EMG

Ellington Management Group Portfolio holdings

AUM $332M
This Quarter Return
+1.9%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$168M
AUM Growth
+$168M
Cap. Flow
+$78.9M
Cap. Flow %
47.03%
Top 10 Hldgs %
85.06%
Holding
54
New
10
Increased
5
Reduced
7
Closed
6

Top Buys

1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$57M
2
NLY icon
Annaly Capital Management
NLY
$8.9M
3
AXL icon
American Axle
AXL
$5.75M
4
RPT
Rithm Property Trust Inc.
RPT
$3.32M
5
RITM icon
Rithm Capital
RITM
$3.11M

Top Sells

1
PFSI icon
PennyMac Financial
PFSI
$2.36M
2
MTG icon
MGIC Investment
MTG
$1.91M
3
DXC icon
DXC Technology
DXC
$1.38M
4
PBI icon
Pitney Bowes
PBI
$850K
5
STWD icon
Starwood Property Trust
STWD
$737K

Sector Composition

1 Real Estate 24.33%
2 Consumer Discretionary 5.52%
3 Financials 2.72%
4 Communication Services 1.97%
5 Industrials 1.2%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
NBR icon
26
Nabors Industries
NBR
$543M
$348K 0.12%
14,242
-7,104
-33% -$174K
IMH
27
DELISTED
Impac Mortgage Holdings Inc.
IMH
$66K 0.02%
51,900
– –
AA icon
28
Alcoa
AA
$8.33B
– –
-26,441
Closed -$297K
AAL icon
29
American Airlines Group
AAL
$8.82B
– –
0
– –
BA icon
30
Boeing
BA
$177B
– –
0
– –
BBWI icon
31
Bath & Body Works
BBWI
$6.18B
– –
0
– –
DXC icon
32
DXC Technology
DXC
$2.59B
– –
-83,400
Closed -$1.38M
F icon
33
Ford
F
$46.8B
– –
0
– –
GM icon
34
General Motors
GM
$55.8B
– –
0
– –
KRE icon
35
SPDR S&P Regional Banking ETF
KRE
$3.99B
– –
0
– –
LUV icon
36
Southwest Airlines
LUV
$17.3B
– –
0
– –
MTG icon
37
MGIC Investment
MTG
$6.42B
– –
-233,238
Closed -$1.91M
TSLA icon
38
Tesla
TSLA
$1.08T
– –
0
– –
VZ icon
39
Verizon
VZ
$186B
– –
0
– –
X
40
DELISTED
US Steel
X
– –
0
– –
XLB icon
41
Materials Select Sector SPDR Fund
XLB
$5.53B
– –
0
– –
AAIC
42
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-247,278
Closed -$734K
ANH
43
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-400,000
Closed -$680K
OXY icon
44
Occidental Petroleum
OXY
$46.9B
– –
0
– –
PFSI icon
45
PennyMac Financial
PFSI
$5.69B
– –
-56,564
Closed -$2.36M
RCL icon
46
Royal Caribbean
RCL
$98.7B
– –
0
– –
RIG icon
47
Transocean
RIG
$2.86B
– –
0
– –
SIRI icon
48
SiriusXM
SIRI
$7.96B
– –
0
– –
SPR icon
49
Spirit AeroSystems
SPR
$4.88B
– –
0
– –
SPY icon
50
SPDR S&P 500 ETF Trust
SPY
$658B
– –
0
– –
1
2