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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
MDU icon
401
MDU Resources
MDU
$4.44B
– –
-109,403
Closed -$810K
MERC icon
402
Mercer International
MERC
$44.9M
– –
-23,900
Closed -$226K
MFIC icon
403
MidCap Financial Investment
MFIC
$784M
– –
-15,533
Closed -$259K
MGM icon
404
MGM Resorts International
MGM
$11.7B
– –
-11,200
Closed -$240K
MGNI icon
405
Magnite
MGNI
$2.65B
– –
-57,500
Closed -$1.05M
MKTX icon
406
MarketAxess Holdings
MKTX
$4.15B
– –
-5,700
Closed -$712K
MOD icon
407
Modine Manufacturing
MOD
$12.8B
– –
-17,700
Closed -$195K
CALY
408
Callaway Golf Company
CALY
$3.26B
– –
-57,300
Closed -$523K
MODV
409
DELISTED
ModivCare
MODV
– –
-20,200
Closed -$1.03M
MS icon
410
Morgan Stanley
MS
$337B
– –
-45,100
Closed -$1.13M
MSEX icon
411
Middlesex Water
MSEX
$1.05B
– –
-10,400
Closed -$321K
MSTR icon
412
Strategy Inc
MSTR
$33.5B
– –
-22,000
Closed -$395K
MTW icon
413
Manitowoc
MTW
$516M
– –
-4,900
Closed -$85K
MUFG icon
414
Mitsubishi UFJ Financial
MUFG
$258B
– –
-21,400
Closed -$98K
MX icon
415
Magnachip Semiconductor
MX
$128M
– –
-44,000
Closed -$239K
NEU icon
416
NewMarket
NEU
$7.17B
– –
-800
Closed -$317K
NLY icon
417
Annaly Capital Management
NLY
$16.9B
– –
-4,875
Closed -$200K
NMIH icon
418
NMI Holdings
NMIH
$3.25B
– –
-15,000
Closed -$76K
NOK icon
419
Nokia
NOK
$50.8B
– –
-354,300
Closed -$2.09M
NSA
420
DELISTED
National Storage Affiliates Trust
NSA
– –
-10,300
Closed -$218K
NVAX icon
421
Novavax
NVAX
$1.23B
– –
-1,180
Closed -$122K
NVDA icon
422
NVIDIA
NVDA
$5.01T
– –
-248,000
Closed -$221K
NWBI icon
423
Northwest Bancshares
NWBI
$2.25B
– –
-10,900
Closed -$147K
NWL icon
424
Newell Brands
NWL
$2.16B
– –
-4,900
Closed -$217K
OLED icon
425
Universal Display
OLED
$3.71B
– –
-5,500
Closed -$298K
15 16
17
18 19

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APA
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NIA
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HFA
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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.