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
526
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-5,200
527
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528
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-5,500
529
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530
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-23,832
531
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-12,652
532
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-2,950
533
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-19,063
534
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-16,910
535
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-11,094
536
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-11,200
537
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-29,975
538
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-5,700
539
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-25,600
540
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-12,700
541
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-11,800
542
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-80,318
543
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-3,800
544
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-23,373
545
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-27,218
546
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-17,100
547
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-12,700
548
– –
-13,900
549
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-42,100
550
– –
-23,400
20 21
22
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