We are live on ! Find out more
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
KT icon
376
KT
KT
$8.84B
– –
-32,400
Closed -$435K
KTOS icon
377
Kratos Defense & Security Solutions
KTOS
$8.88B
– –
-84,100
Closed -$416K
KW
378
DELISTED
Kennedy-Wilson Holdings
KW
– –
-10,300
Closed -$226K
LAB icon
379
Standard BioTools
LAB
$326M
– –
-21,200
Closed -$171K
HAPN
380
Happen Inc
HAPN
$2.08B
– –
-11,180
Closed -$464K
LDOS icon
381
Leidos
LDOS
$14.1B
– –
-15,400
Closed -$775K
LEA icon
382
Lear
LEA
$7.19B
– –
-3,700
Closed -$411K
LEG icon
383
Leggett & Platt
LEG
$1.52B
– –
-5,400
Closed -$261K
LGND icon
384
Ligand Pharmaceuticals
LGND
$6.02B
– –
-3,046
Closed -$203K
LII icon
385
Lennox International
LII
$18.8B
– –
-14,000
Closed -$1.89M
LLY icon
386
Eli Lilly
LLY
$1.07T
– –
-4,300
Closed -$310K
LNW
387
DELISTED
Light & Wonder
LNW
– –
-17,400
Closed -$164K
LOGI icon
388
Logitech
LOGI
$15.2B
– –
-60,900
Closed -$969K
LPL icon
389
LG Display
LPL
$3.17B
– –
-39,500
Closed -$451K
LSTR icon
390
Landstar System
LSTR
$6.8B
– –
-5,200
Closed -$336K
LULU icon
391
lululemon athletica
LULU
$13B
– –
-16,100
Closed -$1.09M
LUV icon
392
Southwest Airlines
LUV
$22.1B
– –
-5,500
Closed -$246K
LYB icon
393
LyondellBasell Industries
LYB
$19.5B
– –
-2,600
Closed -$223K
M icon
394
Macy's
M
$6.15B
– –
-6,600
Closed -$291K
MAA icon
395
Mid-America Apartment Communities
MAA
$15.6B
– –
-2,400
Closed -$245K
MAN icon
396
ManpowerGroup
MAN
$2.39B
– –
-3,500
Closed -$285K
MAS icon
397
Masco
MAS
$16B
– –
-26,800
Closed -$843K
MC icon
398
Moelis & Co
MC
$4.98B
– –
-13,000
Closed -$367K
MCO icon
399
Moody's
MCO
$81.7B
– –
-9,400
Closed -$908K
MDLZ icon
400
Mondelez International
MDLZ
$77.7B
– –
-5,400
Closed -$217K
14 15
16
17 18

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.