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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 | |
|---|---|---|---|---|---|---|
|
HES
351
DELISTED
Hess
HES
| – | – |
-4,200
| Closed | -$221K |
|
352
Herbalife
HLF
$1.23B
| – | – |
-6,600
| Closed | -$203K |
|
353
Helix Energy Solutions
HLX
$1.46B
| – | – |
-60,300
| Closed | -$338K |
|
354
HNI Corp
HNI
$3B
| – | – |
-9,500
| Closed | -$372K |
|
355
Hershey
HSY
$35.4B
| – | – |
-2,400
| Closed | -$221K |
|
356
Huazhu Hotels Group
HTHT
$12.4B
| – | – |
-35,200
| Closed | -$336K |
|
357
InterDigital
IDCC
$6.68B
| – | – |
-5,100
| Closed | -$284K |
|
358
Insteel Industries
IIIN
$633M
| – | – |
-10,500
| Closed | -$321K |
|
359
Illumina
ILMN
$29.4B
| – | – |
-1,336
| Closed | -$211K |
|
360
Inogen
INGN
$167M
| – | – |
-15,300
| Closed | -$688K |
|
361
Ingredion
INGR
$6.38B
| – | – |
-2,200
| Closed | -$235K |
|
362
Insmed
INSM
$23.2B
| – | – |
-23,100
| Closed | -$293K |
|
363
Iovance Biotherapeutics
IOVA
$2.23B
| – | – |
-34,600
| Closed | -$176K |
|
|
IPG
364
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-9,000
| Closed | -$207K |
|
365
Invesco
IVZ
$13.3B
| – | – |
-6,600
| Closed | -$203K |
|
366
John B. Sanfilippo & Son
JBSS
$949M
| – | – |
-4,000
| Closed | -$276K |
|
367
Jones Lang LaSalle
JLL
$15.1B
| – | – |
-3,500
| Closed | -$411K |
|
368
KB Home
KBH
$3.48B
| – | – |
-13,300
| Closed | -$190K |
|
369
KBR
KBR
$4.68B
| – | – |
-46,700
| Closed | -$723K |
|
370
Korea Electric Power
KEP
$15.5B
| – | – |
-23,900
| Closed | -$615K |
|
371
Kforce
KFRC
$983M
| – | – |
-26,600
| Closed | -$521K |
|
|
TBHC
372
DELISTED
The Brand House Collective
TBHC
| – | – |
-23,200
| Closed | -$406K |
|
373
Knowles
KN
$3.22B
| – | – |
-17,400
| Closed | -$229K |
|
374
Kodak
KODK
$806M
| – | – |
-37,400
| Closed | -$406K |
|
375
Koppers
KOP
$966M
| – | – |
-10,100
| Closed | -$227K |
|
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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.