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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 | |
|---|---|---|---|---|---|---|
476
Tidewater
TDW
$3.91B
| – | – |
-973
| Closed | -$214K |
|
477
Telecom Argentina
TEO
$5.89B
| – | – |
-11,900
| Closed | -$213K |
|
478
Hanover Insurance
THG
$7.63B
| – | – |
-2,300
| Closed | -$208K |
|
479
TIM SA
TIMB
$10.2B
| – | – |
-13,000
| Closed | -$144K |
|
480
TJX Companies
TJX
$170B
| – | – |
-11,600
| Closed | -$454K |
|
481
Turkcell
TKC
$4.84B
| – | – |
-20,500
| Closed | -$215K |
|
482
TriNet
TNET
$2.84B
| – | – |
-11,400
| Closed | -$164K |
|
483
Towne Bank
TOWN
$3.35B
| – | – |
-10,800
| Closed | -$207K |
|
|
TPH
484
DELISTED
Tri Pointe Homes
TPH
| – | – |
-78,000
| Closed | -$919K |
|
485
Trex
TREX
$4.51B
| – | – |
-162,400
| Closed | -$1.95M |
|
486
Trinity Industries
TRN
$2.97B
| – | – |
-50,560
| Closed | -$666K |
|
487
Tronox
TROX
$995M
| – | – |
-17,400
| Closed | -$111K |
|
488
TransUnion
TRU
$14.8B
| – | – |
-8,100
| Closed | -$224K |
|
|
TSE
489
DELISTED
Trinseo
TSE
| – | – |
-11,000
| Closed | -$405K |
|
490
Tower Semiconductor
TSEM
$26.4B
| – | – |
-23,500
| Closed | -$285K |
|
491
TTM Technologies
TTMI
$13.6B
| – | – |
-15,600
| Closed | -$104K |
|
|
TWO
492
Two Harbors Investment
TWO
$1.27B
| – | – |
-17,550
| Closed | -$1.11M |
|
493
Textron
TXT
$16.6B
| – | – |
-6,100
| Closed | -$222K |
|
494
UBS Group
UBS
$170B
| – | – |
-26,600
| Closed | -$426K |
|
495
Ultrapar
UGP
$6.87B
| – | – |
-101,000
| Closed | -$974K |
|
496
Usana Health Sciences
USNA
$394M
| – | – |
-5,000
| Closed | -$304K |
|
497
Visteon
VC
$2.77B
| – | – |
-8,200
| Closed | -$653K |
|
498
Vericel Corp
VCEL
$2.3B
| – | – |
-63,500
| Closed | -$372K |
|
499
Viavi Solutions
VIAV
$9.75B
| – | – |
-107,636
| Closed | -$738K |
|
500
Telefônica Brasil
VIV
$22.4B
| – | – |
-10,000
| Closed | -$125K |
|
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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.