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
751
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-9,300
752
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753
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-4,700
754
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755
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-2,300
756
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-17,902
757
– –
-47,768
758
– –
-11,700
759
– –
-24,900
760
– –
-55,944
761
– –
-7,800
762
– –
-16,200
763
– –
-1,038
764
– –
-652
765
– –
-34
766
– –
-6,600
767
– –
-44,906
768
– –
-4,400
769
– –
-8,000
770
– –
-12,800
771
– –
-1,300
772
– –
-14,127
773
– –
-11,049
774
– –
-15,244
775
– –
-1,500
29 30
31
32 33