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 | |
|---|---|---|---|---|---|---|
926
Immersion
IMMR
$230M
| – | – |
-51,400
| Closed | -$681K |
|
927
ING
ING
$71B
| – | – |
-35,000
| Closed | -$318K |
|
928
Ingredion
INGR
$8.24B
| – | – |
-6,400
| Closed | -$420K |
|
|
929
Intuit
INTU
$188B
| – | – |
-60,400
| Closed | -$3.69M |
|
930
Interparfums
IPAR
$3.63B
| – | – |
-13,000
| Closed | -$371K |
|
|
IRS
931
IRSA Inversiones y Representaciones
IRS
$1.09B
| – | – |
-10,798
| Closed | -$77K |
|
932
JetBlue
JBLU
$1.85B
| – | – |
-41,400
| Closed | -$260K |
|
933
Kelly Services Class A
KELYA
$489M
| – | – |
-13,600
| Closed | -$238K |
|
934
Korea Electric Power
KEP
$17.2B
| – | – |
-15,100
| Closed | -$171K |
|
935
Kforce
KFRC
$598M
| – | – |
-14,900
| Closed | -$218K |
|
936
Korn Ferry
KFY
$3.83B
| – | – |
-52,600
| Closed | -$986K |
|
937
KLA
KLAC
$119B
| – | – |
-39,800
| Closed | -$2.22M |
|
938
Koppers
KOP
$569M
| – | – |
-10,600
| Closed | -$405K |
|
939
Kosmos Energy
KOS
$784M
| – | – |
-18,600
| Closed | -$189K |
|
940
Kite Realty
KRG
$5.11B
| – | – |
-10,350
| Closed | -$250K |
|
941
KT
KT
$9.78B
| – | – |
-13,700
| Closed | -$213K |
|
942
Lamar Advertising Co
LAMR
$13B
| – | – |
-21,400
| Closed | -$929K |
|
|
MZTI
943
The Marzetti Company Common Stock
MZTI
$5.08B
| – | – |
-3,100
| Closed | -$242K |
|
944
Liberty Global Class A
LBTYA
$4.05B
| – | – |
-19,884
| Closed | -$603K |
|
945
Leidos
LDOS
$23B
| – | – |
-18,144
| Closed | -$624K |
|
946
Lincoln Electric
LECO
$13.5B
| – | – |
-3,900
| Closed | -$223K |
|
947
Leggett & Platt
LEG
$1.35B
| – | – |
-12,800
| Closed | -$398K |
|
948
Lifecore Biomedical
LFCR
$282M
| – | – |
-17,000
| Closed | -$225K |
|
949
Lattice Semiconductor
LSCC
$9.05B
| – | – |
-39,400
| Closed | -$200K |
|
950
Las Vegas Sands
LVS
$36.9B
| – | – |
-5,500
| Closed | -$291K |
|