EMG

Ellington Management Group Portfolio holdings

AUM $332M
This Quarter Return
+0.56%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$332M
AUM Growth
+$332M
Cap. Flow
+$53.4M
Cap. Flow %
16.08%
Top 10 Hldgs %
55.26%
Holding
197
New
27
Increased
8
Reduced
3
Closed
20

Top Buys

1
RITM icon
Rithm Capital
RITM
$18.6M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$11.6M
3
COOP icon
Mr. Cooper
COOP
$9.84M
4
PFSI icon
PennyMac Financial
PFSI
$7.77M
5
KSS icon
Kohl's
KSS
$6.06M

Top Sells

1
AGNC icon
AGNC Investment
AGNC
$13.1M
2
ESNT icon
Essent Group
ESNT
$5.7M
3
MTG icon
MGIC Investment
MTG
$5.59M
4
VPCC.U
VPC Impact Acquisition Holdings III, Inc. Units, each consisting of one share of Class A common stoc
VPCC.U
$4.94M
5
RC
Ready Capital
RC
$2.58M

Sector Composition

1 Real Estate 15.81%
2 Financials 9.7%
3 Consumer Discretionary 6.36%
4 Communication Services 2.07%
5 Consumer Staples 1.95%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
SPGS.U
126
DELISTED
Simon Property Group Acquisition Holdings, Inc. Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
SPGS.U
$201K 0.03%
20,000
– –
TBCPU
127
DELISTED
Thunder Bridge Capital Partners III Inc. Units
TBCPU
$200K 0.03%
20,000
– –
APGB.U
128
DELISTED
Apollo Strategic Growth Capital II Units, each consisting of one Class A ordinary share, and one-fifth of one warrant
APGB.U
$200K 0.03%
20,000
– –
ITQRU
129
DELISTED
Itiquira Acquisition Corp. Unit
ITQRU
$200K 0.03%
20,000
– –
SNII.U
130
DELISTED
Supernova Partners Acquisition Company II, Ltd. Units, each consisting of one Class A ordinary share
SNII.U
$200K 0.03%
20,000
– –
WARR.U
131
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$151K 0.02%
15,000
– –
GMBTU
132
DELISTED
Pivotal Holdings Corp Unit
GMBTU
$150K 0.02%
15,000
– –
TCACU
133
DELISTED
Tuatara Capital Acquisition Corporation Unit
TCACU
$125K 0.02%
12,300
– –
IMH
134
DELISTED
Impac Mortgage Holdings Inc.
IMH
$110K 0.02%
51,900
– –
THMAU
135
DELISTED
Thimble Point Acquisition Corp. Unit
THMAU
$104K 0.02%
10,000
– –
FSSIU
136
DELISTED
Fortistar Sustainable Solutions Corp. Unit
FSSIU
$103K 0.02%
10,000
– –
DCRNU
137
DELISTED
Decarbonization Plus Acquisition Corporation II Unit
DCRNU
$103K 0.02%
10,000
– –
PV.U
138
DELISTED
Primavera Capital Acquisition Corporation Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
PV.U
$102K 0.02%
10,000
– –
IBER.U
139
DELISTED
Ibere Pharmaceuticals Units, each consisting of one Class A ordinary share and one-half of one Redeemable Warrant
IBER.U
$101K 0.02%
10,000
– –
CLIM.U
140
DELISTED
Climate Real Impact Solutions II Acquisition Corporation Units, each consisting of one share of Class A common stock, and one-fifth of one redeemable warrant
CLIM.U
$101K 0.02%
10,000
– –
BRPMU
141
DELISTED
B. Riley Principal 150 Merger Corp. Unit
BRPMU
$101K 0.02%
10,000
– –
PRPC.U
142
DELISTED
CC Neuberger Principal Holdings III Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
PRPC.U
$100K 0.01%
10,000
– –
DHHCU
143
DELISTED
DiamondHead Holdings Corp. Unit
DHHCU
$100K 0.01%
10,000
– –
MACQU
144
DELISTED
MCAP Acquisition Corporation Unit
MACQU
$100K 0.01%
10,000
– –
KVSA
145
DELISTED
Khosla Ventures Acquisition Co. Class A Common Stock
KVSA
$99K 0.01%
10,000
– –
SSAAU
146
DELISTED
Science Strategic Acquisition Corp. Alpha Unit
SSAAU
$99K 0.01%
10,000
– –
AAL icon
147
American Airlines Group
AAL
$8.82B
– –
0
– –
AAPL icon
148
Apple
AAPL
$3.45T
– –
-1,876
Closed -$229K
ABR icon
149
Arbor Realty Trust
ABR
$2.3B
– –
-128,358
Closed -$2.04M
AGNC icon
150
AGNC Investment
AGNC
$10.2B
– –
-783,372
Closed -$13.1M
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6
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