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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
(-69%)
Cap. Flow
-$163M
Cap. Flow
% of AUM
-226.5%
Top 10 Holdings %
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 |
Teradata
TDC
|
+$449K |
| 4 |
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 |
Deckers Outdoor
DECK
|
+$2.35M |
| 3 |
MIK
Michaels Stores, Inc
MIK
|
+$2.23M |
| 4 |
FRAN
Francesca's Holdings Corporation
FRAN
|
+$2.11M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
PPG Industries
PPG
$25.9B
| $260K | 0.36% |
2,500
+200
| +9% | +$21.8K |
|
77
Lesaka Technologies
LSAK
$388M
| $258K | 0.36% |
+25,800
| New | +$274K |
|
|
TERP
78
DELISTED
TerraForm Power, Inc
TERP
| $257K | 0.36% |
+23,600
| New | +$218K |
|
|
ATW
79
DELISTED
Atwood Oceanics
ATW
| $257K | 0.36% |
20,500
-90,200
| -81% | -$942K |
|
|
AET
80
DELISTED
Aetna Inc
AET
| $256K | 0.36% |
+2,100
| New | +$241K |
|
|
WBMD
81
DELISTED
WebMD Health Corp.
WBMD
| $256K | 0.36% |
+4,400
| New | +$275K |
|
|
SC
82
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $255K | 0.36% |
+24,700
| New | +$287K |
|
|
NTRI
83
DELISTED
NutriSystem, Inc.
NTRI
| $254K | 0.35% |
+10,000
| New | +$241K |
|
84
Dave & Buster's
PLAY
$343M
| $253K | 0.35% |
5,400
-300
| -5% | -$12.4K |
|
85
Sprouts Farmers Market
SFM
$7.04B
| $252K | 0.35% |
+11,000
| New | +$281K |
|
86
Alaska Air
ALK
$5.15B
| $251K | 0.35% |
+4,300
| New | +$297K |
|
87
Principal Financial Group
PFG
$23.6B
| $251K | 0.35% |
+6,100
| New | +$257K |
|
|
BIG
88
DELISTED
Big Lots, Inc.
BIG
| $251K | 0.35% |
5,000
-40,700
| -89% | -$1.93M |
|
89
Rayonier Advanced Materials
RYAM
$565M
| $250K | 0.35% |
18,400
-71,200
| -79% | -$872K |
|
90
Erie Indemnity
ERIE
$11.7B
| $248K | 0.35% |
+2,500
| New | +$238K |
|
91
Altria Group
MO
$122B
| $248K | 0.35% |
+3,600
| New | +$231K |
|
92
Woodward
WWD
$25B
| $248K | 0.35% |
+4,300
| New | +$238K |
|
|
AAIC
93
DELISTED
Arlington Asset Investment Corp.
AAIC
| $247K | 0.34% |
+19,000
| New | +$246K |
|
94
Kroger
KR
$34.8B
| $246K | 0.34% |
+6,700
| New | +$241K |
|
|
SAFM
95
DELISTED
Sanderson Farms Inc
SAFM
| $243K | 0.34% |
+2,800
| New | +$247K |
|
96
CenterPoint Energy
CNP
$29.1B
| $242K | 0.34% |
+10,100
| New | +$223K |
|
97
National CineMedia
NCMI
$354M
| $241K | 0.34% |
+1,560
| New | +$225K |
|
98
Ezcorp Inc
EZPW
$1.82B
| $240K | 0.33% |
+31,800
| New | +$179K |
|
99
Scansource
SCSC
$1.12B
| $238K | 0.33% |
+6,400
| New | +$251K |
|
|
CRC
100
DELISTED
California Resources Corporation
CRC
| $238K | 0.33% |
+19,500
| New | +$310K |
|
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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.