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
BRKR icon
826
Bruker
BRKR
$4.52B
– –
-13,100
Closed -$259K
BRO icon
827
Brown & Brown
BRO
$31.5B
– –
-29,600
Closed -$465K
BVN icon
828
Compañía de Minas Buenaventura
BVN
$5.03B
– –
-18,200
Closed -$204K
BZH icon
829
Beazer Homes USA
BZH
$772M
– –
-11,600
Closed -$283K
CAH icon
830
Cardinal Health
CAH
$35.7B
– –
-12,900
Closed -$862K
CAL icon
831
Caleres
CAL
$481M
– –
-11,800
Closed -$332K
CBZ icon
832
CBIZ
CBZ
$3.24B
– –
-42,800
Closed -$390K
CCU icon
833
Compañía de Cervecerías Unidas
CCU
$2.27B
– –
-10,600
Closed -$256K
CDW icon
834
CDW
CDW
$21.8B
– –
-41,700
Closed -$974K
CF icon
835
CF Industries
CF
$13.6B
– –
-4,500
Closed -$210K
CFFN icon
836
Capitol Federal Financial
CFFN
$853M
– –
-39,500
Closed -$478K
CIB icon
837
Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares)
CIB
$12.2B
– –
-6,200
Closed -$304K
CLF icon
838
Cleveland-Cliffs
CLF
$5.2B
– –
-25,700
Closed -$674K
CLH icon
839
Clean Harbors
CLH
$13.1B
– –
-8,200
Closed -$492K
CNTY icon
840
Century Casinos
CNTY
$83.5M
– –
-12,300
Closed -$64K
COF icon
841
Capital One
COF
$145B
– –
-9,800
Closed -$751K
COLB icon
842
Columbia Banking Systems
COLB
$8.01B
– –
-9,400
Closed -$258K
COO icon
843
Cooper Companies
COO
$13.5B
– –
-8,400
Closed -$260K
CPRT icon
844
Copart
CPRT
$48.3B
– –
-64,000
Closed -$293K
CRS icon
845
Carpenter Technology
CRS
$12B
– –
-6,700
Closed -$417K
CRUS icon
846
Cirrus Logic
CRUS
$5.92B
– –
-40,800
Closed -$833K
CUBI icon
847
Customers Bancorp
CUBI
$2.21B
– –
-15,730
Closed -$293K
CVGI icon
848
Commercial Vehicle Group
CVGI
$61.8M
– –
-17,800
Closed -$129K
CWCO icon
849
Consolidated Water Co
CWCO
$534M
– –
-10,400
Closed -$147K
CXT icon
850
Crane NXT
CXT
$3.54B
– –
-10,077
Closed -$235K
32 33
34
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