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
POZN
626
DELISTED
POZEN INC
POZN
– –
-32,200
Closed -$259K
BMR
627
DELISTED
BIOMED REALTY TRUST INC
BMR
– –
-32,000
Closed -$580K
MDAS
628
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-14,000
Closed -$278K
PGI
629
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
– –
-15,100
Closed -$175K
XOOM
630
DELISTED
XOOM CORP COM
XOOM
– –
-15,100
Closed -$413K
CNW
631
DELISTED
CON-WAY INC.
CNW
– –
-18,400
Closed -$731K
OMG
632
DELISTED
OM GROUP INC.
OMG
– –
-6,300
Closed -$229K
CYBX
633
DELISTED
CYBERONICS INC
CYBX
– –
-7,900
Closed -$517K
MILL
634
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
– –
-21,500
Closed -$151K
DTV
635
DELISTED
DIRECTV COM STK (DE)
DTV
– –
-4,000
Closed -$276K
ANR
636
DELISTED
ALPHA NATURAL RESOURCES INC.
ANR
– –
-31,500
Closed -$225K
IGTE
637
DELISTED
IGATE CORPORATION
IGTE
– –
-15,100
Closed -$606K
LO
638
DELISTED
LORILLARD INC COM STK
LO
– –
-10,900
Closed -$552K
LTM
639
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-16,000
Closed -$752K
TRW
640
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
– –
-3,800
Closed -$283K
EGL
641
DELISTED
Engility Holdings, Inc.
EGL
– –
-23,900
Closed -$798K
CVD
642
DELISTED
COVANCE INC.
CVD
– –
-7,700
Closed -$678K
GTIV
643
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
– –
-20,000
Closed -$248K
OUBS
644
DELISTED
USB AG (NEW)
OUBS
– –
-53,500
Closed -$1.03M
ROC
645
DELISTED
ROCKWOOD HLDGS INC
ROC
– –
-13,600
Closed -$978K
CNVR
646
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
– –
-12,200
Closed -$285K
BYI
647
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
– –
-3,700
Closed -$290K
BNNY
648
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
– –
-5,600
Closed -$241K
QCOR
649
DELISTED
QUESTCOR PHARMA INC
QCOR
– –
-4,600
Closed -$250K
STRZA
650
DELISTED
Starz - Series A
STRZA
– –
-17,300
Closed -$506K
24 25
26
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