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
826
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-2,900
827
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-2,400
828
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-19,800
829
– –
-11,200
830
– –
-11,179
831
– –
-24,800
832
– –
-20,100
833
– –
-8,623
834
– –
-10,000
835
– –
-6,100
836
– –
-9,300
837
– –
-5,700
838
– –
-5,521
839
– –
-1,100
840
– –
-4,200
841
– –
-2,590
842
– –
-5,100
843
– –
-12,300
844
– –
-8,400
845
– –
-22,824
846
– –
-28,400
847
– –
-7,900
848
– –
-4,137
849
– –
-6,800
850
– –
-4,800
31 32 33
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