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
– –
-16,100
852
– –
-13,900
853
– –
-8,700
854
– –
-7,500
855
– –
-19,179
856
– –
-13,148
857
– –
-17,000
858
– –
-8,000
859
– –
-3,954
860
– –
-13,118
861
– –
-2,230
862
– –
-13,700
863
– –
-19,200
864
– –
-16,358
865
– –
-4,500
866
– –
-344,109
867
– –
-1,500
868
– –
-18,900
869
– –
-15,400
870
– –
-15,902
871
– –
-14,500
872
– –
-23,900
873
– –
-7,700
874
– –
-13,578
31 32 33 34
35