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
EPL
651
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
– –
-22,500
Closed -$641K
VOCS
652
DELISTED
VOCUS INC
VOCS
– –
-11,600
Closed -$132K
PACR
653
DELISTED
PACER INTL INC TENN
PACR
– –
-31,800
Closed -$263K
CADX
654
DELISTED
CADENCE PHARMACEUTICALS, INC COM STK
CADX
– –
-47,100
Closed -$426K
ARC
655
DELISTED
ARC Document Solutions, Inc.
ARC
– –
-20,600
Closed -$169K
CAVM
656
DELISTED
Cavium, Inc.
CAVM
– –
-41,400
Closed -$1.43M
COV
657
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
– –
-10,700
Closed -$729K
YELL
658
DELISTED
Yellow Corporation Common Stock
YELL
– –
-17,900
Closed -$311K
AAWW
659
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-13,200
Closed -$543K
MBT
660
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-11,300
Closed -$244K
MCF
661
DELISTED
Contango Oil & Gas Co.
MCF
– –
-4,500
Closed -$213K
UFS
662
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-6,800
Closed -$321K
CCIH
663
DELISTED
Chinacache International Holdings Ltd
CCIH
– –
-13,200
Closed -$118K
OMED
664
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
– –
-14,900
Closed -$440K
REN
665
DELISTED
Resolute Energy Corporaton
REN
– –
-3,660
Closed -$165K
OREX
666
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-5,270
Closed -$297K
BOBE
667
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-14,800
Closed -$749K
FPO
668
DELISTED
First Potomac Realty Trust
FPO
– –
-16,300
Closed -$190K
CFNL
669
DELISTED
Cardinal Financial Corp
CFNL
– –
-12,000
Closed -$216K
AIRM
670
DELISTED
Air Methods Corp
AIRM
– –
-9,200
Closed -$536K
CKEC
671
DELISTED
Carmike Cinemas Inc
CKEC
– –
-7,700
Closed -$214K
RPTP
672
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-16,600
Closed -$216K
ICA
673
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
– –
-80,500
Closed -$680K
LNCO
674
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
– –
-20,300
Closed -$625K
ANK
675
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
– –
-6,500
Closed -$368K
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