EMG
Ellington Management Group Portfolio holdings
AUM
$332M
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
+$528M
(+0.52%)
Cap. Flow
-$14.2M
Cap. Flow
% of AUM
-2.69%
Top 10 Holdings %
Top 10 Hldgs %
20.06%
Holding
1,179
New
416
Increased
151
Reduced
168
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 | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.36B
| $45.1M | 8.53% | 2,005,336 +5,144 | +0.3% | +$116K |
|
|
2
SPDR S&P 500 ETF Trust
SPY
$658B
| $27.3M | 5.17% | +162,700 | New | +$27.3M |
|
|
VXX
3
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $8.98M | 1.7% | +611,200 | New | +$8.98M |
|
|
TIVO
4
DELISTED
TIVO INC
TIVO
| $4.08M | 0.77% | 327,900 +236,400 | +258% | +$2.94M |
|
5
Cirrus Logic
CRUS
$5.86B
| $4.08M | 0.77% | 179,900 -47,500 | -21% | -$1.08M |
|
|
6
Banco Bradesco
BBD
$32.9B
| $3.6M | 0.68% | +259,500 | New | +$3.6M |
|
|
BID
7
DELISTED
Sotheby's
BID
| $3.51M | 0.66% | +71,500 | New | +$3.51M |
|
8
WisdomTree
WT
$2B
| $3.26M | 0.62% | 280,600 +6,300 | +2% | +$73.1K |
|
|
DS
9
DELISTED
Drive Shack Inc.
DS
| $3.1M | 0.59% | 552,200 +259,800 | +89% | +$1.46M |
|
|
10
Archer Daniels Midland
ADM
$30.1B
| $3.01M | 0.57% | +81,700 | New | +$3.01M |
|
11
Brunswick
BC
$4.15B
| $2.89M | 0.55% | 72,300 +42,200 | +140% | +$1.68M |
|
12
Virtus Investment Partners
VRTS
$1.36B
| $2.81M | 0.53% | +17,300 | New | +$2.81M |
|
13
Thor Industries
THO
$5.79B
| $2.8M | 0.53% | 48,300 +28,900 | +149% | +$1.68M |
|
|
DST
14
DELISTED
DST Systems Inc.
DST
| $2.57M | 0.49% | +34,100 | New | +$2.57M |
|
15
Synaptics
SYNA
$2.7B
| $2.42M | 0.46% | 54,600 +25,800 | +90% | +$1.14M |
|
16
CEMIG Preferred Shares
CIG
$5.81B
| $2.41M | 0.46% | 278,500 +97,700 | +54% | +$844K |
|
17
Oshkosh
OSK
$8.92B
| $2.26M | 0.43% | 46,200 +34,600 | +298% | +$1.69M |
|
18
Louisiana-Pacific
LPX
$6.62B
| $2.25M | 0.43% | 127,800 -131,700 | -51% | -$2.32M |
|
|
FST
19
DELISTED
FOREST OIL CORPORATION
FST
| $2.15M | 0.41% | 353,100 +342,200 | +3,139% | +$2.09M |
|
20
Cleveland-Cliffs
CLF
$5.32B
| $2.14M | 0.4% | +104,200 | New | +$2.14M |
|
|
CONN
21
DELISTED
Conn's Inc.
CONN
| $2.12M | 0.4% | 42,300 +25,500 | +152% | +$1.28M |
|
|
SD
22
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $2.05M | 0.39% | +350,100 | New | +$2.05M |
|
|
SAFM
23
DELISTED
Sanderson Farms Inc
SAFM
| $2.03M | 0.38% | +31,100 | New | +$2.03M |
|
|
CYT
24
DELISTED
CYTEC INDS INC
CYT
| $2.01M | 0.38% | 24,700 +21,600 | +697% | +$1.76M |
|
|
OVTI
25
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $1.96M | 0.37% | 128,000 -84,100 | -40% | -$1.29M |
|