$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 82.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRput | $107,418,000 | -54.1% | 1,220,100 | -54.5% | 15.90% | -44.8% |
| Sell | NABORS INDS INC NEWnote 0.750% 1/1 | $49,452,000 | -11.2% | 54,734,000 | -27.7% | 7.32% | +6.8% | |
| QQQ | Sell | INVESCO QQQ TRput | $23,038,000 | -67.9% | 65,000 | -71.1% | 3.41% | -61.4% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $13,698,000 | -80.8% | 32,000 | -82.2% | 2.03% | -76.9% |
| AJX | Sell | GREAT AJAX CORP | $5,084,000 | +16.6% | 391,699 | -2.1% | 0.75% | +40.2% |
| RC | Sell | READY CAPITAL CORP | $2,202,000 | -45.5% | 138,745 | -53.9% | 0.33% | -34.4% |
| NYMT | Sell | NEW YORK MTG TR INC | $1,446,000 | -44.6% | 323,426 | -44.6% | 0.21% | -33.3% |
| 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.