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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
NUVA
526
DELISTED
NuVasive, Inc.
NUVA
– –
-4,900
Closed -$238K
LSI
527
DELISTED
Life Storage, Inc.
LSI
– –
-5,550
Closed -$436K
BLCM
528
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
– –
-1,280
Closed -$120K
BSMX
529
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-12,600
Closed -$114K
IVC
530
DELISTED
Invacare Corporation
IVC
– –
-44,800
Closed -$590K
SJI
531
DELISTED
South Jersey Industries, Inc.
SJI
– –
-10,300
Closed -$293K
PRTY
532
DELISTED
Party City Holdco Inc.
PRTY
– –
-61,600
Closed -$926K
OTIC
533
DELISTED
Otonomy, Inc.
OTIC
– –
-11,700
Closed -$175K
ABMD
534
DELISTED
Abiomed Inc
ABMD
– –
-3,300
Closed -$313K
CLR
535
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-6,700
Closed -$203K
ZVO
536
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-31,700
Closed -$320K
CTXS
537
DELISTED
Citrix Systems Inc
CTXS
– –
-3,516
Closed -$220K
SNP
538
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-6,000
Closed -$391K
PTR
539
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-5,800
Closed -$385K
LFC
540
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-20,800
Closed -$256K
WMC
541
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-6,370
Closed -$640K
COHR
542
DELISTED
Coherent Inc
COHR
– –
-2,200
Closed -$202K
NUAN
543
DELISTED
Nuance Communications, Inc.
NUAN
– –
-28,182
Closed -$456K
XLNX
544
DELISTED
Xilinx Inc
XLNX
– –
-10,000
Closed -$474K
MGLN
545
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-13,500
Closed -$917K
RPAI
546
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-12,800
Closed -$203K
SYKE
547
DELISTED
SYKES Enterprises Inc
SYKE
– –
-10,700
Closed -$323K
MSGN
548
DELISTED
MSG Networks Inc.
MSGN
– –
-31,800
Closed -$550K
PRAH
549
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-9,600
Closed -$410K
WIFI
550
DELISTED
Boingo Wireless, Inc.
WIFI
– –
-29,000
Closed -$224K
20 21
22
23 24

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NIA
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HFA
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AWA
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PPSG
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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.