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
701
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-13,900
702
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703
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704
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-11,000
705
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-15,900
706
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-2,600
707
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-7,900
708
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-7,944
709
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-4,000
710
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-476
711
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-12,800
712
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-6,000
713
– –
-18,400
714
– –
-11,900
715
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-3,900
716
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-8,800
717
– –
-17,818
718
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-15,300
719
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-48,600
720
– –
-9,967
721
– –
-17,700
722
– –
-7,400
723
– –
-10,200
724
– –
-17,500
725
– –
-252
27 28
29
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