EMG

Ellington Management Group Portfolio holdings

AUM $332M
1-Year Return 9.2%
This Quarter Return
+2.43%
1 Year Return
+9.2%
3 Year Return
-0.66%
5 Year Return
+32.41%
10 Year Return
–
AUM
$214M
AUM Growth
-$128M
Cap. Flow
-$131M
Cap. Flow %
-61.32%
Top 10 Hldgs %
27.79%
Holding
848
New
262
Increased
59
Reduced
99
Closed
424

Top Buys

1
HRB icon
H&R Block
HRB
$1.23M
2
DST
DST Systems Inc.
DST
$1.17M
3
CF icon
CF Industries
CF
$1.06M
4
MGLN
Magellan Health Services, Inc.
MGLN
$1.06M
5
INTU icon
Intuit
INTU
$1.02M

Top Sells

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

Sector Composition

1 Real Estate 26.32%
2 Technology 12.64%
3 Consumer Discretionary 11.94%
4 Industrials 8.96%
5 Financials 8.64%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BSMX
501
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-167,200
Closed -$2.06M
BBBY
502
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-4,100
Closed -$282K
TEN
503
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-16,800
Closed -$976K
MN
504
DELISTED
MANNING & NAPIER, INC.
MN
– –
-37,600
Closed -$631K
ENIA
505
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-128,111
Closed -$1.07M
CONE
506
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-12,000
Closed -$250K
VCRA
507
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
– –
-12,000
Closed -$196K
FMBI
508
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-10,500
Closed -$179K
ZIXI
509
DELISTED
Zix Corporation
ZIXI
– –
-15,500
Closed -$64K
XLRN
510
DELISTED
Acceleron Pharma Inc.
XLRN
– –
-12,600
Closed -$435K
CLGX
511
DELISTED
Corelogic, Inc.
CLGX
– –
-34,500
Closed -$1.04M
CMD
512
DELISTED
Cantel Medical Corporation
CMD
– –
-9,300
Closed -$314K
HMSY
513
DELISTED
HMS Holdings Corp.
HMSY
– –
-39,200
Closed -$747K
SINA
514
DELISTED
Sina Corp
SINA
– –
-6,700
Closed -$405K
QEP
515
DELISTED
QEP RESOURCES, INC.
QEP
– –
-16,600
Closed -$489K
EV
516
DELISTED
Eaton Vance Corp.
EV
– –
-5,300
Closed -$202K
GNC
517
DELISTED
GNC Holdings, Inc.
GNC
– –
-5,800
Closed -$255K
TUES
518
DELISTED
Tuesday Morning Corp
TUES
– –
-43,000
Closed -$608K
AKRX
519
DELISTED
Akorn, Inc.
AKRX
– –
-25,800
Closed -$568K
WBC
520
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-17,400
Closed -$1.84M
AVH
521
DELISTED
AVIANCA HOLDINGS S.A.
AVH
– –
-18,100
Closed -$309K
SSI
522
DELISTED
Stage Stores Inc
SSI
– –
-13,400
Closed -$328K
RRTS
523
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-644
Closed -$406K
AKS
524
DELISTED
AK Steel Holding Corp.
AKS
– –
-177,800
Closed -$1.28M
MNI
525
DELISTED
The McClatchy Company Class A Common Stock
MNI
– –
-8,100
Closed -$520K
19 20
21
22 23