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
(+57%)
Cap. Flow
+$78.9M
Cap. Flow
% of AUM
47.03%
Top 10 Holdings %
Top 10 Hldgs %
85.06%
Holding
54
New
10
Increased
5
Reduced
7
Closed
6
Top Buys
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
$57M |
| 2 |
Annaly Capital Management
NLY
|
$8.9M |
| 3 |
American Axle
AXL
|
$5.75M |
| 4 |
RPT
Rithm Property Trust Inc.
RPT
|
$3.32M |
| 5 |
Rithm Capital
RITM
|
$3.11M |
Top Sells
| 1 |
PennyMac Financial
PFSI
|
$2.36M |
| 2 |
MGIC Investment
MTG
|
$1.91M |
| 3 |
DXC Technology
DXC
|
$1.38M |
| 4 |
Pitney Bowes
PBI
|
$850K |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $57M | 19.93% |
+679,928
| New | +$57M |
|
|
2
Annaly Capital Management
NLY
$13.6B
| $11.2M | 3.91% |
1,571,983
+1,250,300
| +389% | +$8.9M |
|
|
EFC
3
Ellington Financial
EFC
$1.36B
| $10.4M | 3.64% |
850,887
| – | – |
|
|
4
American Axle
AXL
$691M
| $5.75M | 2.01% |
+996,277
| New | +$5.75M |
|
|
RPT
5
Rithm Property Trust Inc.
RPT
$117M
| $3.98M | 1.39% |
479,769
+400,000
| +501% | +$3.32M |
|
|
RC
6
Ready Capital
RC
$700M
| $3.84M | 1.34% |
343,184
-28,000
| -8% | -$314K |
|
7
Kohl's
KSS
$1.69B
| $3.52M | 1.23% |
189,740
+40,440
| +27% | +$749K |
|
|
8
Rithm Capital
RITM
$6.57B
| $3.11M | 1.09% |
+391,194
| New | +$3.11M |
|
|
NYMT
9
New York Mortgage Trust
NYMT
$652M
| $2.3M | 0.8% |
+900,000
| New | +$2.3M |
|
|
10
Pitney Bowes
PBI
$2.09B
| $2.01M | 0.7% |
377,918
-160,044
| -30% | -$850K |
|
11
AT&T
T
$209B
| $2M | 0.7% |
70,014
+13,500
| +24% | +$385K |
|
12
Mr. Cooper
COOP
$12.1B
| $1.78M | 0.62% |
+79,840
| New | +$1.78M |
|
13
Radian Group
RDN
$4.72B
| $1.45M | 0.51% |
+99,530
| New | +$1.45M |
|
14
Essent Group
ESNT
$6.18B
| $1.33M | 0.46% |
+35,835
| New | +$1.33M |
|
15
AMC Networks
AMCX
$306M
| $1.31M | 0.46% |
53,009
-7,247
| -12% | -$179K |
|
|
TRTX
16
TPG RE Finance Trust
TRTX
$735M
| $1.22M | 0.43% |
+144,500
| New | +$1.22M |
|
17
Olin
OLN
$2.71B
| $891K | 0.31% |
+72,002
| New | +$891K |
|
18
CVS Health
CVS
$92.8B
| $857K | 0.3% |
14,677
+4,800
| +49% | +$280K |
|
|
MFA
19
MFA Financial
MFA
$1.05B
| $804K | 0.28% |
300,000
| – | – |
|
|
GPMT
20
Granite Point Mortgage Trust
GPMT
$137M
| $787K | 0.27% |
+110,969
| New | +$787K |
|
|
LFT
21
Lument Finance Trust
LFT
$117M
| $775K | 0.27% |
284,005
| – | – |
|
22
Anywhere Real Estate
HOUS
$684M
| $649K | 0.23% |
68,705
-16,930
| -20% | -$160K |
|
|
PMT
23
PennyMac Mortgage Investment
PMT
$1.07B
| $643K | 0.22% |
40,000
| – | – |
|
|
CIM
24
Chimera Investment
CIM
$1.15B
| $638K | 0.22% |
77,758
-72,242
| -48% | -$593K |
|
|
25
Starwood Property Trust
STWD
$7.44B
| $393K | 0.14% |
26,075
-48,901
| -65% | -$737K |
|