EMG
Ellington Management Group Portfolio holdings
AUM
$332M
This Quarter Return
+9.03%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$107M
AUM Growth
+$107M
(-69%)
Cap. Flow
-$324M
Cap. Flow
% of AUM
-303.29%
Top 10 Holdings %
Top 10 Hldgs %
87.35%
Holding
513
New
5
Increased
6
Reduced
10
Closed
478
Top Buys
| 1 |
Kohl's
KSS
|
$3.1M |
| 2 |
AT&T
T
|
$1.71M |
| 3 |
MFA
MFA Financial
MFA
|
$747K |
| 4 |
PMT
PennyMac Mortgage Investment
PMT
|
$701K |
| 5 |
ANH
Anworth Mortgage Asset Corporation
ANH
|
$680K |
Top Sells
| 1 |
Nabors Industries
NBR
|
$23M |
| 2 |
Anywhere Real Estate
HOUS
|
$5.74M |
| 3 |
SPDR S&P 500 ETF Trust
SPY
|
$5.44M |
| 4 |
Pitney Bowes
PBI
|
$4.29M |
| 5 |
AGNC Investment
AGNC
|
$3.64M |
Sector Composition
| 1 | Real Estate | 21.49% |
| 2 | Financials | 3.99% |
| 3 | Communication Services | 2.91% |
| 4 | Consumer Discretionary | 2.9% |
| 5 | Industrials | 1.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.36B
| $10M | 4.24% |
850,887
| – | – |
|
|
RC
2
Ready Capital
RC
$700M
| $3.23M | 1.37% |
371,184
+17,358
| +5% | +$151K |
|
|
3
Kohl's
KSS
$1.69B
| $3.1M | 1.31% |
+149,300
| New | +$3.1M |
|
4
PennyMac Financial
PFSI
$5.69B
| $2.36M | 1% |
56,564
-11,300
| -17% | -$472K |
|
5
Annaly Capital Management
NLY
$13.6B
| $2.11M | 0.89% |
321,683
-191,300
| -37% | -$1.25M |
|
6
MGIC Investment
MTG
$6.42B
| $1.91M | 0.81% |
233,238
-33,100
| -12% | -$271K |
|
|
7
AT&T
T
$209B
| $1.71M | 0.72% |
+56,514
| New | +$1.71M |
|
|
CIM
8
Chimera Investment
CIM
$1.15B
| $1.44M | 0.61% |
150,000
+68,700
| +85% | +$660K |
|
9
AMC Networks
AMCX
$306M
| $1.41M | 0.6% |
60,256
-5,625
| -9% | -$132K |
|
|
10
Pitney Bowes
PBI
$2.09B
| $1.4M | 0.59% |
537,962
-1,647,904
| -75% | -$4.29M |
|
11
DXC Technology
DXC
$2.59B
| $1.38M | 0.58% |
83,400
+33,700
| +68% | +$556K |
|
12
Starwood Property Trust
STWD
$7.44B
| $1.12M | 0.48% |
74,976
+3,676
| +5% | +$55K |
|
|
13
Nabors Industries
NBR
$543M
| $790K | 0.33% |
21,346
-621,138
| -97% | -$23M |
|
|
LFT
14
Lument Finance Trust
LFT
$117M
| $753K | 0.32% |
284,005
-1,339
| -0.5% | -$3.55K |
|
|
MFA
15
MFA Financial
MFA
$1.05B
| $747K | 0.32% |
+300,000
| New | +$747K |
|
|
RPT
16
Rithm Property Trust Inc.
RPT
$117M
| $734K | 0.31% |
79,769
+1,664
| +2% | +$15.3K |
|
|
AAIC
17
DELISTED
Arlington Asset Investment Corp.
AAIC
| $734K | 0.31% |
247,278
+25,756
| +12% | +$76.5K |
|
|
PMT
18
PennyMac Mortgage Investment
PMT
$1.07B
| $701K | 0.3% |
+40,000
| New | +$701K |
|
|
ANH
19
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $680K | 0.29% |
+400,000
| New | +$680K |
|
20
CVS Health
CVS
$92.8B
| $642K | 0.27% |
9,877
-17,973
| -65% | -$1.17M |
|
|
21
Anywhere Real Estate
HOUS
$684M
| $635K | 0.27% |
85,635
-773,734
| -90% | -$5.74M |
|
22
Alcoa
AA
$8.33B
| $297K | 0.13% |
26,441
-172,062
| -87% | -$1.93M |
|
|
IMH
23
DELISTED
Impac Mortgage Holdings Inc.
IMH
| $88K | 0.04% |
51,900
| – | – |
|
|
GBT
24
DELISTED
Global Blood Therapeutics, Inc.
GBT
| – | – |
-4,900
| Closed | -$250K |
|
|
SNP
25
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| – | – |
-7,300
| Closed | -$356K |
|