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
CBF
801
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
– –
-10,500
Closed -$239K
ABCO
802
DELISTED
Advisory Board Co/The
ABCO
– –
-7,200
Closed -$458K
CEMP
803
DELISTED
Cempra, Inc.
CEMP
– –
-13,300
Closed -$165K
ATW
804
DELISTED
Atwood Oceanics
ATW
– –
-9,100
Closed -$486K
AMRI
805
DELISTED
Albany Molecular Research Inc
AMRI
– –
-34,400
Closed -$347K
ENOC
806
DELISTED
EnerNOC, Inc.
ENOC
– –
-33,600
Closed -$578K
AEG icon
807
Aegon
AEG
$11.8B
– –
-43,600
Closed -$281K
AER icon
808
AerCap
AER
$22B
– –
-6,000
Closed -$230K
AGO icon
809
Assured Guaranty
AGO
$3.93B
– –
-30,800
Closed -$727K
AGRO icon
810
Adecoagro
AGRO
$826M
– –
-15,600
Closed -$126K
AGX icon
811
Argan
AGX
$2.81B
– –
-15,900
Closed -$438K
AHT
812
Ashford Hospitality Trust
AHT
$37.7M
– –
-40
Closed -$309K
AIR icon
813
AAR Corp
AIR
$2.71B
– –
-8,700
Closed -$244K
AL icon
814
Air Lease Corp
AL
$7.12B
– –
-11,300
Closed -$351K
ALK icon
815
Alaska Air
ALK
$7.24B
– –
-21,800
Closed -$800K
ALTO icon
816
Alto Ingredients
ALTO
$89.8M
– –
-17,500
Closed -$89K
AMCX icon
817
AMC Networks
AMCX
$332M
– –
-11,600
Closed -$790K
ASGN icon
818
ASGN Inc
ASGN
$2.29B
– –
-11,000
Closed -$384K
ASRT icon
819
Assertio
ASRT
$76.9M
– –
-7,075
Closed -$299K
ASX icon
820
ASE Group
ASX
$22.7B
– –
-52,400
Closed -$252K
ATGE icon
821
Adtalem Global Education
ATGE
$4.79B
– –
-21,500
Closed -$763K
AXS icon
822
AXIS Capital
AXS
$7.61B
– –
-6,300
Closed -$300K
BBD icon
823
Banco Bradesco
BBD
$33.7B
– –
-149,491
Closed -$734K
BKU icon
824
Bankunited
BKU
$2.92B
– –
-6,900
Closed -$227K
BN icon
825
Brookfield
BN
$98.9B
– –
-15,946
Closed -$217K
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