EMG
Ellington Management Group Portfolio holdings
AUM
$332M
1-Year Return
9.2%
This Quarter Return
+14.74%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$467M
AUM Growth
+$192M
(+70%)
Cap. Flow
+$166M
Cap. Flow
% of AUM
35.66%
Top 10 Holdings %
Top 10 Hldgs %
17.5%
Holding
733
New
366
Increased
92
Reduced
64
Closed
195
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$14.4M |
| 2 |
TWO
Two Harbors Investment
TWO
|
$7.31M |
| 3 |
Abercrombie & Fitch
ANF
|
$6.03M |
| 4 |
PMT
PennyMac Mortgage Investment
PMT
|
$5.2M |
| 5 |
Williams-Sonoma
WSM
|
$4.19M |
Top Sells
| 1 |
WLH
WILLIAM LYON HOMES
WLH
|
$4.22M |
| 2 |
MFA
MFA Financial
MFA
|
$4.16M |
| 3 |
Tenet Healthcare
THC
|
$3.22M |
| 4 |
CommScope
COMM
|
$2.96M |
| 5 |
Nabors Industries
NBR
|
$2.94M |
Sector Composition
| 1 | Consumer Discretionary | 28.22% |
| 2 | Real Estate | 12.87% |
| 3 | Financials | 8.93% |
| 4 | Industrials | 8.53% |
| 5 | Technology | 7.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
676
Intel
INTC
$108B
| – | – |
-4,400
| Closed | -$206K |
|
677
John B. Sanfilippo & Son
JBSS
$741M
| – | – |
-5,200
| Closed | -$289K |
|
678
J. Jill
JILL
$269M
| – | – |
-4,345
| Closed | -$97K |
|
679
Johnson & Johnson
JNJ
$431B
| – | – |
-5,200
| Closed | -$671K |
|
680
KB Home
KBH
$4.49B
| – | – |
0
| – | – |
|
681
Kinder Morgan
KMI
$59.4B
| – | – |
-11,000
| Closed | -$169K |
|
682
CarMax
KMX
$9.15B
| – | – |
-6,800
| Closed | -$427K |
|
683
Kroger
KR
$44.9B
| – | – |
-29,600
| Closed | -$814K |
|
|
KREF
684
KKR Real Estate Finance Trust
KREF
$640M
| – | – |
-10,688
| Closed | -$205K |
|
685
Kohl's
KSS
$1.84B
| – | – |
-31,100
| Closed | -$2.06M |
|
686
KT
KT
$9.71B
| – | – |
-10,800
| Closed | -$154K |
|
687
Laureate Education
LAUR
$4.08B
| – | – |
-10,500
| Closed | -$160K |
|
688
Liberty Global Class A
LBTYA
$4.06B
| – | – |
-17,900
| Closed | -$382K |
|
689
Lands' End
LE
$442M
| – | – |
-17,795
| Closed | -$253K |
|
690
Lear
LEA
$5.87B
| – | – |
-1,900
| Closed | -$233K |
|
691
Lennar Class A
LEN
$35.8B
| – | – |
-28,900
| Closed | -$1.1M |
|
692
LGI Homes
LGIH
$1.51B
| – | – |
-8,900
| Closed | -$402K |
|
693
Cheniere Energy
LNG
$52.1B
| – | – |
-4,500
| Closed | -$266K |
|
694
El Pollo Loco
LOCO
$312M
| – | – |
-24,200
| Closed | -$367K |
|
695
Lattice Semiconductor
LSCC
$9.03B
| – | – |
-26,800
| Closed | -$185K |
|
696
Southwest Airlines
LUV
$16.3B
| – | – |
-18,900
| Closed | -$878K |
|
697
LXP Industrial Trust
LXP
$2.69B
| – | – |
-13,600
| Closed | -$112K |
|
698
Masimo
MASI
$7.77B
| – | – |
-2,800
| Closed | -$301K |
|
699
McKesson
MCK
$86B
| – | – |
-3,700
| Closed | -$409K |
|
|
MFA
700
MFA Financial
MFA
$1.07B
| – | – |
-155,632
| Closed | -$4.16M |
|