EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Return 9.2%
This Quarter Return
-16.39%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$275M
AUM Growth
-$75.4M
Cap. Flow
-$40.4M
Cap. Flow %
-14.72%
Top 10 Hldgs %
18.13%
Holding
692
New
202
Increased
78
Reduced
71
Closed
333

Top Buys

1
MTG icon
MGIC Investment
MTG
$4.54M
2
WLH
WILLIAM LYON HOMES
WLH
$4.22M
3
THC icon
Tenet Healthcare
THC
$3.22M
4
AMR icon
Alpha Metallurgical Resources
AMR
$3.19M
5
HBI icon
Hanesbrands
HBI
$2.7M

Top Sells

1
MFA
MFA Financial
MFA
$4.18M
2
IVR icon
Invesco Mortgage Capital
IVR
$3.83M
3
BBBY
Bed Bath & Beyond Inc
BBBY
$3.64M
4
CASY icon
Casey's General Stores
CASY
$3.42M
5
JBLU icon
JetBlue
JBLU
$2.54M

Sector Composition

1 Consumer Discretionary 32.31%
2 Real Estate 11.7%
3 Industrials 9.11%
4 Consumer Staples 8.28%
5 Financials 7.13%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BNED icon
351
Barnes & Noble Education
BNED
$291M
$74K 0.02%
185
+40
+28% +$16K
SWCH
352
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$73K 0.02%
10,400
-10,300
-50% -$72.3K
XPRO icon
353
Expro
XPRO
$1.43B
$63K 0.02%
+2,017
New +$63K
SWN
354
DELISTED
Southwestern Energy Company
SWN
$57K 0.02%
+16,700
New +$57K
CTLT
355
DELISTED
CATALENT, INC.
CTLT
– –
-17,300
Closed -$788K
TCS
356
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
– –
-740
Closed -$123K
CONN
357
DELISTED
Conn's Inc.
CONN
– –
-23,514
Closed -$831K
KAMN
358
DELISTED
Kaman Corp
KAMN
– –
-3,700
Closed -$247K
CBD
359
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-22,600
Closed -$485K
SCTL
360
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
– –
-13,492
Closed -$86K
SPLK
361
DELISTED
Splunk Inc
SPLK
– –
-4,700
Closed -$568K
EXPR
362
DELISTED
Express, Inc.
EXPR
– –
-1,100
Closed -$243K
IMGN
363
DELISTED
Immunogen Inc
IMGN
– –
-18,900
Closed -$179K
NETI
364
DELISTED
Eneti Inc.
NETI
– –
-1,194
Closed -$80K
AVTA
365
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-21,100
Closed -$849K
VMW
366
DELISTED
VMware, Inc
VMW
– –
-7,300
Closed -$1.14M
WWE
367
DELISTED
World Wrestling Entertainment
WWE
– –
-24,400
Closed -$2.36M
MTEM
368
DELISTED
Molecular Templates, Inc.
MTEM
– –
-973
Closed -$79K
AJRD
369
DELISTED
Aerojet Rocketdyne Holdings, Inc.
AJRD
– –
-7,600
Closed -$258K
VNTR
370
DELISTED
Venator Materials PLC
VNTR
– –
-29,400
Closed -$265K
BSMX
371
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-48,100
Closed -$373K
BBBY
372
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-242,300
Closed -$3.64M
COUP
373
DELISTED
Coupa Software Incorporated
COUP
– –
-4,800
Closed -$380K
TEN
374
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-17,400
Closed -$733K
ZVO
375
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-14,404
Closed -$146K
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15
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