EMG

Ellington Management Group Portfolio holdings

AUM $332M
This Quarter Return
+9.03%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$107M
AUM Growth
+$107M
Cap. Flow
-$324M
Cap. Flow %
-303.29%
Top 10 Hldgs %
87.35%
Holding
513
New
5
Increased
6
Reduced
10
Closed
478

Top Buys

1
KSS icon
Kohl's
KSS
$3.1M
2
T icon
AT&T
T
$1.71M
3
MFA
MFA Financial
MFA
$747K
4
PMT
PennyMac Mortgage Investment
PMT
$701K
5
ANH
Anworth Mortgage Asset Corporation
ANH
$680K

Top Sells

1
NBR icon
Nabors Industries
NBR
$23M
2
HOUS icon
Anywhere Real Estate
HOUS
$5.74M
3
SPY icon
SPDR S&P 500 ETF Trust
SPY
$5.44M
4
PBI icon
Pitney Bowes
PBI
$4.29M
5
AGNC icon
AGNC Investment
AGNC
$3.64M

Sector Composition

1 Real Estate 21.49%
2 Financials 3.99%
3 Communication Services 2.91%
4 Consumer Discretionary 2.9%
5 Industrials 1.31%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
RDUS
26
DELISTED
Radius Health, Inc.
RDUS
– –
-14,400
Closed -$187K
NPTN
27
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-12,200
Closed -$88K
WBT
28
DELISTED
Welbilt, Inc.
WBT
– –
-28,500
Closed -$146K
SAFM
29
DELISTED
Sanderson Farms Inc
SAFM
– –
-4,500
Closed -$555K
APTS
30
DELISTED
Preferred Apartment Communities, Inc.
APTS
– –
-22,100
Closed -$159K
ENIA
31
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-65,700
Closed -$398K
CERN
32
DELISTED
Cerner Corp
CERN
– –
-12,700
Closed -$800K
ZNGA
33
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-43,900
Closed -$301K
DISCK
34
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-44,200
Closed -$775K
PBCT
35
DELISTED
People's United Financial Inc
PBCT
– –
-27,900
Closed -$308K
VRS
36
DELISTED
Verso Corporation
VRS
– –
-10,800
Closed -$122K
ATH
37
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-32,700
Closed -$812K
COR
38
DELISTED
Coresite Realty Corporation
COR
– –
-4,900
Closed -$568K
ZIXI
39
DELISTED
Zix Corporation
ZIXI
– –
-27,000
Closed -$116K
KSU
40
DELISTED
Kansas City Southern
KSU
– –
-1,600
Closed -$203K
CLDR
41
DELISTED
Cloudera, Inc.
CLDR
– –
-30,300
Closed -$238K
ALXN
42
DELISTED
Alexion Pharmaceuticals Inc
ALXN
– –
-4,900
Closed -$440K
CTB
43
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-17,300
Closed -$282K
CLGX
44
DELISTED
Corelogic, Inc.
CLGX
– –
-19,800
Closed -$605K
CMD
45
DELISTED
Cantel Medical Corporation
CMD
– –
-10,300
Closed -$370K
GWPH
46
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-6,300
Closed -$552K
PE
47
DELISTED
PARSLEY ENERGY INC
PE
– –
-24,100
Closed -$138K
NGHC
48
DELISTED
National General Holdings Corp
NGHC
– –
-13,000
Closed -$215K
HDS
49
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-31,000
Closed -$881K
LVGO
50
DELISTED
Livongo Health, Inc. Common Stock
LVGO
– –
-14,800
Closed -$422K
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