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
851
– –
-12,800
852
– –
-11,049
853
– –
-15,244
854
– –
-1,500
855
– –
-16,349
856
– –
-11,200
857
– –
-1,500
858
– –
-25,200
859
– –
-4,600
860
– –
-18,000
861
– –
-129,466
862
– –
-13,305
863
– –
-14,900
864
– –
-6,000
865
– –
-8,521
866
– –
-22,100
867
– –
-10,116
868
– –
-13,000
869
– –
-9,940
870
– –
-7,800
871
– –
-25,360
872
– –
-4,600
873
– –
-56,800
874
– –
-4,200
875
– –
-12,300
31 32 33 34
35