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
TTM
751
DELISTED
Tata Motors Limited
TTM
– –
-9,400
Closed -$290K
SWIR
752
DELISTED
Sierra Wireless
SWIR
– –
-8,600
Closed -$208K
SNP
753
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-3,000
Closed -$247K
CNR
754
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-47,100
Closed -$826K
SAFM
755
DELISTED
Sanderson Farms Inc
SAFM
– –
-10,300
Closed -$745K
SREV
756
DELISTED
ServiceSource International, Inc.
SREV
– –
-47,500
Closed -$398K
WMC
757
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-2,520
Closed -$375K
XLNX
758
DELISTED
Xilinx Inc
XLNX
– –
-12,500
Closed -$574K
RDS.B
759
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-3,000
Closed -$225K
CAI
760
DELISTED
CAI International, Inc.
CAI
– –
-8,500
Closed -$200K
SYKE
761
DELISTED
SYKES Enterprises Inc
SYKE
– –
-9,400
Closed -$205K
LEAF
762
DELISTED
Leaf Group Ltd.
LEAF
– –
-12,247
Closed -$140K
FLIR
763
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-27,600
Closed -$831K
WDR
764
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-25,100
Closed -$1.64M
CZZ
765
DELISTED
Cosan Limited
CZZ
– –
-12,800
Closed -$176K
ETFC
766
DELISTED
E*Trade Financial Corporation
ETFC
– –
-41,800
Closed -$821K
CCMP
767
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-6,200
Closed -$283K
GCAP
768
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-17,800
Closed -$134K
DNR
769
DELISTED
Denbury Resources, Inc.
DNR
– –
-12,700
Closed -$209K
CPL
770
DELISTED
CPFL Energia S.A.
CPL
– –
-30,571
Closed -$463K
WCG
771
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-12,000
Closed -$845K
MDCO
772
DELISTED
Medicines Co
MDCO
– –
-7,300
Closed -$282K
GWR
773
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-6,800
Closed -$653K
GHDX
774
DELISTED
Genomic Health, Inc.
GHDX
– –
-9,500
Closed -$278K
LTXB
775
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-21,800
Closed -$598K
29 30
31
32 33