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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
RDC
576
DELISTED
Rowan Companies Plc
RDC
– –
-94,300
Closed -$1.52M
IDTI
577
DELISTED
Integrated Device Technology I
IDTI
– –
-11,500
Closed -$235K
ITG
578
DELISTED
Investment Technology Group Inc
ITG
– –
-31,200
Closed -$690K
AHL
579
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-4,300
Closed -$205K
IMPV
580
DELISTED
Imperva, Inc.
IMPV
– –
-4,800
Closed -$242K
EOCC
581
DELISTED
Enel Generacion Chile S.A.
EOCC
– –
-21,820
Closed -$628K
LKM
582
DELISTED
Link Motion Inc.
LKM
– –
-91,700
Closed -$420K
ESRX
583
DELISTED
Express Scripts Holding Company
ESRX
– –
-8,800
Closed -$604K
OCLR
584
DELISTED
Oclaro Inc.
OCLR
– –
-30,100
Closed -$163K
FCE.A
585
DELISTED
Forest City Realty Trust, Inc.
FCE.A
– –
-17,200
Closed -$363K
WEB
586
DELISTED
Web.com Group, Inc.
WEB
– –
-11,400
Closed -$226K
NSM
587
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-24,200
Closed -$240K
FNGN
588
DELISTED
Financial Engines, Inc.
FNGN
– –
-7,200
Closed -$226K
VR
589
DELISTED
Validus Hold Ltd
VR
– –
-4,800
Closed -$227K
JASO
590
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-28,700
Closed -$247K
KND
591
DELISTED
Kindred Healthcare
KND
– –
-41,200
Closed -$509K
MON
592
DELISTED
Monsanto Co
MON
– –
-2,600
Closed -$228K
LVNTA
593
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-5,500
Closed -$215K
CPN
594
DELISTED
Calpine Corporation
CPN
– –
-11,000
Closed -$167K
RGC
595
DELISTED
Regal Entertainment Group
RGC
– –
-13,900
Closed -$294K
BETR
596
DELISTED
Amplify Snack Brands, Inc.
BETR
– –
-18,300
Closed -$262K
TIME
597
DELISTED
Time Inc.
TIME
– –
-59,000
Closed -$911K
SSNI
598
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-42,200
Closed -$622K
RICE
599
DELISTED
Rice Energy Inc.
RICE
– –
-12,500
Closed -$175K
PRXL
600
DELISTED
Parexel International Corp
PRXL
– –
-3,500
Closed -$220K
22 23
24
25 26

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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.