EMG
Ellington Management Group Portfolio holdings
AUM
$332M
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
+$467M
(+70%)
Cap. Flow
+$168M
Cap. Flow
% of AUM
35.93%
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 | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.36B
| $18.4M | 3.36% | 1,028,556 | – | – |
|
|
2
SPDR S&P 500 ETF Trust
SPY
$658B
| $14.4M | 2.62% | +50,800 | New | +$14.4M |
|
|
TWO
3
Two Harbors Investment
TWO
$1.04B
| $7.31M | 1.33% | +540,000 | New | +$7.31M |
|
4
Ralph Lauren
RL
$18B
| $6.46M | 1.18% | 49,800 +31,600 | +174% | +$4.1M |
|
|
5
Williams-Sonoma
WSM
$23.1B
| $6.38M | 1.16% | 113,400 +74,400 | +191% | +$4.19M |
|
6
Shake Shack
SHAK
$4.27B
| $6.25M | 1.14% | 105,600 +56,800 | +116% | +$3.36M |
|
|
7
Abercrombie & Fitch
ANF
$4.46B
| $6.03M | 1.1% | +219,988 | New | +$6.03M |
|
8
lululemon athletica
LULU
$24.2B
| $5.95M | 1.08% | 36,300 +25,300 | +230% | +$4.15M |
|
9
Tractor Supply
TSCO
$32.7B
| $5.35M | 0.97% | 54,700 +39,400 | +258% | +$3.85M |
|
|
PMT
10
PennyMac Mortgage Investment
PMT
$1.07B
| $5.2M | 0.95% | +251,256 | New | +$5.2M |
|
11
United Rentals
URI
$61.5B
| $4.93M | 0.9% | 43,130 +32,672 | +312% | +$3.73M |
|
12
Ollie's Bargain Outlet
OLLI
$7.78B
| $4.5M | 0.82% | 52,700 +38,000 | +259% | +$3.24M |
|
13
Designer Brands
DBI
$181M
| $4.36M | 0.79% | 196,000 +133,557 | +214% | +$2.97M |
|
14
Chipotle Mexican Grill
CMG
$56.5B
| $4.33M | 0.79% | 6,100 +2,500 | +69% | +$1.78M |
|
15
Carter's
CRI
$1.04B
| $4.28M | 0.78% | 42,500 -4,600 | -10% | -$464K |
|
16
Antero Resources
AR
$9.86B
| $4.24M | 0.77% | 479,833 +269,239 | +128% | +$2.38M |
|
17
MGIC Investment
MTG
$6.42B
| $4.2M | 0.77% | 318,242 -156,764 | -33% | -$2.07M |
|
18
Aramark
ARMK
$10.3B
| $4.16M | 0.76% | 140,669 +39,258 | +39% | +$1.16M |
|
19
Deckers Outdoor
DECK
$17.7B
| $4.12M | 0.75% | +28,000 | New | +$4.12M |
|
20
Viasat
VSAT
$4.34B
| $4.04M | 0.74% | 52,100 +20,100 | +63% | +$1.56M |
|
21
Apple
AAPL
$3.45T
| $4.01M | 0.73% | +21,100 | New | +$4.01M |
|
|
RWT
22
Redwood Trust
RWT
$791M
| $3.76M | 0.69% | +232,912 | New | +$3.76M |
|
23
TJX Companies
TJX
$152B
| $3.66M | 0.67% | 68,700 +19,200 | +39% | +$1.02M |
|
24
Stitch Fix
SFIX
$690M
| $3.54M | 0.65% | 125,500 +92,500 | +280% | +$2.61M |
|
25
Wingstop
WING
$9.16B
| $3.52M | 0.64% | 46,300 +37,100 | +403% | +$2.82M |
|