EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Return 9.2%
This Quarter Return
+1.89%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$342M
AUM Growth
+$61.3M
Cap. Flow
+$59.2M
Cap. Flow %
17.32%
Top 10 Hldgs %
19.66%
Holding
935
New
393
Increased
101
Reduced
91
Closed
349

Top Buys

1
DNY
DONNELLEY R R & SONS CO
DNY
$2.44M
2
QIWI
QIWI PLC
QIWI
$2.33M
3
TTWO icon
Take-Two Interactive
TTWO
$2.26M
4
PCRX icon
Pacira BioSciences
PCRX
$2.2M
5
BSMX
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$2.06M

Top Sells

1
WDR
Waddell & Reed Financial, Inc.
WDR
$1.64M
2
ODP icon
ODP
ODP
$1.56M
3
SCHL icon
Scholastic
SCHL
$1.44M
4
CAVM
Cavium, Inc.
CAVM
$1.43M
5
HUM icon
Humana
HUM
$1.42M

Sector Composition

1 Real Estate 17.15%
2 Consumer Discretionary 12.28%
3 Industrials 11.1%
4 Technology 10.56%
5 Financials 9.67%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BMA icon
226
Banco Macro
BMA
$3.77B
$484K 0.14%
+17,200
New +$484K
IDTI
227
DELISTED
Integrated Device Technology I
IDTI
$475K 0.14%
38,800
-30,400
-44% -$372K
BIO icon
228
Bio-Rad Laboratories Class A
BIO
$8B
$474K 0.14%
+3,700
New +$474K
LZB icon
229
La-Z-Boy
LZB
$1.49B
$474K 0.14%
+17,500
New +$474K
WT icon
230
WisdomTree
WT
$1.98B
$471K 0.14%
35,900
+3,300
+10% +$43.3K
IPGP icon
231
IPG Photonics
IPGP
$3.56B
$469K 0.14%
+6,600
New +$469K
ELX
232
DELISTED
EMULEX CORP
ELX
$469K 0.14%
+63,400
New +$469K
RRGB icon
233
Red Robin
RRGB
$111M
$466K 0.14%
6,500
+2,400
+59% +$172K
AMX icon
234
America Movil
AMX
$59.1B
$465K 0.14%
+23,400
New +$465K
NEWP
235
DELISTED
NEWPORT CORP
NEWP
$463K 0.14%
22,400
+8,800
+65% +$182K
ICPT
236
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$462K 0.14%
+1,400
New +$462K
CALM icon
237
Cal-Maine
CALM
$5.52B
$458K 0.13%
14,600
-1,200
-8% -$37.6K
KELYA icon
238
Kelly Services Class A
KELYA
$489M
$458K 0.13%
+19,300
New +$458K
MYCC
239
DELISTED
ClubCorp Holdings, Inc.
MYCC
$455K 0.13%
+24,100
New +$455K
GILD icon
240
Gilead Sciences
GILD
$143B
$454K 0.13%
6,400
+1,900
+42% +$135K
CI icon
241
Cigna
CI
$81.5B
$452K 0.13%
+5,400
New +$452K
PRU icon
242
Prudential Financial
PRU
$37.2B
$440K 0.13%
+5,200
New +$440K
BHE icon
243
Benchmark Electronics
BHE
$1.45B
$439K 0.13%
+19,400
New +$439K
CORE
244
DELISTED
Core Mark Holding Co., Inc.
CORE
$436K 0.13%
+24,000
New +$436K
XLRN
245
DELISTED
Acceleron Pharma Inc.
XLRN
$435K 0.13%
+12,600
New +$435K
WBMD
246
DELISTED
WebMD Health Corp.
WBMD
$435K 0.13%
+10,500
New +$435K
SFM icon
247
Sprouts Farmers Market
SFM
$13.6B
$432K 0.13%
+12,000
New +$432K
LUMO
248
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$432K 0.13%
+1,689
New +$432K
RESI
249
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$432K 0.13%
+13,700
New +$432K
KALU icon
250
Kaiser Aluminum
KALU
$1.25B
$429K 0.13%
+6,000
New +$429K
8 9
10
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