EMG
Ellington Management Group Portfolio holdings
AUM
$332M
1-Year Return
9.2%
This Quarter Return
+1.77%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$343M
AUM Growth
-$314M
(-48%)
Cap. Flow
-$344M
Cap. Flow
% of AUM
-100.45%
Top 10 Holdings %
Top 10 Hldgs %
26.31%
Holding
1,041
New
264
Increased
64
Reduced
127
Closed
576
Top Buys
| 1 |
iShares China Large-Cap ETF
FXI
|
+$23.8M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
+$5.97M |
| 3 |
BBBY
Bed Bath & Beyond Inc
BBBY
|
+$3.57M |
| 4 |
TIF
Tiffany & Co.
TIF
|
+$3.47M |
| 5 |
Hanesbrands
HBI
|
+$3.46M |
Top Sells
| 1 |
lululemon athletica
LULU
|
+$9.16M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$8.32M |
| 3 |
Williams-Sonoma
WSM
|
+$6.11M |
| 4 |
Five Below
FIVE
|
+$6.07M |
| 5 |
O'Reilly Automotive
ORLY
|
+$5.14M |
Sector Composition
| 1 | Consumer Discretionary | 24.07% |
| 2 | Real Estate | 9.87% |
| 3 | Industrials | 8.22% |
| 4 | Technology | 7.82% |
| 5 | Financials | 6.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
676
PG&E
PCG
$32.7B
| – | – |
-4,700
| Closed | -$206K |
|
677
Paylocity
PCTY
$9.46B
| – | – |
-4,200
| Closed | -$215K |
|
678
Pegasystems
PEGA
$9.76B
| – | – |
-21,000
| Closed | -$637K |
|
679
Principal Financial Group
PFG
$17.8B
| – | – |
-16,900
| Closed | -$1.03M |
|
680
Precigen
PGEN
$1.21B
| – | – |
-46,300
| Closed | -$710K |
|
681
Progressive
PGR
$144B
| – | – |
-30,100
| Closed | -$1.83M |
|
682
PJT Partners
PJT
$4.38B
| – | – |
-11,600
| Closed | -$581K |
|
683
POSCO
PKX
$15.5B
| – | – |
-9,100
| Closed | -$718K |
|
684
Prologis
PLD
$103B
| – | – |
-14,000
| Closed | -$882K |
|
685
Douglas Dynamics
PLOW
$754M
| – | – |
-10,200
| Closed | -$442K |
|
686
Philip Morris
PM
$257B
| – | – |
-9,900
| Closed | -$984K |
|
|
PMT
687
PennyMac Mortgage Investment
PMT
$1.08B
| – | – |
-45,000
| Closed | -$811K |
|
688
Pentair
PNR
$18B
| – | – |
-4,765
| Closed | -$218K |
|
689
Pinnacle West Capital
PNW
$10.4B
| – | – |
-24,400
| Closed | -$1.95M |
|
690
Pool Corp
POOL
$12B
| – | – |
-3,100
| Closed | -$453K |
|
691
Post Holdings
POST
$5.71B
| – | – |
-21,621
| Closed | -$1.07M |
|
692
Pilgrim's Pride
PPC
$10.2B
| – | – |
-12,300
| Closed | -$303K |
|
693
Prothena Corp
PRTA
$454M
| – | – |
-11,700
| Closed | -$430K |
|
694
Prudential Financial
PRU
$37.2B
| – | – |
-3,900
| Closed | -$404K |
|
695
Public Storage
PSA
$50.8B
| – | – |
-3,700
| Closed | -$741K |
|
696
Prospect Capital
PSEC
$1.31B
| – | – |
-109,600
| Closed | -$718K |
|
697
Phillips 66
PSX
$53.8B
| – | – |
-12,100
| Closed | -$1.16M |
|
698
PVH
PVH
$3.95B
| – | – |
-5,600
| Closed | -$848K |
|
699
QuinStreet
QNST
$926M
| – | – |
-25,800
| Closed | -$329K |
|
700
Qorvo
QRVO
$8.18B
| – | – |
-4,200
| Closed | -$296K |
|