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 | |
|---|---|---|---|---|---|---|
1101
Compass Minerals
CMP
$783M
| – | – |
-12,000
| Closed | -$1.01M |
|
1102
CMS Energy
CMS
$21.4B
| – | – |
-18,000
| Closed | -$489K |
|
1103
Centene
CNC
$14.1B
| – | – |
-159,600
| Closed | -$2.09M |
|
1104
CenterPoint Energy
CNP
$24.5B
| – | – |
-9,500
| Closed | -$223K |
|
1105
Cooper Companies
COO
$13.5B
| – | – |
-6,800
| Closed | -$202K |
|
1106
ConocoPhillips
COP
$120B
| – | – |
-36,200
| Closed | -$2.19M |
|
1107
Central Pacific Financial
CPF
$849M
| – | – |
-26,600
| Closed | -$479K |
|
1108
Capri Holdings
CPRI
$2.59B
| – | – |
-24,300
| Closed | -$1.51M |
|
1109
Carriage Services
CSV
$680M
| – | – |
-16,900
| Closed | -$286K |
|
1110
CTS Corp
CTS
$1.26B
| – | – |
-20,300
| Closed | -$277K |
|
1111
Cognizant
CTSH
$34.9B
| – | – |
-24,800
| Closed | -$777K |
|
1112
CubeSmart
CUBE
$9.34B
| – | – |
-12,900
| Closed | -$206K |
|
1113
Cousins Properties
CUZ
$4.91B
| – | – |
-4,995
| Closed | -$142K |
|
1114
Cavco Industries
CVCO
$4.4B
| – | – |
-6,600
| Closed | -$333K |
|
1115
CVR Energy
CVI
$3.11B
| – | – |
-63,100
| Closed | -$2.99M |
|
1116
CoreCivic
CXW
$2.13B
| – | – |
-39,340
| Closed | -$1.33M |
|
1117
Daktronics
DAKT
$857M
| – | – |
-26,778
| Closed | -$275K |
|
1118
Deutsche Bank
DB
$68B
| – | – |
-88,619
| Closed | -$3.17M |
|
1119
D.R. Horton
DHI
$52.7B
| – | – |
-11,400
| Closed | -$243K |
|
1120
DHI Group
DHX
$145M
| – | – |
-36,800
| Closed | -$339K |
|
1121
HF Sinclair
DINO
$9.65B
| – | – |
-8,600
| Closed | -$368K |
|
1122
Diodes
DIOD
$2.48B
| – | – |
-8,300
| Closed | -$216K |
|
1123
Healthpeak Properties
DOC
$12.5B
| – | – |
-6,808
| Closed | -$282K |
|
1124
Dorman Products
DORM
$4.96B
| – | – |
-20,800
| Closed | -$949K |
|
1125
Domino's
DPZ
$15.7B
| – | – |
-57,500
| Closed | -$3.34M |
|