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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 | |
|---|---|---|---|---|---|---|
|
BRSL
101
Brightstar Lottery PLC
BRSL
$1.91B
| $236K | 0.33% |
12,600
-2,000
| -14% | -$36.2K |
|
102
Core Laboratories
CLB
$538M
| $235K | 0.33% |
1,900
-100
| -5% | -$12.1K |
|
103
ArcelorMittal
MT
$50.4B
| $233K | 0.32% |
16,667
+2,834
| +20% | +$43.1K |
|
|
LLTC
104
DELISTED
Linear Technology Corp
LLTC
| $233K | 0.32% |
+5,000
| New | +$229K |
|
105
Cadence Design Systems
CDNS
$90B
| $231K | 0.32% |
9,500
+700
| +8% | +$16.8K |
|
106
Mine Safety
MSA
$6.74B
| $231K | 0.32% |
+4,400
| New | +$218K |
|
107
Patterson-UTI
PTEN
$3.87B
| $230K | 0.32% |
10,800
-4,800
| -31% | -$90.4K |
|
|
FBR
108
DELISTED
Fibria Celulose Sa
FBR
| $229K | 0.32% |
33,900
-32,200
| -49% | -$274K |
|
109
Thor Industries
THO
$3.99B
| $227K | 0.32% |
+3,500
| New | +$224K |
|
110
ATN International
ATNI
$361M
| $226K | 0.31% |
+2,900
| New | +$214K |
|
111
SL Green Realty
SLG
$3.88B
| $224K | 0.31% |
+2,169
| New | +$213K |
|
|
BCOV
112
DELISTED
Brightcove, Inc.
BCOV
| $224K | 0.31% |
+25,500
| New | +$171K |
|
|
UNT
113
DELISTED
UNIT Corporation
UNT
| $224K | 0.31% |
14,400
-3,700
| -20% | -$49K |
|
114
MasterCraft Boat Holdings
MCFT
$588M
| $223K | 0.31% |
+20,200
| New | +$266K |
|
115
MetLife
MET
$61B
| $223K | 0.31% |
6,283
-14,025
| -69% | -$547K |
|
|
BWLD
116
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $222K | 0.31% |
1,600
+200
| +14% | +$28.3K |
|
117
LCI Industries
LCII
$2.51B
| $221K | 0.31% |
+2,600
| New | +$187K |
|
118
ePlus
PLUS
$2.33B
| $221K | 0.31% |
+10,800
| New | +$224K |
|
119
State Street
STT
$50.9B
| $221K | 0.31% |
4,100
-5,900
| -59% | -$352K |
|
120
A10 Networks
ATEN
$2.47B
| $220K | 0.31% |
34,000
+15,000
| +79% | +$94.8K |
|
121
Universal Corp
UVV
$1.34B
| $219K | 0.3% |
+3,800
| New | +$209K |
|
|
PMC
122
DELISTED
PharMerica Corporation
PMC
| $219K | 0.3% |
+8,900
| New | +$221K |
|
123
Emergent Biosolutions
EBS
$375M
| $217K | 0.3% |
7,700
+1,300
| +20% | +$51K |
|
|
AAN.A
124
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $217K | 0.3% |
+9,900
| New | +$217K |
|
125
Enova International
ENVA
$5.9B
| $215K | 0.3% |
29,200
+16,300
| +126% | +$115K |
|
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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.