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 | |
|---|---|---|---|---|---|---|
951
La-Z-Boy
LZB
$1.49B
| – | – |
-35,100
| Closed | -$711K |
|
952
Mastercard
MA
$528B
| – | – |
-8,000
| Closed | -$460K |
|
953
Manhattan Associates
MANH
$13B
| – | – |
-11,600
| Closed | -$224K |
|
954
Microchip Technology
MCHP
$35.6B
| – | – |
-14,200
| Closed | -$264K |
|
955
Pediatrix Medical
MD
$1.49B
| – | – |
-5,000
| Closed | -$229K |
|
956
Mondelez International
MDLZ
$79.9B
| – | – |
-15,900
| Closed | -$454K |
|
957
Methode Electronics
MEI
$250M
| – | – |
-44,900
| Closed | -$764K |
|
958
Mohawk Industries
MHK
$8.65B
| – | – |
-2,600
| Closed | -$292K |
|
959
M/I Homes
MHO
$4.14B
| – | – |
-12,000
| Closed | -$276K |
|
960
Middleby
MIDD
$7.32B
| – | – |
-5,700
| Closed | -$323K |
|
961
Moog
MOG.A
$6.17B
| – | – |
-7,200
| Closed | -$371K |
|
962
Molina Healthcare
MOH
$9.47B
| – | – |
-13,200
| Closed | -$491K |
|
963
Movado Group
MOV
$431M
| – | – |
-10,300
| Closed | -$348K |
|
964
Monolithic Power Systems
MPWR
$41.5B
| – | – |
-10,100
| Closed | -$244K |
|
965
MRC Global
MRC
$1.28B
| – | – |
-77,800
| Closed | -$2.15M |
|
966
M&T Bank
MTB
$31.2B
| – | – |
-3,300
| Closed | -$369K |
|
967
Vail Resorts
MTN
$5.87B
| – | – |
-4,200
| Closed | -$258K |
|
968
Mitsubishi UFJ Financial
MUFG
$174B
| – | – |
-100,400
| Closed | -$623K |
|
969
MYR Group
MYRG
$2.79B
| – | – |
-25,200
| Closed | -$490K |
|
970
National CineMedia
NCMI
$411M
| – | – |
-2,170
| Closed | -$367K |
|
971
NNN REIT
NNN
$8.18B
| – | – |
-12,200
| Closed | -$420K |
|
972
Norfolk Southern
NSC
$62.3B
| – | – |
-3,300
| Closed | -$240K |
|
973
Nu Skin
NUS
$569M
| – | – |
-5,500
| Closed | -$336K |
|
974
NorthWestern Energy
NWE
$3.56B
| – | – |
-5,900
| Closed | -$235K |
|
975
Quanex
NX
$836M
| – | – |
-11,000
| Closed | -$185K |
|