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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
AGIO icon
251
Agios Pharmaceuticals
AGIO
$2.16B
– –
-5,300
Closed -$215K
AGM icon
252
Federal Agricultural Mortgage
AGM
$2.27B
– –
-7,600
Closed -$287K
AGNC icon
253
AGNC Investment
AGNC
$12.3B
– –
-47,900
Closed -$892K
AGRO icon
254
Adecoagro
AGRO
$1.53B
– –
-16,900
Closed -$195K
AIN icon
255
Albany International
AIN
$2.14B
– –
-7,300
Closed -$274K
AIR icon
256
AAR Corp
AIR
$5.15B
– –
-20,000
Closed -$465K
AIV
257
Aimco
AIV
$380M
– –
-50,296
Closed -$280K
ALGN icon
258
Align Technology
ALGN
$12B
– –
-4,400
Closed -$320K
ALSN icon
259
Allison Transmission
ALSN
$10.1B
– –
-11,100
Closed -$299K
AMAT icon
260
Applied Materials
AMAT
$426B
– –
-10,300
Closed -$218K
AME icon
261
Ametek
AME
$55.5B
– –
-5,000
Closed -$250K
AMED
262
DELISTED
Amedisys
AMED
– –
-10,600
Closed -$512K
AMN icon
263
AMN Healthcare
AMN
$1.28B
– –
-10,900
Closed -$366K
AMPH icon
264
Amphastar Pharmaceuticals
AMPH
$825M
– –
-17,500
Closed -$210K
ANET icon
265
Arista Networks
ANET
$219B
– –
-51,200
Closed -$202K
ANF icon
266
Abercrombie & Fitch
ANF
$4.17B
– –
-19,100
Closed -$602K
AOS icon
267
A.O. Smith
AOS
$8.38B
– –
-9,800
Closed -$374K
APD icon
268
Air Products & Chemicals
APD
$66.3B
– –
-2,378
Closed -$317K
ARAY icon
269
Accuray
ARAY
$28.4M
– –
-38,800
Closed -$224K
ARR
270
Armour Residential REIT
ARR
$2.02B
– –
-8,320
Closed -$896K
ARW icon
271
Arrow Electronics
ARW
$10.9B
– –
-17,300
Closed -$1.11M
ASC icon
272
Ardmore Shipping
ASC
$678M
– –
-10,400
Closed -$88K
ASH icon
273
Ashland
ASH
$3.04B
– –
-3,884
Closed -$209K
ATO icon
274
Atmos Energy
ATO
$29.9B
– –
-3,200
Closed -$238K
AUB icon
275
Atlantic Union Bankshares
AUB
$5.99B
– –
-8,700
Closed -$214K
9 10
11
12 13

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SCM
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APA
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NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
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PPSG
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PMAS
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HH
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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.