EMG

Ellington Management Group Portfolio holdings

AUM $332M

1-Year Return 9.2%

2021 Q2 2021 Q1 2020 Q4 2020 Q3 2020 Q2 2020 Q1 2019 Q4 2019 Q3 2019 Q2 2019 Q1 2018 Q4 2018 Q3 2018 Q2 2018 Q1 2017 Q4 2017 Q3 2017 Q2 2017 Q1 2016 Q4 2016 Q3 2016 Q2 2016 Q1 2015 Q4 2015 Q3 2015 Q2 2015 Q1 2014 Q4 2014 Q3 2014 Q2 2014 Q1 2013 Q4 2013 Q3 2013 Q2

This Quarter Return

+3.12%

1 Year Return

+9.2%

3 Year Return

-0.66%

5 Year Return

+32.41%

10 Year Return

–

AUM

$526M

AUM Growth

–

Cap. Flow

+$526M

Cap. Flow % of AUM

100%

Top 10 Holdings % Top 10 Hldgs %

15.81%

Holding

763

New

763

Increased

–

Reduced

–

Closed

–

Top Buys

1	EFC Ellington Financial EFC	$45.6M
2	AGNC Investment AGNC	$6.75M
3	OVTI OMNIVISION TECHNOLOGIES INC OVTI	$3.96M
4	Cirrus Logic CRUS	$3.95M
5	H&R Block HRB	$3.88M

Top Sells

No sells this quarter

Sector Composition

1	Real Estate	13.76%
2	Consumer Discretionary	12.31%
3	Technology	12.28%
4	Financials	11.07%
5	Industrials	10.44%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
376	376 PRA Group PRAA $671M	$430K	0.08%	+8,400	New	+$430K
377	AH 377 DELISTED ACCRETIVE HEALTH, INC COMMON STOCK AH	$430K	0.08%	+39,800	New	+$430K
378	BRCM 378 DELISTED BROADCOM CORP CL-A BRCM	$429K	0.08%	+12,700	New	+$429K
379	WX 379 DELISTED WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS WX	$426K	0.08%	+20,300	New	+$426K
380	380 Geospace Technologies GEOS $231M	$421K	0.08%	+6,100	New	+$421K
381	381 Ingredion INGR $8.24B	$420K	0.08%	+6,400	New	+$420K
382	382 NNN REIT NNN $8.18B	$420K	0.08%	+12,200	New	+$420K
383	383 Signet Jewelers SIG $3.85B	$418K	0.08%	+6,200	New	+$418K
384	384 AT&T T $212B	$418K	0.08%	+15,623	New	+$418K
385	VCI 385 DELISTED VALASSIS COMMUNICATIONS INC VCI	$418K	0.08%	+17,000	New	+$418K
386	386 Atmos Energy ATO $26.7B	$415K	0.08%	+10,100	New	+$415K
387	387 Crown Holdings CCK $11B	$415K	0.08%	+10,100	New	+$415K
388	388 Gilead Sciences GILD $143B	$415K	0.08%	+8,100	New	+$415K
389	389 Atlantic Union Bankshares AUB $5.09B	$414K	0.08%	+20,100	New	+$414K
390	390 IAC Inc IAC $2.98B	$414K	0.08%	+48,680	New	+$414K
391	SWY 391 DELISTED SAFEWAY INC SWY	$414K	0.08%	+19,548	New	+$414K
392	392 Ball Corp BALL $13.9B	$411K	0.08%	+19,800	New	+$411K
393	393 Qualcomm QCOM $172B	$409K	0.08%	+6,700	New	+$409K
394	ICON 394 DELISTED Iconix Brand Group, Inc. ICON	$409K	0.08%	+1,390	New	+$409K
395	WG 395 DELISTED Willbros Group WG	$408K	0.08%	+66,500	New	+$408K
396	396 StealthGas GASS $276M	$407K	0.08%	+37,000	New	+$407K
397	397 Koppers KOP $569M	$405K	0.08%	+10,600	New	+$405K
398	398 Apogee Enterprises APOG $939M	$403K	0.08%	+16,800	New	+$403K
399	399 Edison International EIX $21B	$400K	0.08%	+8,300	New	+$400K
400	SEII 400 DELISTED Sharing Economy International Inc. Common Stock (NV) SEII	$400K	0.08%	+18,825	New	+$400K