EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Est. Return 23.65%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+23.65%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$332M
AUM Growth
+$59.2M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
197
New
Increased
Reduced
Closed

Top Buys

1
+$18.7M
2
+$11.5M
3
+$9.94M
4
PFSI icon
PennyMac Financial
PFSI
+$7.65M
5
KSS icon
Kohl's
KSS
+$6.32M

Top Sells

1
+$13.1M
2
+$5.7M
3
+$5.59M
4
VPCC.U
VPC Impact Acquisition Holdings III, Inc. Units, each consisting of one share of Class A common stoc
VPCC.U
+$4.93M
5
RC
Ready Capital
RC
+$2.41M

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 Change
in Stake 		Capital Flow
ABR icon
151
Arbor Realty Trust
ABR
$1.68B
– –
-128,358
AGNC icon
152
AGNC Investment
AGNC
$12.1B
– –
-783,372
AMC icon
153
AMC Entertainment Holdings
AMC
$641M
– –
0
AMCX icon
154
AMC Networks
AMCX
$354M
– –
0
DCH
155
Dauch Corp
DCH
$1.38B
– –
0
BDX icon
156
Becton Dickinson
BDX
$48.3B
– –
-2,995
BHC icon
157
Bausch Health
BHC
$2.06B
– –
0
BWA icon
158
BorgWarner
BWA
$10.9B
– –
0
CAR icon
159
Avis
CAR
$3.42B
– –
0
CCL icon
160
Carnival Corp
CCL
$37.6B
– –
0
CHTR icon
161
Charter Communications
CHTR
$29.1B
– –
-1,706
DVN icon
162
Devon Energy
DVN
$27.6B
– –
-32,187
ESNT icon
163
Essent Group
ESNT
$5.63B
– –
-120,000
EXPE icon
164
Expedia Group
EXPE
$30.8B
– –
-900
F icon
165
Ford
F
$49.2B
– –
0
GEL icon
166
Genesis Energy
GEL
$2.26B
– –
0
HLF icon
167
Herbalife
HLF
$1.67B
– –
0
IWM icon
168
iShares Russell 2000 ETF
IWM
$71B
– –
0
K
169
DELISTED
Kellanova
K
– –
-18,443
KHC icon
170
Kraft Heinz
KHC
$28.7B
– –
0
KRE icon
171
State Street SPDR S&P Regional Banking ETF
KRE
$3.99B
– –
0
LFT
172
Lument Finance Trust
LFT
$71.2M
– –
-181,858
MSFT icon
173
Microsoft
MSFT
$3.05T
– –
-2,048
MTG icon
174
MGIC Investment
MTG
$5.76B
– –
-403,600
NLY icon
175
Annaly Capital Management
NLY
$16.5B
– –
0
4 5 6
7
8