We are live on ! Find out more
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
EFC
1
Ellington Financial
EFC
$1.68B
$16.8M 23.34%
978,613
– –
SWBI icon
2
Smith & Wesson
SWBI
$655M
$764K 1.06%
36,558
-19,125
-34% -$342K
STLD icon
3
Steel Dynamics
STLD
$35.6B
$654K 0.91%
26,700
+13,300
+99% +$325K
JOY
4
DELISTED
Joy Global Inc
JOY
$564K 0.79%
26,700
-14,700
-36% -$278K
HPQ icon
5
HP
HPQ
$23.5B
$552K 0.77%
44,000
-152,121
-78% -$1.89M
UPBD icon
6
Upbound Group
UPBD
$1.19B
$515K 0.72%
41,900
+17,300
+70% +$233K
EGL
7
DELISTED
Engility Holdings, Inc.
EGL
$515K 0.72%
+24,400
New +$517K
QUAD icon
8
Quad
QUAD
$430M
$491K 0.68%
21,100
-6,600
-24% -$112K
FIT
9
DELISTED
Fitbit, Inc. Class A common stock
FIT
$486K 0.68%
39,800
+27,200
+216% +$403K
KOF icon
10
Coca-Cola Femsa
KOF
$21.6B
$465K 0.65%
5,600
-2,200
-28% -$180K
AGX icon
11
Argan
AGX
$7.98B
$463K 0.64%
+11,100
New +$398K
TGI
12
DELISTED
Triumph Group
TGI
$451K 0.63%
+12,700
New +$459K
FINL
13
DELISTED
Finish Line
FINL
$450K 0.63%
22,300
+12,800
+135% +$242K
TDC icon
14
Teradata
TDC
$2.68B
$424K 0.59%
+16,900
New +$449K
COR
15
DELISTED
Coresite Realty Corporation
COR
$417K 0.58%
+4,700
New +$362K
NUE icon
16
Nucor
NUE
$56.4B
$415K 0.58%
+8,400
New +$409K
AMCX icon
17
AMC Global Media
AMCX
$430M
$381K 0.53%
+6,300
New +$401K
INTU icon
18
Intuit
INTU
$81.1B
$379K 0.53%
+3,400
New +$356K
REGI
19
DELISTED
Renewable Energy Group, Inc.
REGI
$373K 0.52%
42,200
+23,500
+126% +$217K
ASPS icon
20
Altisource Portfolio Solutions
ASPS
$65.4M
$367K 0.51%
1,650
-7,525
-82% -$1.67M
NTGR icon
21
NETGEAR
NTGR
$669M
$366K 0.51%
+7,700
New +$331K
TX icon
22
Ternium
TX
$9.29B
$364K 0.51%
19,100
-5,475
-22% -$104K
GEN icon
23
Gen Digital
GEN
$15.6B
$357K 0.5%
+17,400
New +$313K
BMA icon
24
Banco Macro
BMA
$5.7B
$356K 0.5%
4,800
-4,200
-47% -$276K
WRLD icon
25
World Acceptance Corp
WRLD
$950M
$351K 0.49%
7,700
-7,500
-49% -$305K
1
2 3 4 5

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
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
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.