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
TYPE
776
DELISTED
Monotype Imaging Holdings Inc.
TYPE
– –
-7,800
Closed -$249K
DFRG
777
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
– –
-12,000
Closed -$283K
SFLY
778
DELISTED
Shutterfly, Inc.
SFLY
– –
-5,500
Closed -$280K
HF
779
DELISTED
HFF Inc.
HF
– –
-20,669
Closed -$521K
MXWL
780
DELISTED
Maxwell Technologies Inc
MXWL
– –
-11,300
Closed -$88K
BRS
781
DELISTED
Bristow Group, Inc.
BRS
– –
-4,600
Closed -$345K
HZNP
782
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-48,800
Closed -$372K
USG
783
DELISTED
Usg
USG
– –
-10,600
Closed -$301K
NTRI
784
DELISTED
NutriSystem, Inc.
NTRI
– –
-40,000
Closed -$658K
ORBK
785
DELISTED
Orbotech Ltd
ORBK
– –
-58,700
Closed -$794K
STBZ
786
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
– –
-10,100
Closed -$184K
SODA
787
DELISTED
SodaStream International Ltd
SODA
– –
-7,100
Closed -$352K
MITL
788
DELISTED
Mitel Networks Corporation
MITL
– –
-16,900
Closed -$171K
JONE
789
DELISTED
Jones Energy, Inc.
JONE
– –
-1,217
Closed -$324K
GPT
790
DELISTED
Gramercy Property Trust
GPT
– –
-8,300
Closed -$143K
SIGM
791
DELISTED
Sigma Designs Inc
SIGM
– –
-15,500
Closed -$73K
YGE
792
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-2,390
Closed -$121K
OA
793
DELISTED
Orbital ATK, Inc.
OA
– –
-2,400
Closed -$292K
GXP
794
DELISTED
Great Plains Energy Incorporated
GXP
– –
-22,700
Closed -$550K
MSCC
795
DELISTED
Microsemi Corp
MSCC
– –
-10,300
Closed -$257K
PZE
796
DELISTED
Petrobras Argentina S A
PZE
– –
-12,100
Closed -$67K
CALD
797
DELISTED
Callidus Software, Inc.
CALD
– –
-48,300
Closed -$663K
SSNI
798
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-25,900
Closed -$544K
RT
799
DELISTED
Ruby Tuesday Georgia
RT
– –
-51,500
Closed -$357K
OME
800
DELISTED
Omega Protein
OME
– –
-55,200
Closed -$678K
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