EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Est. Return 9.2%
This Quarter Est. Return
1 Year Est. Return
+9.2%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$233M
AUM Growth
+$11.7M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
876
New
Increased
Reduced
Closed

Top Buys

1
+$2.42M
2
+$2.35M
3
+$2.23M
4
FRAN
Francesca's Holdings Corporation
FRAN
+$2.11M
5
BIG
Big Lots, Inc.
BIG
+$2.07M

Top Sells

1
+$1.58M
2
+$1.39M
3
+$1.24M
4
JWN
Nordstrom
JWN
+$1.19M
5
PMT
PennyMac Mortgage Investment
PMT
+$1.08M

Sector Composition

1 Consumer Discretionary 16.17%
2 Real Estate 12.64%
3 Technology 12.55%
4 Industrials 10.9%
5 Financials 9.1%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
501
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-4,800
502
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-5,500
503
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-10,100
504
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-23,832
505
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-12,652
506
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-2,950
507
– –
-19,063
508
– –
-16,910
509
– –
-11,094
510
– –
-11,200
511
– –
-29,975
512
– –
-6,000
513
– –
-602
514
– –
-4,100
515
– –
-25,300
516
– –
-1,987
517
– –
-11,417
518
– –
-5,700
519
– –
-25,600
520
– –
-750
521
– –
-24,028
522
– –
-12,700
523
– –
-19,000
524
– –
-12,700
525
– –
-11,800
19 20
21
22 23