EMG
Ellington Management Group Portfolio holdings
AUM
$332M
This Quarter Return
+5.98%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$146M
AUM Growth
+$146M
(-13%)
Cap. Flow
-$54.6M
Cap. Flow
% of AUM
-37.36%
Top 10 Holdings %
Top 10 Hldgs %
84.89%
Holding
61
New
11
Increased
6
Reduced
8
Closed
10
Top Buys
| 1 |
NYMT
New York Mortgage Trust
NYMT
|
$5.91M |
| 2 |
MFA
MFA Financial
MFA
|
$4.87M |
| 3 |
Annaly Capital Management
NLY
|
$4.07M |
| 4 |
AGNC Investment
AGNC
|
$2.88M |
| 5 |
Devon Energy
DVN
|
$2.65M |
Top Sells
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
$57M |
| 2 |
Kohl's
KSS
|
$7.18M |
| 3 |
American Axle
AXL
|
$4.82M |
| 4 |
Rithm Capital
RITM
|
$2.32M |
| 5 |
AT&T
T
|
$2M |
Sector Composition
| 1 | Real Estate | 44.95% |
| 2 | Consumer Discretionary | 3.32% |
| 3 | Energy | 3.08% |
| 4 | Financials | 2.2% |
| 5 | Industrials | 1.57% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Annaly Capital Management
NLY
$13.6B
| $17.4M | 4.28% | 2,053,959 +481,976 | +31% | +$4.07M |
|
|
EFC
2
Ellington Financial
EFC
$1.36B
| $12.6M | 3.11% | 850,887 | – | – |
|
|
NYMT
3
New York Mortgage Trust
NYMT
$652M
| $9.23M | 2.28% | 2,501,238 +1,601,238 | +178% | +$5.91M |
|
|
MFA
4
MFA Financial
MFA
$1.05B
| $6.04M | 1.49% | 1,552,554 +1,252,554 | +418% | +$4.87M |
|
|
RPT
5
Rithm Property Trust Inc.
RPT
$117M
| $5.38M | 1.33% | 514,362 +34,593 | +7% | +$362K |
|
|
RC
6
Ready Capital
RC
$700M
| $5.24M | 1.29% | 420,570 +77,386 | +23% | +$963K |
|
|
7
American Axle
AXL
$691M
| $3.49M | 0.86% | 417,928 -578,349 | -58% | -$4.82M |
|
|
8
AGNC Investment
AGNC
$10.2B
| $2.88M | 0.71% | +184,500 | New | +$2.88M |
|
|
9
Devon Energy
DVN
$22.9B
| $2.65M | 0.65% | +167,724 | New | +$2.65M |
|
10
Mr. Cooper
COOP
$12.1B
| $2.43M | 0.6% | 78,265 -1,575 | -2% | -$48.9K |
|
|
GPMT
11
Granite Point Mortgage Trust
GPMT
$137M
| $1.84M | 0.45% | 184,612 +73,643 | +66% | +$736K |
|
12
Pitney Bowes
PBI
$2.09B
| $1.63M | 0.4% | 264,146 -113,772 | -30% | -$701K |
|
|
13
Rithm Capital
RITM
$6.57B
| $1.57M | 0.39% | 157,398 -233,796 | -60% | -$2.32M |
|
|
TRTX
14
TPG RE Finance Trust
TRTX
$735M
| $1.51M | 0.37% | 141,826 -2,674 | -2% | -$28.4K |
|
|
LFT
15
Lument Finance Trust
LFT
$117M
| $922K | 0.23% | 281,991 -2,014 | -0.7% | -$6.59K |
|
16
PennyMac Financial
PFSI
$5.69B
| $784K | 0.19% | +11,940 | New | +$784K |
|
|
PMT
17
PennyMac Mortgage Investment
PMT
$1.07B
| $704K | 0.17% | 40,000 | – | – |
|
18
Energizer
ENR
$1.88B
| $663K | 0.16% | +15,720 | New | +$663K |
|
19
Antero Resources
AR
$9.86B
| $638K | 0.16% | +117,000 | New | +$638K |
|
20
Diamondback Energy
FANG
$43.1B
| $629K | 0.16% | +13,000 | New | +$629K |
|
21
APA Corp
APA
$8.31B
| $591K | 0.15% | +41,650 | New | +$591K |
|
|
22
Kohl's
KSS
$1.69B
| $536K | 0.13% | 13,174 -176,566 | -93% | -$7.18M |
|
23
Lowe's Companies
LOW
$145B
| $447K | 0.11% | +2,783 | New | +$447K |
|
24
Microsoft
MSFT
$3.77T
| $440K | 0.11% | +1,979 | New | +$440K |
|
25
Expedia Group
EXPE
$26.6B
| $393K | 0.1% | +2,968 | New | +$393K |
|