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 | |
|---|---|---|---|---|---|---|
151
Vale
VALE
$44.9B
| $757K | 0.14% |
+58,000
| New | +$757K |
|
152
Norfolk Southern
NSC
$62.8B
| $748K | 0.14% |
+4,000
| New | +$748K |
|
153
Dollar General
DG
$23.9B
| $740K | 0.13% |
+6,200
| New | +$740K |
|
154
Ionis Pharmaceuticals
IONS
$9.54B
| $739K | 0.13% |
9,100
+3,600
| +65% | +$292K |
|
155
Estee Lauder
EL
$31.8B
| $728K | 0.13% |
+4,400
| New | +$728K |
|
|
PRTY
156
DELISTED
Party City Holdco Inc.
PRTY
| $725K | 0.13% |
91,300
-12,900
| -12% | -$102K |
|
157
Conagra Brands
CAG
$9.16B
| $718K | 0.13% |
25,900
-16,200
| -38% | -$449K |
|
158
Wendy's
WEN
$1.97B
| $714K | 0.13% |
+39,900
| New | +$714K |
|
|
HABT
159
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $702K | 0.13% |
64,900
+23,300
| +56% | +$252K |
|
160
BJs Wholesale Club
BJ
$12.7B
| $690K | 0.13% |
+25,200
| New | +$690K |
|
161
Mondelez International
MDLZ
$79.8B
| $689K | 0.13% |
+13,800
| New | +$689K |
|
162
Yum! Brands
YUM
$40.2B
| $689K | 0.13% |
6,900
-4,500
| -39% | -$449K |
|
163
MasTec
MTZ
$14.3B
| $688K | 0.13% |
+14,300
| New | +$688K |
|
|
VRS
164
DELISTED
Verso Corporation
VRS
| $685K | 0.12% |
32,000
+22,200
| +227% | +$475K |
|
165
TechnipFMC
FTI
$16.2B
| $682K | 0.12% |
+38,976
| New | +$682K |
|
166
Global Net Lease
GNL
$1.78B
| $675K | 0.12% |
+35,700
| New | +$675K |
|
|
ENIA
167
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $665K | 0.12% |
+74,500
| New | +$665K |
|
168
Flowers Foods
FLO
$3.09B
| $661K | 0.12% |
31,000
-5,400
| -15% | -$115K |
|
169
Brown-Forman Class B
BF.B
$13.5B
| $654K | 0.12% |
12,400
-2,200
| -15% | -$116K |
|
170
Caterpillar
CAT
$199B
| $650K | 0.12% |
+4,800
| New | +$650K |
|
|
GPMT
171
Granite Point Mortgage Trust
GPMT
$142M
| $650K | 0.12% |
+35,000
| New | +$650K |
|
172
CBRE Group
CBRE
$49B
| $643K | 0.12% |
13,000
+7,300
| +128% | +$361K |
|
|
VAR
173
DELISTED
Varian Medical Systems, Inc.
VAR
| $638K | 0.12% |
+4,500
| New | +$638K |
|
|
TECD
174
DELISTED
Tech Data Corp
TECD
| $635K | 0.12% |
6,200
+1,300
| +27% | +$133K |
|
175
Integer Holdings
ITGR
$3.78B
| $634K | 0.12% |
+8,400
| New | +$634K |
|