$6.74B
– –
-10,900
Closed -$397K
CSGS
303
DELISTED
CSG Systems International
CSGS
– –
-5,800
Closed -$262K
CSTM icon
304
Constellium
CSTM
$3.96B
– –
-31,800
Closed -$165K
CWEN.A
305
DELISTED
Clearway Energy Class A
CWEN.A
– –
-10,600
Closed -$144K
CX icon
306
Cemex
CX
$17.4B
– –
-44,454
Closed -$299K
CZR icon
307
Caesars Entertainment
CZR
$6.1B
– –
-23,300
Closed -$267K
DAL icon
308
Delta Air Lines
DAL
$55.9B
– –
-5,100
Closed -$248K
DAR icon
309
Darling Ingredients
DAR
$9.93B
– –
-30,500
Closed -$402K
DBI icon
310
Designer Brands
DBI
$277M
– –
-29,500
Closed -$815K
DECK icon
311
Deckers Outdoor
DECK
$13.3B
– –
-235,200
Closed -$2.35M
DHT icon
312
DHT Holdings
DHT
$2.97B
– –
-45,400
Closed -$262K
DKS icon
313
Dick's Sporting Goods
DKS
$18.4B
– –
-37,400
Closed -$1.75M
DLX icon
314
Deluxe
DLX
$1.19B
– –
-3,500
Closed -$219K
DRI icon
315
Darden Restaurants
DRI
$22.5B
– –
-23,000
Closed -$1.52M
DY icon
316
Dycom Industries
DY
$12.9B
– –
-5,700
Closed -$369K
EA icon
317
Electronic Arts
EA
$52.4B
– –
-5,200
Closed -$344K
EGP icon
318
EastGroup Properties
EGP
$11.5B
– –
-3,600
Closed -$217K
EIX icon
319
Edison International
EIX
$30.7B
– –
-7,500
Closed -$539K
ELP
320
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
– –
-191,000
Closed -$605K
ERIC icon
321
Ericsson
ERIC
$30.7B
– –
-121,700
Closed -$1.22M
ERII icon
322
Energy Recovery
ERII
$434M
– –
-91,700
Closed -$948K
EVH icon
323
Evolent Health
EVH
$475M
– –
-38,600
Closed -$408K
EVR icon
324
Evercore
EVR
$13.1B
– –
-31,100
Closed -$1.61M
EWBC icon
325
East-West Bancorp
EWBC
$17.9B
– –
-6,700
Closed -$218K
11 12
13
14 15

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SCM
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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.