EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Est. Return 23.65%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+23.65%
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
+$2.16M
2
+$2.1M
3
+$2.03M
4
FRAN
Francesca's Holdings Corporation
FRAN
+$1.98M
5
MIK
Michaels Stores, Inc
MIK
+$1.84M

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 11.52%
5 Financials 9.1%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
501
– –
-4,100
502
– –
-25,300
503
– –
-1,987
504
– –
-11,417
505
– –
-5,700
506
– –
-25,600
507
– –
-750
508
– –
-24,028
509
– –
-12,700
510
– –
-19,000
511
– –
-12,700
512
– –
-11,800
513
– –
-80,318
514
– –
-3,800
515
– –
-23,373
516
– –
-27,218
517
– –
-17,100
518
– –
-12,700
519
– –
-13,900
520
– –
-42,100
521
– –
-23,400
522
– –
-15,500
523
– –
-9,600
524
– –
-8,900
525
– –
-22,963
19 20
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