EMG
Ellington Management Group Portfolio holdings
AUM
$332M
1-Year Return
9.2%
This Quarter Return
+9.73%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$528M
AUM Growth
+$2.74M
(+0.52%)
Cap. Flow
-$15.7M
Cap. Flow
% of AUM
-2.98%
Top 10 Holdings %
Top 10 Hldgs %
20.06%
Holding
1,179
New
416
Increased
150
Reduced
169
Closed
444
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
+$27.3M |
| 2 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$8.98M |
| 3 |
Banco Bradesco
BBD
|
+$3.6M |
| 4 |
BID
Sotheby's
BID
|
+$3.51M |
| 5 |
Archer Daniels Midland
ADM
|
+$3.01M |
Top Sells
| 1 |
AGNC Investment
AGNC
|
+$6.75M |
| 2 |
H&R Block
HRB
|
+$3.88M |
| 3 |
SPWR
SunPower Corporation Common Stock
SPWR
|
+$3.85M |
| 4 |
Intuit
INTU
|
+$3.69M |
| 5 |
Santander
BSBR
|
+$3.53M |
Sector Composition
| 1 | Industrials | 12.43% |
| 2 | Technology | 12.03% |
| 3 | Consumer Discretionary | 11.62% |
| 4 | Real Estate | 10.92% |
| 5 | Financials | 9.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
BGG
226
DELISTED
Briggs & Stratton Corp.
BGG
| $636K | 0.12% |
+31,600
| New | +$636K |
|
227
AutoZone
AZO
$71.8B
| $634K | 0.12% |
1,500
+400
| +36% | +$169K |
|
228
Petrobras
PBR
$79.5B
| $629K | 0.12% |
40,600
-16,200
| -29% | -$251K |
|
|
SIRO
229
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $629K | 0.12% |
9,400
-8,400
| -47% | -$562K |
|
230
TSMC
TSM
$1.3T
| $624K | 0.12% |
36,800
+23,700
| +181% | +$402K |
|
|
AEL
231
DELISTED
American Equity Investment Life Holding Company
AEL
| $624K | 0.12% |
29,400
-12,000
| -29% | -$255K |
|
232
Genworth Financial
GNW
$3.5B
| $622K | 0.12% |
+48,600
| New | +$622K |
|
233
Brookdale Senior Living
BKD
$1.81B
| $621K | 0.12% |
23,600
+13,100
| +125% | +$345K |
|
|
MSCC
234
DELISTED
Microsemi Corp
MSCC
| $621K | 0.12% |
+25,600
| New | +$621K |
|
235
Caleres
CAL
$515M
| $620K | 0.12% |
+26,400
| New | +$620K |
|
236
LCI Industries
LCII
$2.51B
| $619K | 0.12% |
+13,600
| New | +$619K |
|
|
KKD
237
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $619K | 0.12% |
32,000
+17,200
| +116% | +$333K |
|
238
Mueller Water Products
MWA
$3.85B
| $615K | 0.12% |
77,000
-57,500
| -43% | -$459K |
|
|
BEAV
239
DELISTED
B/E Aerospace Inc
BEAV
| $613K | 0.12% |
11,462
+6,490
| +131% | +$347K |
|
240
Amphenol
APH
$143B
| $611K | 0.12% |
+63,200
| New | +$611K |
|
241
American Woodmark
AMWD
$944M
| $610K | 0.12% |
17,600
-6,700
| -28% | -$232K |
|
242
A.O. Smith
AOS
$10.1B
| $610K | 0.12% |
+27,000
| New | +$610K |
|
243
Lowe's Companies
LOW
$151B
| $609K | 0.12% |
12,800
+1,900
| +17% | +$90.4K |
|
244
LG Display
LPL
$4.39B
| $604K | 0.11% |
50,600
+13,400
| +36% | +$160K |
|
|
RDS.A
245
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $604K | 0.11% |
9,200
-7,100
| -44% | -$466K |
|
246
Calix
CALX
$4.03B
| $603K | 0.11% |
+47,400
| New | +$603K |
|
247
Genesco
GCO
$341M
| $603K | 0.11% |
9,200
+3,500
| +61% | +$229K |
|
248
RH
RH
$4.36B
| $602K | 0.11% |
+9,500
| New | +$602K |
|
|
DWRE
249
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $602K | 0.11% |
+13,000
| New | +$602K |
|
|
FU
250
DELISTED
FAB UNIVERSAL CORP COM
FU
| $601K | 0.11% |
+81,600
| New | +$601K |
|