$676 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 176 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was 50.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRput | $107,418,000 | -54.1% | 1,220,100 | -54.5% | 15.90% | -44.8% |
| AMC | New | AMC ENTMT HLDGS INCput | $69,433,000 | – | 1,225,000 | +100.0% | 10.28% | – |
| Sell | NABORS INDS INC NEWnote 0.750% 1/1 | $49,452,000 | -11.2% | 54,734,000 | -27.7% | 7.32% | +6.8% | |
| Buy | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $44,311,000 | +17.7% | 45,545,000 | +16.6% | 6.56% | +41.5% | |
| CAR | New | AVIS BUDGET GROUPput | $24,566,000 | – | 315,400 | +100.0% | 3.64% | – |
| QQQ | Sell | INVESCO QQQ TRput | $23,038,000 | -67.9% | 65,000 | -71.1% | 3.41% | -61.4% |
| KRE | New | SPDR SER TRput | $22,150,000 | – | 338,000 | +100.0% | 3.28% | – |
| PFF | ISHARES TRput | $21,241,000 | +2.4% | 540,000 | 0.0% | 3.14% | +23.2% | |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $18,631,000 | – | 1,759,306 | +100.0% | 2.76% | – |
| EFC | Buy | ELLINGTON FINANCIAL INC | $16,294,000 | +19.6% | 850,887 | +0.1% | 2.41% | +43.8% |
| IWM | New | ISHARES TRput | $16,056,000 | – | 70,000 | +100.0% | 2.38% | – |
| SPY | Sell | SPDR S&P 500 ETF TRput | $13,698,000 | -80.8% | 32,000 | -82.2% | 2.03% | -76.9% |
| COOP | Buy | MR COOPER GROUP INC | $13,018,000 | +289.3% | 393,763 | +309.3% | 1.93% | +367.7% |
| HYG | New | ISHARES TRiboxx hi yd etf | $11,628,000 | – | 132,076 | +100.0% | 1.72% | – |
| PFSI | Buy | PENNYMAC FINL SVCS INC NEW | $11,559,000 | +181.8% | 187,278 | +205.3% | 1.71% | +238.8% |
| MFA | Buy | MFA FINL INC | $6,481,000 | +153.1% | 1,411,968 | +124.4% | 0.96% | +204.4% |
| KSS | New | KOHLS CORP | $6,062,000 | – | 109,995 | +100.0% | 0.90% | – |
| VIAC | New | VIACOMCBS INCcl b | $5,974,000 | – | 132,172 | +100.0% | 0.88% | – |
| NWSA | New | NEWS CORP NEWput | $5,502,000 | – | 213,500 | +100.0% | 0.81% | – |
| AJX | Sell | GREAT AJAX CORP | $5,084,000 | +16.6% | 391,699 | -2.1% | 0.75% | +40.2% |
| VPCBU | VPC IMPACT ACQUISITION HLDGunit 03/05/2026 | $5,023,000 | +1.9% | 500,000 | 0.0% | 0.74% | +22.6% | |
| AACU | ARES ACQUISITION CORPORATIONunit 99/99/9999 | $5,000,000 | 0.0% | 500,000 | 0.0% | 0.74% | +20.3% | |
| BWA | New | BORGWARNER INCcall | $4,903,000 | – | 101,000 | +100.0% | 0.73% | – |
| LEA | New | LEAR CORP | $4,825,000 | – | 27,528 | +100.0% | 0.71% | – |
| JWN | Buy | NORDSTROM INC | $4,049,000 | +90.5% | 110,714 | +97.3% | 0.60% | +128.6% |
| ANZUU | ANZU SPECIAL ACQUISITIN CORPunit 01/27/2026 | $3,997,000 | +0.2% | 399,700 | 0.0% | 0.59% | +20.6% | |
| CTAC | New | CERBERUS TELECOM ACQUISITION | $3,972,000 | – | 400,000 | +100.0% | 0.59% | – |
| COTY | New | COTY INCput | $3,549,000 | – | 380,000 | +100.0% | 0.52% | – |
| JCICU | JACK CREEK INVESTMENT CORPunit 10/01/2023 | $3,518,000 | +1.4% | 350,000 | 0.0% | 0.52% | +22.0% | |
| PDOTU | PERIDOT ACQUISITION CORP IIunit 99/99/9999 | $3,497,000 | +0.5% | 350,000 | 0.0% | 0.52% | +21.0% | |
| F | New | FORD MTR CO DELcall | $3,455,000 | – | 232,500 | +100.0% | 0.51% | – |
| RDFN | New | REDFIN CORPcall | $3,171,000 | – | 50,000 | +100.0% | 0.47% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $3,119,000 | – | 85,000 | +100.0% | 0.46% | – |
| CPB | New | CAMPBELL SOUP CO | $2,950,000 | – | 64,700 | +100.0% | 0.44% | – |
| HLF | New | HERBALIFE NUTRITION LTDput | $2,637,000 | – | 50,000 | +100.0% | 0.39% | – |
| PBI | New | PITNEY BOWES INCput | $2,631,000 | – | 300,000 | +100.0% | 0.39% | – |
| LEA | New | LEAR CORPcall | $2,629,000 | – | 15,000 | +100.0% | 0.39% | – |
| MITU | MASON INDUSTRIAL TECHNOLGY Iunit 99/99/9999 | $2,518,000 | +1.3% | 250,000 | 0.0% | 0.37% | +21.9% | |
| GSQDU | G SQUARED ASCEND I INCunit 99/99/9999 | $2,513,000 | +0.5% | 250,000 | 0.0% | 0.37% | +20.8% | |
| EJFAU | EJF ACQUISITION CORPunit 03/10/2026 | $2,495,000 | +0.3% | 250,000 | 0.0% | 0.37% | +20.6% | |
| DISH | New | DISH NETWORK CORPORATIONput | $2,466,000 | – | 59,000 | +100.0% | 0.36% | – |
| F | New | FORD MTR CO DELput | $2,229,000 | – | 150,000 | +100.0% | 0.33% | – |
| GEL | New | GENESIS ENERGY L Pcall | $2,206,000 | – | 190,000 | +100.0% | 0.33% | – |
| RC | Sell | READY CAPITAL CORP | $2,202,000 | -45.5% | 138,745 | -53.9% | 0.33% | -34.4% |
| KMI | KINDER MORGAN INC DEL | $2,169,000 | +9.5% | 119,000 | 0.0% | 0.32% | +31.6% | |
| KSS | New | KOHLS CORPcall | $2,067,000 | – | 37,500 | +100.0% | 0.31% | – |
| CAG | New | CONAGRA BRANDS INC | $2,029,000 | – | 55,779 | +100.0% | 0.30% | – |
| HERAU | FTAC HERA ACQUISITION CORPunit 02/28/2026 | $2,009,000 | +0.6% | 200,000 | 0.0% | 0.30% | +20.7% | |
| HIIIU | HUDSON EXECUTIVE INVES IIIunit 02/22/2026 | $1,998,000 | +0.7% | 200,000 | 0.0% | 0.30% | +21.3% | |
| VAQC | VECTOR ACQUISITION CORP II | $1,986,000 | +0.3% | 200,000 | 0.0% | 0.29% | +20.5% | |
| WYNN | Buy | WYNN RESORTS LTD | $1,931,000 | +448.6% | 15,792 | +462.2% | 0.29% | +565.1% |
| HAS | New | HASBRO INC | $1,920,000 | – | 20,318 | +100.0% | 0.28% | – |
| WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,902,000 | +1.3% | 2,000,000 | 0.0% | 0.28% | +22.1% | ||
| NBR | Buy | NABORS INDUSTRIES LTD | $1,869,000 | +114.3% | 16,360 | +75.4% | 0.28% | +158.9% |
| ACQRU | INDEPENDENCE HOLDINGS CORPunit 03/02/2026 | $1,798,000 | -0.1% | 180,000 | 0.0% | 0.27% | +19.8% | |
| BHC | New | BAUSCH HEALTH COS INCcall | $1,759,000 | – | 60,000 | +100.0% | 0.26% | – |
| GM | New | GENERAL MTRS CO | $1,687,000 | – | 28,519 | +100.0% | 0.25% | – |
| KIIIU | KISMET ACQUISITION THREE CORunit 99/99/9999 | $1,604,000 | +1.1% | 160,570 | 0.0% | 0.24% | +21.5% | |
| KRNLU | KERNEL GROUP HOLDINGS INCunit 99/99/9999 | $1,533,000 | +2.4% | 150,000 | 0.0% | 0.23% | +23.4% | |
| TMACU | THE MUSIC ACQUISITION CORPunit 99/99/9999 | $1,526,000 | +1.9% | 150,000 | 0.0% | 0.23% | +22.8% | |
| AGACU | AFRICAN GOLD ACQUISITION CORunit 99/99/9999 | $1,517,000 | +2.4% | 150,000 | 0.0% | 0.22% | +23.6% | |
| DHCAU | DHC ACQUISITION CORPunit 02/25/2026 | $1,506,000 | +0.5% | 150,000 | 0.0% | 0.22% | +21.2% | |
| FTEVU | FINTECH EVOLUTION ACQUIS GROunit 99/99/9999 | $1,497,000 | +1.1% | 150,000 | 0.0% | 0.22% | +22.0% | |
| ANACU | ARCTOS NORTHSTAR ACQUIS CORPunit 99/99/9999 | $1,500,000 | +0.1% | 150,000 | 0.0% | 0.22% | +20.7% | |
| TWNIU | TAILWIND INTERNATNAL ACQ CORunit 99/99/9999 | $1,500,000 | +1.1% | 150,000 | 0.0% | 0.22% | +21.3% | |
| KR | New | KROGER CO | $1,494,000 | – | 39,000 | +100.0% | 0.22% | – |
| SCOBU | SCION TECH GROWTH IIunit 99/99/9999 | $1,490,000 | -0.3% | 150,000 | 0.0% | 0.22% | +20.1% | |
| HCIIU | HUDSON EXECUTIVE INVS CORP Iunit 01/31/2027 | $1,494,000 | +1.5% | 150,000 | 0.0% | 0.22% | +22.1% | |
| GAMCU | GOLDEN ARROW MERGER CORPunit 07/31/2026 | $1,491,000 | -0.1% | 150,000 | 0.0% | 0.22% | +20.1% | |
| TSPQU | TCW SPECIAL PURPOSE ACQU CORunit 99/99/9999 | $1,496,000 | +0.3% | 150,000 | 0.0% | 0.22% | +20.1% | |
| ORC | New | ORCHID IS CAP INC | $1,479,000 | – | 284,925 | +100.0% | 0.22% | – |
| NYMT | Sell | NEW YORK MTG TR INC | $1,446,000 | -44.6% | 323,426 | -44.6% | 0.21% | -33.3% |
| PENNYMAC CORPnote 5.500%11/0 | $1,272,000 | +2.3% | 1,230,000 | 0.0% | 0.19% | +22.9% | ||
| TWI | New | TITAN INTL INC ILLput | $1,249,000 | – | 147,300 | +100.0% | 0.18% | – |
| EARN | New | ELLINGTON RESIDENTIAL MTG RE | $1,253,000 | – | 106,472 | +100.0% | 0.18% | – |
| APA | Buy | APA CORPORATION | $1,237,000 | +21.5% | 57,198 | +0.5% | 0.18% | +46.4% |
| KAIIU | KISMET ACQUISITION TWO CORPunit 99/99/9999 | $1,224,000 | 0.0% | 123,100 | 0.0% | 0.18% | +19.9% | |
| EQT | New | EQT CORP | $1,190,000 | – | 53,472 | +100.0% | 0.18% | – |
| AXL | AMERICAN AXLE & MFG HLDGS INcall | $1,139,000 | +7.1% | 110,000 | 0.0% | 0.17% | +29.0% | |
| LOKMU | LIVE OAK MOBILITY ACQUISI COunit 03/01/2028 | $1,004,000 | +0.6% | 100,000 | 0.0% | 0.15% | +21.1% | |
| ASZU | New | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $1,007,000 | – | 100,000 | +100.0% | 0.15% | – |
| LIIIU | LEO HOLDINGS III CORPunit 99/99/9999 | $1,008,000 | +2.9% | 100,000 | 0.0% | 0.15% | +23.1% | |
| SPAQU | SPARTAN ACQUISITION CORP IIIunit 99/99/9999 | $1,006,000 | +0.3% | 100,000 | 0.0% | 0.15% | +21.1% | |
| SBEAU | SILVERBOX ENGAGED MERGER COunit 03/31/2028 | $1,000,000 | +0.9% | 100,000 | 0.0% | 0.15% | +21.3% | |
| ARRWU | ARROWROOT ACQUISITION CORPunit 01/29/2026 | $1,003,000 | +0.8% | 100,000 | 0.0% | 0.15% | +21.3% | |
| HYACU | HAYMAKER ACQUISITION CORP IIunit 03/01/2026 | $1,003,000 | +0.9% | 100,000 | 0.0% | 0.15% | +21.3% | |
| ESMU | ESM ACQUISITION CORPORATIONunit 99/99/9999 | $1,000,000 | +0.6% | 100,000 | 0.0% | 0.15% | +21.3% | |
| MACCU | MISSION ADVANCEMENT CORPunit 99/99/9999 | $999,000 | +0.4% | 100,000 | 0.0% | 0.15% | +21.3% | |
| FACTU | FREEDOM ACQUISITION I CORPunit 99/99/9999 | $998,000 | 0.0% | 100,000 | 0.0% | 0.15% | +20.3% | |
| CRZNU | CORAZON CAPITAL V838 MONOCERunit 03/24/2026 | $1,000,000 | +0.5% | 100,000 | 0.0% | 0.15% | +21.3% | |
| POWRU | POWERED BRANDSunit 99/99/9999 | $1,001,000 | +0.9% | 100,000 | 0.0% | 0.15% | +21.3% | |
| VELOU | VELOCITY ACQUISITION CORPunit 99/99/9999 | $945,000 | +0.9% | 95,000 | 0.0% | 0.14% | +21.7% | |
| XLF | New | SELECT SECTOR SPDR TRfinancial | $917,000 | – | 25,000 | +100.0% | 0.14% | – |
| GLBLU | CARTESIAN GROWTH CORPunit 02/26/2028 | $918,000 | +0.3% | 92,000 | 0.0% | 0.14% | +20.4% | |
| LUMN | New | LUMEN TECHNOLOGIES INC | $896,000 | – | 65,965 | +100.0% | 0.13% | – |
| X | New | UNITED STATES STL CORP NEW | $873,000 | – | 36,359 | +100.0% | 0.13% | – |
| AMCX | New | AMC NETWORKS INCcall | $802,000 | – | 12,000 | +100.0% | 0.12% | – |
| SLAMU | SLAM CORPunit 99/99/9999 | $798,000 | +0.5% | 80,000 | 0.0% | 0.12% | +20.4% | |
| PMGMU | PRIVETERRA ACQUISITION CORPunit 99/99/9999 | $747,000 | +0.3% | 75,000 | 0.0% | 0.11% | +20.7% | |
| PFDRU | PATHFINDER ACQUISITION CORPunit 02/17/2026 | $737,000 | +0.4% | 74,187 | 0.0% | 0.11% | +21.1% | |
| GTPBU | GORES TECHNOLOGY PARTNERS IIunit 03/16/2028 | $723,000 | +3.4% | 70,000 | 0.0% | 0.11% | +24.4% | |
| CENHU | CENTRICUS ACQUISITION CORPunit 02/08/2028 | $717,000 | +3.0% | 70,000 | 0.0% | 0.11% | +23.3% | |
| GSEVU | GORES HOLDINGS VII INCunit 02/12/2028 | $704,000 | +1.0% | 70,000 | 0.0% | 0.10% | +20.9% | |
| GIIXU | GORES HLDGS VIII INCunit 02/01/2028 | $699,000 | -0.1% | 70,000 | 0.0% | 0.10% | +19.8% | |
| OHPAU | ORION ACQUISITION CORPunit 02/19/2026 | $694,000 | -0.9% | 70,000 | 0.0% | 0.10% | +19.8% | |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $688,000 | – | 44,560 | +100.0% | 0.10% | – |
| QRTEA | New | QURATE RETAIL INC | $629,000 | – | 48,088 | +100.0% | 0.09% | – |
| TZPSU | TZP STRATEGIES ACQUISTN CORPunit 01/06/2026 | $629,000 | -0.3% | 63,327 | 0.0% | 0.09% | +19.2% | |
| ZWRKU | Z-WORK ACQUISITION CORPunit 99/99/9999 | $618,000 | +0.5% | 61,786 | 0.0% | 0.09% | +19.7% | |
| OEPWU | ONE EQUITY PARTNERS OPEN WTRunit 01/14/2026 | $600,000 | +0.3% | 60,000 | 0.0% | 0.09% | +20.3% | |
| COLIU | COLICITY INCunit 02/24/2026 | $604,000 | -0.3% | 60,000 | 0.0% | 0.09% | +18.7% | |
| GEL | New | GENESIS ENERGY L Pput | $581,000 | – | 50,000 | +100.0% | 0.09% | – |
| DHC | New | DIVERSIFIED HEALTHCARE TR | $575,000 | – | 137,619 | +100.0% | 0.08% | – |
| BLUAU | BLUERIVER ACQUISITION CORPunit 01/04/2026 | $551,000 | +0.5% | 55,000 | 0.0% | 0.08% | +22.4% | |
| LGACU | LAZARD GROWTH ACQUISITION COunit 99/99/9999 | $549,000 | -0.2% | 55,000 | 0.0% | 0.08% | +19.1% | |
| RLGY | New | REALOGY HLDGS CORP | $532,000 | – | 29,208 | +100.0% | 0.08% | – |
| TSIBU | TISHMAN SPEYER INNOVATION COunit 02/11/2026 | $504,000 | +0.8% | 50,000 | 0.0% | 0.08% | +21.0% | |
| SCLEU | BROADSCALE ACQUISITION CORPunit 02/02/2026 | $510,000 | +1.0% | 51,000 | 0.0% | 0.08% | +21.0% | |
| XPDIU | POWER & DIGITAL INFRA ACQ COunit 99/99/9999 | $505,000 | +0.4% | 50,000 | 0.0% | 0.08% | +21.0% | |
| SDACU | SUSTAINABLE DEVELP ACQU I COunit 02/04/2026 | $509,000 | +2.2% | 50,000 | 0.0% | 0.08% | +23.0% | |
| SLCRU | SILVER CREST ACQUISITION CORunit 12/15/2025 | $502,000 | +1.0% | 50,000 | 0.0% | 0.07% | +21.3% | |
| RMGCU | RMG ACQUISITION CORP IIIunit 02/08/2026 | $500,000 | +0.4% | 50,000 | 0.0% | 0.07% | +21.3% | |
| TWLVU | TWELVE SEAS INVESTMENT CO IIunit 99/99/9999 | $498,000 | +1.0% | 50,000 | 0.0% | 0.07% | +21.3% | |
| FSNBU | FUSION ACQUISITION CORP IIunit 02/29/2028 | $500,000 | +0.6% | 50,000 | 0.0% | 0.07% | +21.3% | |
| FRSGU | FIRST RESERVE SUSTAINABLE GWunit 03/05/2026 | $500,000 | 0.0% | 50,000 | 0.0% | 0.07% | +19.4% | |
| AMPIU | ADVANCED MERGER PARTNERS INCunit 99/99/9999 | $500,000 | 0.0% | 50,000 | 0.0% | 0.07% | +19.4% | |
| SLACU | SOCIAL LEVERAGE ACQUISN CORPunit 99/99/9999 | $500,000 | +0.4% | 50,000 | 0.0% | 0.07% | +21.3% | |
| CVIIU | CHURCHILL CAPITAL CORP VIIunit 99/99/9999 | $501,000 | +0.4% | 50,000 | 0.0% | 0.07% | +21.3% | |
| CLRMU | CLARIM ACQUISITION CORPunit 99/99/9999 | $497,000 | -0.2% | 50,000 | 0.0% | 0.07% | +21.3% | |
| RXRAU | RXR ACQUISITION CORPunit 01/01/2025 | $499,000 | +1.4% | 50,000 | 0.0% | 0.07% | +21.3% | |
| CHAAU | CATCHA INVESTMENT CORPunit 99/99/9999 | $497,000 | -0.2% | 50,000 | 0.0% | 0.07% | +21.3% | |
| NAACU | NORTH ATLANTIC ACQUISITN CORunit 10/20/2025 | $502,000 | +0.8% | 50,000 | 0.0% | 0.07% | +21.3% | |
| DHBCU | DHB CAPITAL CORPunit 03/31/2028 | $500,000 | +0.8% | 50,000 | 0.0% | 0.07% | +21.3% | |
| CPTKU | CROWN PROPTECH ACQUISITIONSunit 99/99/9999 | $497,000 | 0.0% | 50,000 | 0.0% | 0.07% | +21.3% | |
| JWSMU | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $503,000 | -1.0% | 50,000 | 0.0% | 0.07% | +17.5% | |
| CLW | New | CLEARWATER PAPER CORP | $468,000 | – | 16,163 | +100.0% | 0.07% | – |
| OSTRU | OYSTER ENTERPRISES ACQ CORPunit 01/20/2026 | $435,000 | +0.9% | 43,574 | 0.0% | 0.06% | +20.8% | |
| ISOSU | ISOS ACQUISITION CORPORATIONunit 99/99/9999 | $408,000 | +2.5% | 40,000 | 0.0% | 0.06% | +22.4% | |
| GTPAU | GORES TECHNOLOGY PARTNERS INunit 03/16/2028 | $402,000 | +0.5% | 40,000 | 0.0% | 0.06% | +22.4% | |
| TGI | New | TRIUMPH GROUP INC NEW | $397,000 | – | 19,151 | +100.0% | 0.06% | – |
| GHACU | GAMING & HOSPITALITY ACQU COunit 02/04/2028 | $399,000 | +0.8% | 40,000 | 0.0% | 0.06% | +20.4% | |
| CSTAU | CONSTELLATION ACQUISITN CORPunit 99/99/9999 | $400,000 | +1.0% | 40,000 | 0.0% | 0.06% | +20.4% | |
| EQHAU | EQ HEALTH ACQUISITION CORPunit 02/02/2028 | $349,000 | +0.6% | 35,000 | 0.0% | 0.05% | +20.9% | |
| TWOA | New | TWO | $310,000 | – | 12,231 | +100.0% | 0.05% | – |
| GNACU | GROUP NINE ACQUISITION CORPunit 01/15/2026 | $287,000 | -1.4% | 28,529 | 0.0% | 0.04% | +16.7% | |
| HUGSU | USHG ACQUISITION CORPunit 99/99/9999 | $258,000 | -0.4% | 25,750 | 0.0% | 0.04% | +18.8% | |
| ATAQU | ALTIMAR ACQUISITION CORP IIIunit 99/99/9999 | $253,000 | +1.2% | 25,000 | 0.0% | 0.04% | +19.4% | |
| SHACU | SCP & CO HEALTHCARE ACQUSTNunit 10/27/2025 | $252,000 | +1.2% | 25,000 | 0.0% | 0.04% | +19.4% | |
| DNZU | D AND Z MEDIA ACQUISITION COunit 99/99/9999 | $249,000 | +0.8% | 25,000 | 0.0% | 0.04% | +23.3% | |
| RRD | New | DONNELLEY R R & SONS CO | $228,000 | – | 36,263 | +100.0% | 0.03% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $216,000 | – | 1,658 | +100.0% | 0.03% | – |
| KCACU | KENSINGTON CAPITAL ACQUISITIunit 99/99/9999 | $208,000 | +1.5% | 20,000 | 0.0% | 0.03% | +24.0% | |
| SPGSU | SIMON PROPERTY GRP ACQ HOLDIunit 99/99/9999 | $201,000 | 0.0% | 20,000 | 0.0% | 0.03% | +20.0% | |
| SNIIU | SUPERNOVA PARTNERS ACQUISTNunit 99/99/9999 | $200,000 | -0.5% | 20,000 | 0.0% | 0.03% | +20.0% | |
| KURIU | ALKURI GLOBAL ACQUISITION COunit 01/01/2028 | $205,000 | +3.5% | 20,000 | 0.0% | 0.03% | +25.0% | |
| APGBU | APOLLO STRATEGIC GRWT CPTL Iunit 99/99/9999 | $200,000 | 0.0% | 20,000 | 0.0% | 0.03% | +20.0% | |
| ITQRU | ITIQUIRA ACQUISITION CORPunit 02/03/2026 | $200,000 | +0.5% | 20,000 | 0.0% | 0.03% | +25.0% | |
| ENNVU | ECP ENVIRONMENTAL GW OPT CORunit 03/01/2026 | $203,000 | +0.5% | 20,000 | 0.0% | 0.03% | +20.0% | |
| GMIIU | GORES METROPOULOS II INCunit 01/31/2028 | $203,000 | +0.5% | 20,000 | 0.0% | 0.03% | +20.0% | |
| TBCPU | THUNDER BRIDGE CAP PRTNRS IIunit 02/15/2028 | $200,000 | +1.0% | 20,000 | 0.0% | 0.03% | +25.0% | |
| WARRU | WARRIOR TECHNOLOGIES ACQUI Cunit 03/31/2028 | $151,000 | +1.3% | 15,000 | 0.0% | 0.02% | +22.2% | |
| GMBTU | QUEENS GAMBIT GROWTH CAPITALunit 01/19/2026 | $150,000 | -0.7% | 15,000 | 0.0% | 0.02% | +15.8% | |
| TCACU | TUATARA CAPITAL ACQUISITN COunit 99/99/9999 | $125,000 | +1.6% | 12,300 | 0.0% | 0.02% | +26.7% | |
| IMH | IMPAC MTG HLDGS INC | $110,000 | +5.8% | 51,900 | 0.0% | 0.02% | +23.1% | |
| IBERU | IBERE PHARMACEUTICALSunit 99/99/9999 | $101,000 | +2.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| KVSA | KHOSLA VENTURES ACQUISITIONcl a | $99,000 | -2.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| DHHCU | DIAMONDHEAD HOLDINGS CORPunit 01/21/2026 | $100,000 | +1.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| DCRNU | DECARBONIZATION PLUS ACQU IIunit 01/19/2026 | $103,000 | +2.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| MACQU | MCAP ACQUISITION CORPunit 02/18/2030 | $100,000 | 0.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| CLIMU | CLIMATE REAL IMPACT SLUTINSunit 99/99/9999 | $101,000 | +1.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| PRPCU | CC NEUBERGER PRINCIPAL HOLDNunit 99/99/9999 | $100,000 | 0.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| PVU | PRIMAVERA CAPITAL ACQUIST COunit 01/19/2026 | $102,000 | -1.0% | 10,000 | 0.0% | 0.02% | +15.4% | |
| SSAAU | SCIENCE STRATEGIC ACQ ALPHAunit 01/20/2026 | $99,000 | 0.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| THMAU | THIMBLE POINT ACQUISITION COunit 99/99/9999 | $104,000 | +4.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| BRPMU | B RILEY PRINCIPAL 150 MERGERunit 99/99/9999 | $101,000 | +1.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| FSSIU | FORTISTAR SUSTAINABLE SOL COunit 01/14/2026 | $103,000 | +4.0% | 10,000 | 0.0% | 0.02% | +25.0% | |
| EXPE | Exit | EXPEDIA GROUP INC | $0 | – | -900 | -100.0% | -0.02% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,876 | -100.0% | -0.03% | – |
| ROTU | Exit | ROTOR ACQUISITION CORPunit 06/15/2027 | $0 | – | -40,713 | -100.0% | -0.05% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,048 | -100.0% | -0.06% | – |
| AURCU | Exit | AURORA ACQUISITION CORPunit 03/02/2026 | $0 | – | -50,000 | -100.0% | -0.06% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -46,991 | -100.0% | -0.07% | – |
| LFT | Exit | LUMENT FINANCE TRUST INC | $0 | – | -181,858 | -100.0% | -0.08% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2,922 | -100.0% | -0.09% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -32,187 | -100.0% | -0.09% | – |
| AUSU | Exit | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $0 | – | -70,000 | -100.0% | -0.09% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -70,710 | -100.0% | -0.09% | – |
| PFE | Exit | PFIZER INC | $0 | – | -22,536 | -100.0% | -0.10% | – |
| SRNGU | Exit | SOARING EAGLE ACQUISITION COunit 02/23/2026 | $0 | – | -100,000 | -100.0% | -0.12% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -1,706 | -100.0% | -0.13% | – |
| K | Exit | KELLOGG CO | $0 | – | -17,317 | -100.0% | -0.14% | – |
| LUMN | Exit | LUMEN TECHNOLOGIES INCcall | $0 | – | -120,000 | -100.0% | -0.20% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INCput | $0 | – | -33,000 | -100.0% | -0.20% | – |
| ABR | Exit | ARBOR REALTY TRUST INC | $0 | – | -128,358 | -100.0% | -0.25% | – |
| CCL | Exit | CARNIVAL CORPcall | $0 | – | -87,500 | -100.0% | -0.29% | – |
| EXPE | Exit | EXPEDIA GROUP INCput | $0 | – | -13,500 | -100.0% | -0.29% | – |
| KHC | Exit | KRAFT HEINZ COcall | $0 | – | -65,000 | -100.0% | -0.32% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCput | $0 | – | -153,000 | -100.0% | -0.45% | – |
| TDG | Exit | TRANSDIGM GROUP INCcall | $0 | – | -7,500 | -100.0% | -0.54% | – |
| VPCCU | Exit | VPC IMPACT ACQU HOLDI III INunit 99/99/9999 | $0 | – | -500,000 | -100.0% | -0.61% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -403,600 | -100.0% | -0.69% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -120,000 | -100.0% | -0.70% | – |
| AGNC | Exit | AGNC INVT CORPput | $0 | – | -360,000 | -100.0% | -0.74% | – |
| MTG | Exit | MGIC INVT CORP WISput | $0 | – | -500,000 | -100.0% | -0.85% | – |
| NLY | Exit | ANNALY CAPITAL MANAGEMENT INput | $0 | – | -900,000 | -100.0% | -0.95% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -30,000 | -100.0% | -1.46% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -783,372 | -100.0% | -1.62% | – |
| XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -344,300 | -100.0% | -2.08% | – |
| IWM | Exit | ISHARES TRcall | $0 | – | -330,000 | -100.0% | -8.97% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-08-16
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.