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
801
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-25,360
802
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-4,600
803
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-56,800
804
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-4,200
805
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-12,300
806
– –
-21,400
807
– –
-34,900
808
– –
-25,000
809
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-15,597
810
– –
-4,100
811
– –
-4,100
812
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-7,800
813
– –
-3,000
814
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-12,200
815
– –
-3,300
816
– –
-4,624
817
– –
-7,700
818
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-8,740
819
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-14,700
820
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-6,400
821
– –
-13,600
822
– –
-3,100
823
– –
-22,500
824
– –
-6,600
825
– –
-6,000
31 32
33
34 35