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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
ORI icon
426
Old Republic International
ORI
$10.3B
– –
-17,300
Closed -$316K
ORLY icon
427
O'Reilly Automotive
ORLY
$72.4B
– –
-31,500
Closed -$575K
OSUR icon
428
OraSure Technologies
OSUR
$273M
– –
-40,400
Closed -$292K
PAAS icon
429
Pan American Silver
PAAS
$18.6B
– –
-14,000
Closed -$152K
PACB icon
430
Pacific Biosciences
PACB
$422M
– –
-31,100
Closed -$264K
PAM icon
431
Pampa Energía
PAM
$4.64B
– –
-67,600
Closed -$1.45M
PARA
432
DELISTED
Paramount Global Class B
PARA
– –
-5,100
Closed -$281K
PBF icon
433
PBF Energy
PBF
$7.29B
– –
-17,600
Closed -$584K
PCTY icon
434
Paylocity
PCTY
$6.71B
– –
-7,500
Closed -$246K
PEGA icon
435
Pegasystems
PEGA
$4.41B
– –
-29,800
Closed -$378K
PGRE
436
DELISTED
Paramount Group
PGRE
– –
-11,900
Closed -$190K
PHG icon
437
Philips
PHG
$25.4B
– –
-10,898
Closed -$223K
PIPR icon
438
Piper Sandler
PIPR
$5.14B
– –
-42,000
Closed -$520K
PLAB icon
439
Photronics
PLAB
$1.79B
– –
-65,200
Closed -$679K
PLOW icon
440
Douglas Dynamics
PLOW
$1.07B
– –
-32,300
Closed -$740K
PM icon
441
Philip Morris
PM
$301B
– –
-3,400
Closed -$334K
PPL
442
PPL Corp
PPL
$27.3B
– –
-6,800
Closed -$259K
PRTA icon
443
Prothena Corp
PRTA
$458M
– –
-5,800
Closed -$239K
RCL icon
444
Royal Caribbean
RCL
$78.7B
– –
-3,000
Closed -$246K
RGLS
445
DELISTED
Regulus Therapeutics
RGLS
– –
-106
Closed -$88K
RH icon
446
RH
RH
$3.3B
– –
-6,000
Closed -$251K
RHI icon
447
Robert Half
RHI
$3.61B
– –
-12,000
Closed -$559K
RHP icon
448
Ryman Hospitality Properties
RHP
$8.4B
– –
-4,400
Closed -$227K
RIG icon
449
Transocean
RIG
$5.92B
– –
-202,100
Closed -$1.85M
RIO icon
450
Rio Tinto
RIO
$148B
– –
-8,700
Closed -$246K
16 17
18
19 20

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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.