EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Return 9.2%
This Quarter Return
+9.73%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$528M
AUM Growth
+$2.74M
Cap. Flow
-$15.7M
Cap. Flow %
-2.98%
Top 10 Hldgs %
20.06%
Holding
1,179
New
416
Increased
150
Reduced
169
Closed
444

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$27.3M
2
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$8.98M
3
BBD icon
Banco Bradesco
BBD
+$3.6M
4
BID
Sotheby's
BID
+$3.51M
5
ADM icon
Archer Daniels Midland
ADM
+$3.01M

Top Sells

1
AGNC icon
AGNC Investment
AGNC
+$6.75M
2
HRB icon
H&R Block
HRB
+$3.88M
3
SPWR
SunPower Corporation Common Stock
SPWR
+$3.85M
4
INTU icon
Intuit
INTU
+$3.69M
5
BSBR icon
Santander
BSBR
+$3.53M

Sector Composition

1 Industrials 12.43%
2 Technology 12.03%
3 Consumer Discretionary 11.62%
4 Real Estate 10.92%
5 Financials 9.44%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
JACK icon
251
Jack in the Box
JACK
$373M
$596K 0.11%
14,900
-1,500
-9% -$60K
MUR icon
252
Murphy Oil
MUR
$3.59B
$591K 0.11%
+9,800
New +$591K
TMO icon
253
Thermo Fisher Scientific
TMO
$183B
$590K 0.11%
6,400
-6,100
-49% -$562K
WM icon
254
Waste Management
WM
$88.2B
$590K 0.11%
+14,300
New +$590K
CYOU
255
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$586K 0.11%
16,500
+9,490
+135% +$337K
JNY
256
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$585K 0.11%
+39,000
New +$585K
WOOF
257
DELISTED
VCA Inc.
WOOF
$585K 0.11%
21,300
+1,900
+10% +$52.2K
TWGP
258
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
$584K 0.11%
+83,400
New +$584K
FNF icon
259
Fidelity National Financial
FNF
$16.3B
$583K 0.11%
38,358
-38,359
-50% -$583K
PGTI
260
DELISTED
PGT, Inc.
PGTI
$582K 0.11%
58,800
+4,000
+7% +$39.6K
NILE
261
DELISTED
Blue Nile, Inc.
NILE
$581K 0.11%
+14,200
New +$581K
KEX icon
262
Kirby Corp
KEX
$4.89B
$580K 0.11%
+6,700
New +$580K
CVA
263
DELISTED
Covanta Holding Corporation
CVA
$579K 0.11%
+27,100
New +$579K
CI icon
264
Cigna
CI
$80.7B
$576K 0.11%
+7,500
New +$576K
AER icon
265
AerCap
AER
$21.7B
$574K 0.11%
29,500
-7,900
-21% -$154K
AMN icon
266
AMN Healthcare
AMN
$796M
$572K 0.11%
41,600
-4,200
-9% -$57.8K
TMH
267
DELISTED
Team Health Holdings Inc
TMH
$565K 0.11%
14,900
+2,000
+16% +$75.8K
PMCS
268
DELISTED
P M C SIERRA INC
PMCS
$562K 0.11%
84,900
+69,000
+434% +$457K
KR icon
269
Kroger
KR
$44.8B
$561K 0.11%
27,800
-105,400
-79% -$2.13M
ELS icon
270
Equity Lifestyle Properties
ELS
$11.9B
$557K 0.11%
32,600
+19,400
+147% +$331K
IP icon
271
International Paper
IP
$24.7B
$556K 0.11%
13,278
-2,570
-16% -$108K
ALOG
272
DELISTED
Analogic Corp
ALOG
$554K 0.1%
+6,700
New +$554K
AD
273
Array Digital Infrastructure, Inc.
AD
$4.43B
$551K 0.1%
+12,100
New +$551K
MIC
274
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$551K 0.1%
+10,300
New +$551K
RDEN
275
DELISTED
ELIZABETH ARDEN INC
RDEN
$550K 0.1%
+14,900
New +$550K
9 10
11
12 13