$813 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 161 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 348.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Buy | ISHARES TRput | $233,974,000 | +67.8% | 2,683,800 | +68.1% | 28.80% | -16.2% |
| IWM | New | ISHARES TRcall | $72,910,000 | – | 330,000 | +100.0% | 8.97% | – |
| QQQ | New | INVESCO QQQ TRput | $71,804,000 | – | 225,000 | +100.0% | 8.84% | – |
| SPY | Buy | SPDR S&P 500 ETF TRput | $71,340,000 | +663.2% | 180,000 | +620.0% | 8.78% | +280.9% |
| Sell | NABORS INDS INC NEWnote 0.750% 1/1 | $55,664,000 | +23.7% | 75,734,000 | -12.3% | 6.85% | -38.3% | |
| Buy | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $37,656,000 | +122.4% | 39,045,000 | +118.2% | 4.63% | +11.0% | |
| PFF | New | ISHARES TRput | $20,736,000 | – | 540,000 | +100.0% | 2.55% | – |
| XLE | Buy | SELECT SECTOR SPDR TRcall | $16,892,000 | – | 344,300 | +129.5% | 2.08% | – |
| EFC | Sell | ELLINGTON FINANCIAL INC | $13,623,000 | +7.9% | 850,250 | -0.1% | 1.68% | -46.1% |
| AGNC | Buy | AGNC INVT CORP | $13,129,000 | +356.2% | 783,372 | +324.6% | 1.62% | +127.6% |
| SPY | New | SPDR S&P 500 ETF TRcall | $11,890,000 | – | 30,000 | +100.0% | 1.46% | – |
| NLY | New | ANNALY CAPITAL MANAGEMENT INput | $7,740,000 | – | 900,000 | +100.0% | 0.95% | – |
| MTG | New | MGIC INVT CORP WISput | $6,925,000 | – | 500,000 | +100.0% | 0.85% | – |
| AGNC | New | AGNC INVT CORPput | $6,034,000 | – | 360,000 | +100.0% | 0.74% | – |
| ESNT | New | ESSENT GROUP LTD | $5,699,000 | – | 120,000 | +100.0% | 0.70% | – |
| MTG | New | MGIC INVT CORP WIS | $5,590,000 | – | 403,600 | +100.0% | 0.69% | – |
| AACU | New | ARES ACQUISITION CORPORATIONunit 99/99/9999 | $5,000,000 | – | 500,000 | +100.0% | 0.62% | – |
| VPCCU | New | VPC IMPACT ACQU HOLDI III INunit 99/99/9999 | $4,935,000 | – | 500,000 | +100.0% | 0.61% | – |
| VPCBU | New | VPC IMPACT ACQUISITION HLDGunit 03/05/2026 | $4,930,000 | – | 500,000 | +100.0% | 0.61% | – |
| TDG | New | TRANSDIGM GROUP INCcall | $4,409,000 | – | 7,500 | +100.0% | 0.54% | – |
| AJX | Sell | GREAT AJAX CORP | $4,361,000 | -18.9% | 400,097 | -22.2% | 0.54% | -59.5% |
| PFSI | Buy | PENNYMAC FINL SVCS INC NEW | $4,102,000 | +423.2% | 61,343 | +413.8% | 0.50% | +161.7% |
| RC | Sell | READY CAPITAL CORP | $4,042,000 | -22.8% | 301,200 | -28.4% | 0.50% | -61.5% |
| ANZUU | New | ANZU SPECIAL ACQUISITIN CORPunit 01/27/2026 | $3,989,000 | – | 399,700 | +100.0% | 0.49% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INCput | $3,657,000 | -46.4% | 153,000 | -64.7% | 0.45% | -73.3% |
| PDOTU | New | PERIDOT ACQUISITION CORP IIunit 99/99/9999 | $3,479,000 | – | 350,000 | +100.0% | 0.43% | – |
| JCICU | New | JACK CREEK INVESTMENT CORPunit 10/01/2023 | $3,469,000 | – | 350,000 | +100.0% | 0.43% | – |
| COOP | Buy | MR COOPER GROUP INC | $3,344,000 | +37.7% | 96,197 | +22.9% | 0.41% | -31.2% |
| NYMT | Sell | NEW YORK MTG TR INC | $2,608,000 | -71.7% | 583,426 | -76.7% | 0.32% | -85.9% |
| KHC | New | KRAFT HEINZ COcall | $2,600,000 | – | 65,000 | +100.0% | 0.32% | – |
| MFA | Sell | MFA FINL INC | $2,561,000 | -57.6% | 629,231 | -59.5% | 0.32% | -78.8% |
| GSQDU | New | G SQUARED ASCEND I INCunit 99/99/9999 | $2,500,000 | – | 250,000 | +100.0% | 0.31% | – |
| EJFAU | New | EJF ACQUISITION CORPunit 03/10/2026 | $2,488,000 | – | 250,000 | +100.0% | 0.31% | – |
| MITU | New | MASON INDUSTRIAL TECHNOLGY Iunit 99/99/9999 | $2,485,000 | – | 250,000 | +100.0% | 0.31% | – |
| EXPE | EXPEDIA GROUP INCput | $2,324,000 | +30.1% | 13,500 | 0.0% | 0.29% | -35.1% | |
| CCL | New | CARNIVAL CORPcall | $2,322,000 | – | 87,500 | +100.0% | 0.29% | – |
| JWN | New | NORDSTROM INC | $2,125,000 | – | 56,121 | +100.0% | 0.26% | – |
| ABR | New | ARBOR REALTY TRUST INC | $2,041,000 | – | 128,358 | +100.0% | 0.25% | – |
| HERAU | New | FTAC HERA ACQUISITION CORPunit 02/28/2026 | $1,998,000 | – | 200,000 | +100.0% | 0.25% | – |
| HIIIU | New | HUDSON EXECUTIVE INVES IIIunit 02/22/2026 | $1,984,000 | – | 200,000 | +100.0% | 0.24% | – |
| KMI | New | KINDER MORGAN INC DEL | $1,981,000 | – | 119,000 | +100.0% | 0.24% | – |
| VAQC | New | VECTOR ACQUISITION CORP II | $1,980,000 | – | 200,000 | +100.0% | 0.24% | – |
| WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,877,000 | +6.8% | 2,000,000 | 0.0% | 0.23% | -46.7% | ||
| ACQRU | New | INDEPENDENCE HOLDINGS CORPunit 03/02/2026 | $1,800,000 | – | 180,000 | +100.0% | 0.22% | – |
| SPR | SPIRIT AEROSYSTEMS HLDGS INCput | $1,605,000 | +24.3% | 33,000 | 0.0% | 0.20% | -37.7% | |
| LUMN | New | LUMEN TECHNOLOGIES INCcall | $1,603,000 | – | 120,000 | +100.0% | 0.20% | – |
| KIIIU | New | KISMET ACQUISITION THREE CORunit 99/99/9999 | $1,586,000 | – | 160,570 | +100.0% | 0.20% | – |
| DHCAU | New | DHC ACQUISITION CORPunit 02/25/2026 | $1,499,000 | – | 150,000 | +100.0% | 0.18% | – |
| TSPQU | New | TCW SPECIAL PURPOSE ACQU CORunit 99/99/9999 | $1,492,000 | – | 150,000 | +100.0% | 0.18% | – |
| SCOBU | New | SCION TECH GROWTH IIunit 99/99/9999 | $1,494,000 | – | 150,000 | +100.0% | 0.18% | – |
| KRNLU | New | KERNEL GROUP HOLDINGS INCunit 99/99/9999 | $1,497,000 | – | 150,000 | +100.0% | 0.18% | – |
| ANACU | New | ARCTOS NORTHSTAR ACQUIS CORPunit 99/99/9999 | $1,499,000 | – | 150,000 | +100.0% | 0.18% | – |
| TMACU | New | THE MUSIC ACQUISITION CORPunit 99/99/9999 | $1,497,000 | – | 150,000 | +100.0% | 0.18% | – |
| GAMCU | New | GOLDEN ARROW MERGER CORPunit 07/31/2026 | $1,492,000 | – | 150,000 | +100.0% | 0.18% | – |
| TWNIU | New | TAILWIND INTERNATNAL ACQ CORunit 99/99/9999 | $1,484,000 | – | 150,000 | +100.0% | 0.18% | – |
| AGACU | New | AFRICAN GOLD ACQUISITION CORunit 99/99/9999 | $1,482,000 | – | 150,000 | +100.0% | 0.18% | – |
| FTEVU | New | FINTECH EVOLUTION ACQUIS GROunit 99/99/9999 | $1,481,000 | – | 150,000 | +100.0% | 0.18% | – |
| HCIIU | New | HUDSON EXECUTIVE INVS CORP Iunit 01/31/2027 | $1,472,000 | – | 150,000 | +100.0% | 0.18% | – |
| PENNYMAC CORPnote 5.500%11/0 | $1,243,000 | +2.1% | 1,230,000 | 0.0% | 0.15% | -49.0% | ||
| KAIIU | New | KISMET ACQUISITION TWO CORPunit 99/99/9999 | $1,224,000 | – | 123,100 | +100.0% | 0.15% | – |
| K | New | KELLOGG CO | $1,096,000 | – | 17,317 | +100.0% | 0.14% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INcall | $1,063,000 | – | 110,000 | +100.0% | 0.13% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $1,053,000 | – | 1,706 | +100.0% | 0.13% | – |
| APA | New | APA CORPORATION | $1,018,000 | – | 56,893 | +100.0% | 0.12% | – |
| SRNGU | New | SOARING EAGLE ACQUISITION COunit 02/23/2026 | $1,012,000 | – | 100,000 | +100.0% | 0.12% | – |
| SPAQU | New | SPARTAN ACQUISITION CORP IIIunit 99/99/9999 | $1,003,000 | – | 100,000 | +100.0% | 0.12% | – |
| LOKMU | New | LIVE OAK MOBILITY ACQUISI COunit 03/01/2028 | $998,000 | – | 100,000 | +100.0% | 0.12% | – |
| FACTU | New | FREEDOM ACQUISITION I CORPunit 99/99/9999 | $998,000 | – | 100,000 | +100.0% | 0.12% | – |
| ESMU | New | ESM ACQUISITION CORPORATIONunit 99/99/9999 | $994,000 | – | 100,000 | +100.0% | 0.12% | – |
| MACCU | New | MISSION ADVANCEMENT CORPunit 99/99/9999 | $995,000 | – | 100,000 | +100.0% | 0.12% | – |
| HYACU | New | HAYMAKER ACQUISITION CORP IIunit 03/01/2026 | $994,000 | – | 100,000 | +100.0% | 0.12% | – |
| ARRWU | New | ARROWROOT ACQUISITION CORPunit 01/29/2026 | $995,000 | – | 100,000 | +100.0% | 0.12% | – |
| SBEAU | New | SILVERBOX ENGAGED MERGER COunit 03/31/2028 | $991,000 | – | 100,000 | +100.0% | 0.12% | – |
| CRZNU | New | CORAZON CAPITAL V838 MONOCERunit 03/24/2026 | $995,000 | – | 100,000 | +100.0% | 0.12% | – |
| POWRU | New | POWERED BRANDSunit 99/99/9999 | $992,000 | – | 100,000 | +100.0% | 0.12% | – |
| LIIIU | New | LEO HOLDINGS III CORPunit 99/99/9999 | $980,000 | – | 100,000 | +100.0% | 0.12% | – |
| VELOU | New | VELOCITY ACQUISITION CORPunit 99/99/9999 | $937,000 | – | 95,000 | +100.0% | 0.12% | – |
| GLBLU | New | CARTESIAN GROWTH CORPunit 02/26/2028 | $915,000 | – | 92,000 | +100.0% | 0.11% | – |
| NBR | New | NABORS INDUSTRIES LTD | $872,000 | – | 9,327 | +100.0% | 0.11% | – |
| PFE | New | PFIZER INC | $816,000 | – | 22,536 | +100.0% | 0.10% | – |
| SLAMU | New | SLAM CORPunit 99/99/9999 | $794,000 | – | 80,000 | +100.0% | 0.10% | – |
| PMGMU | New | PRIVETERRA ACQUISITION CORPunit 99/99/9999 | $745,000 | – | 75,000 | +100.0% | 0.09% | – |
| RWT | New | REDWOOD TR INC | $736,000 | – | 70,710 | +100.0% | 0.09% | – |
| PFDRU | New | PATHFINDER ACQUISITION CORPunit 02/17/2026 | $734,000 | – | 74,187 | +100.0% | 0.09% | – |
| AUSU | New | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $703,000 | – | 70,000 | +100.0% | 0.09% | – |
| DVN | Sell | DEVON ENERGY CORP NEW | $703,000 | -73.5% | 32,187 | -80.8% | 0.09% | -86.7% |
| BDX | New | BECTON DICKINSON & CO | $710,000 | – | 2,922 | +100.0% | 0.09% | – |
| GIIXU | New | GORES HLDGS VIII INCunit 02/01/2028 | $700,000 | – | 70,000 | +100.0% | 0.09% | – |
| OHPAU | New | ORION ACQUISITION CORPunit 02/19/2026 | $700,000 | – | 70,000 | +100.0% | 0.09% | – |
| CENHU | New | CENTRICUS ACQUISITION CORPunit 02/08/2028 | $696,000 | – | 70,000 | +100.0% | 0.09% | – |
| GTPBU | New | GORES TECHNOLOGY PARTNERS IIunit 03/16/2028 | $699,000 | – | 70,000 | +100.0% | 0.09% | – |
| GSEVU | New | GORES HOLDINGS VII INCunit 02/12/2028 | $697,000 | – | 70,000 | +100.0% | 0.09% | – |
| LFT | Sell | LUMENT FINANCE TRUST INC | $642,000 | -30.4% | 181,858 | -35.5% | 0.08% | -65.2% |
| TZPSU | New | TZP STRATEGIES ACQUISTN CORPunit 01/06/2026 | $631,000 | – | 63,327 | +100.0% | 0.08% | – |
| ZWRKU | New | Z-WORK ACQUISITION CORPunit 99/99/9999 | $615,000 | – | 61,786 | +100.0% | 0.08% | – |
| COLIU | New | COLICITY INCunit 02/24/2026 | $606,000 | – | 60,000 | +100.0% | 0.08% | – |
| OEPWU | New | ONE EQUITY PARTNERS OPEN WTRunit 01/14/2026 | $598,000 | – | 60,000 | +100.0% | 0.07% | – |
| GPMT | Sell | GRANITE PT MTG TR INC | $562,000 | -69.5% | 46,991 | -74.5% | 0.07% | -84.8% |
| LGACU | New | LAZARD GROWTH ACQUISITION COunit 99/99/9999 | $550,000 | – | 55,000 | +100.0% | 0.07% | – |
| BLUAU | New | BLUERIVER ACQUISITION CORPunit 01/04/2026 | $548,000 | – | 55,000 | +100.0% | 0.07% | – |
| AURCU | New | AURORA ACQUISITION CORPunit 03/02/2026 | $517,000 | – | 50,000 | +100.0% | 0.06% | – |
| JWSMU | New | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $508,000 | – | 50,000 | +100.0% | 0.06% | – |
| XPDIU | New | POWER & DIGITAL INFRA ACQ COunit 99/99/9999 | $503,000 | – | 50,000 | +100.0% | 0.06% | – |
| AMPIU | New | ADVANCED MERGER PARTNERS INCunit 99/99/9999 | $500,000 | – | 50,000 | +100.0% | 0.06% | – |
| TSIBU | New | TISHMAN SPEYER INNOVATION COunit 02/11/2026 | $500,000 | – | 50,000 | +100.0% | 0.06% | – |
| SCLEU | New | BROADSCALE ACQUISITION CORPunit 02/02/2026 | $505,000 | – | 51,000 | +100.0% | 0.06% | – |
| FRSGU | New | FIRST RESERVE SUSTAINABLE GWunit 03/05/2026 | $500,000 | – | 50,000 | +100.0% | 0.06% | – |
| FSNBU | New | FUSION ACQUISITION CORP IIunit 02/29/2028 | $497,000 | – | 50,000 | +100.0% | 0.06% | – |
| SDACU | New | SUSTAINABLE DEVELP ACQU I COunit 02/04/2026 | $498,000 | – | 50,000 | +100.0% | 0.06% | – |
| RMGCU | New | RMG ACQUISITION CORP IIIunit 02/08/2026 | $498,000 | – | 50,000 | +100.0% | 0.06% | – |
| RXRAU | New | RXR ACQUISITION CORPunit 01/01/2025 | $492,000 | – | 50,000 | +100.0% | 0.06% | – |
| DHBCU | New | DHB CAPITAL CORPunit 03/31/2028 | $496,000 | – | 50,000 | +100.0% | 0.06% | – |
| NAACU | New | NORTH ATLANTIC ACQUISITN CORunit 10/20/2025 | $498,000 | – | 50,000 | +100.0% | 0.06% | – |
| CVIIU | New | CHURCHILL CAPITAL CORP VIIunit 99/99/9999 | $499,000 | – | 50,000 | +100.0% | 0.06% | – |
| CLRMU | New | CLARIM ACQUISITION CORPunit 99/99/9999 | $498,000 | – | 50,000 | +100.0% | 0.06% | – |
| CPTKU | New | CROWN PROPTECH ACQUISITIONSunit 99/99/9999 | $497,000 | – | 50,000 | +100.0% | 0.06% | – |
| TWLVU | New | TWELVE SEAS INVESTMENT CO IIunit 99/99/9999 | $493,000 | – | 50,000 | +100.0% | 0.06% | – |
| SLACU | New | SOCIAL LEVERAGE ACQUISN CORPunit 99/99/9999 | $498,000 | – | 50,000 | +100.0% | 0.06% | – |
| SLCRU | New | SILVER CREST ACQUISITION CORunit 12/15/2025 | $497,000 | – | 50,000 | +100.0% | 0.06% | – |
| CHAAU | New | CATCHA INVESTMENT CORPunit 99/99/9999 | $498,000 | – | 50,000 | +100.0% | 0.06% | – |
| MSFT | Buy | MICROSOFT CORP | $483,000 | +9.8% | 2,048 | +3.5% | 0.06% | -45.4% |
| OSTRU | New | OYSTER ENTERPRISES ACQ CORPunit 01/20/2026 | $431,000 | – | 43,574 | +100.0% | 0.05% | – |
| ROTU | New | ROTOR ACQUISITION CORPunit 06/15/2027 | $408,000 | – | 40,713 | +100.0% | 0.05% | – |
| GTPAU | New | GORES TECHNOLOGY PARTNERS INunit 03/16/2028 | $400,000 | – | 40,000 | +100.0% | 0.05% | – |
| GHACU | New | GAMING & HOSPITALITY ACQU COunit 02/04/2028 | $396,000 | – | 40,000 | +100.0% | 0.05% | – |
| CSTAU | New | CONSTELLATION ACQUISITN CORPunit 99/99/9999 | $396,000 | – | 40,000 | +100.0% | 0.05% | – |
| ISOSU | New | ISOS ACQUISITION CORPORATIONunit 99/99/9999 | $398,000 | – | 40,000 | +100.0% | 0.05% | – |
| EQHAU | New | EQ HEALTH ACQUISITION CORPunit 02/02/2028 | $347,000 | – | 35,000 | +100.0% | 0.04% | – |
| WYNN | New | WYNN RESORTS LTD | $352,000 | – | 2,809 | +100.0% | 0.04% | – |
| GNACU | New | GROUP NINE ACQUISITION CORPunit 01/15/2026 | $291,000 | – | 28,529 | +100.0% | 0.04% | – |
| HUGSU | New | USHG ACQUISITION CORPunit 99/99/9999 | $259,000 | – | 25,750 | +100.0% | 0.03% | – |
| SHACU | New | SCP & CO HEALTHCARE ACQUSTNunit 10/27/2025 | $249,000 | – | 25,000 | +100.0% | 0.03% | – |
| ATAQU | New | ALTIMAR ACQUISITION CORP IIIunit 99/99/9999 | $250,000 | – | 25,000 | +100.0% | 0.03% | – |
| DNZU | New | D AND Z MEDIA ACQUISITION COunit 99/99/9999 | $247,000 | – | 25,000 | +100.0% | 0.03% | – |
| AAPL | New | APPLE INC | $229,000 | – | 1,876 | +100.0% | 0.03% | – |
| ENNVU | New | ECP ENVIRONMENTAL GW OPT CORunit 03/01/2026 | $202,000 | – | 20,000 | +100.0% | 0.02% | – |
| KCACU | New | KENSINGTON CAPITAL ACQUISITIunit 99/99/9999 | $205,000 | – | 20,000 | +100.0% | 0.02% | – |
| SNIIU | New | SUPERNOVA PARTNERS ACQUISTNunit 99/99/9999 | $201,000 | – | 20,000 | +100.0% | 0.02% | – |
| SPGSU | New | SIMON PROPERTY GRP ACQ HOLDIunit 99/99/9999 | $201,000 | – | 20,000 | +100.0% | 0.02% | – |
| GMIIU | New | GORES METROPOULOS II INCunit 01/31/2028 | $202,000 | – | 20,000 | +100.0% | 0.02% | – |
| APGBU | New | APOLLO STRATEGIC GRWT CPTL Iunit 99/99/9999 | $200,000 | – | 20,000 | +100.0% | 0.02% | – |
| ITQRU | New | ITIQUIRA ACQUISITION CORPunit 02/03/2026 | $199,000 | – | 20,000 | +100.0% | 0.02% | – |
| KURIU | New | ALKURI GLOBAL ACQUISITION COunit 01/01/2028 | $198,000 | – | 20,000 | +100.0% | 0.02% | – |
| TBCPU | New | THUNDER BRIDGE CAP PRTNRS IIunit 02/15/2028 | $198,000 | – | 20,000 | +100.0% | 0.02% | – |
| GMBTU | New | QUEENS GAMBIT GROWTH CAPITALunit 01/19/2026 | $151,000 | – | 15,000 | +100.0% | 0.02% | – |
| EXPE | Sell | EXPEDIA GROUP INC | $155,000 | -60.6% | 900 | -69.7% | 0.02% | -80.4% |
| WARRU | New | WARRIOR TECHNOLOGIES ACQUI Cunit 03/31/2028 | $149,000 | – | 15,000 | +100.0% | 0.02% | – |
| TCACU | New | TUATARA CAPITAL ACQUISITN COunit 99/99/9999 | $123,000 | – | 12,300 | +100.0% | 0.02% | – |
| IMH | IMPAC MTG HLDGS INC | $104,000 | -34.2% | 51,900 | 0.0% | 0.01% | -66.7% | |
| PVU | New | PRIMAVERA CAPITAL ACQUIST COunit 01/19/2026 | $103,000 | – | 10,000 | +100.0% | 0.01% | – |
| SSAAU | New | SCIENCE STRATEGIC ACQ ALPHAunit 01/20/2026 | $99,000 | – | 10,000 | +100.0% | 0.01% | – |
| DHHCU | New | DIAMONDHEAD HOLDINGS CORPunit 01/21/2026 | $99,000 | – | 10,000 | +100.0% | 0.01% | – |
| DCRNU | New | DECARBONIZATION PLUS ACQU IIunit 01/19/2026 | $101,000 | – | 10,000 | +100.0% | 0.01% | – |
| IBERU | New | IBERE PHARMACEUTICALSunit 99/99/9999 | $99,000 | – | 10,000 | +100.0% | 0.01% | – |
| PRPCU | New | CC NEUBERGER PRINCIPAL HOLDNunit 99/99/9999 | $100,000 | – | 10,000 | +100.0% | 0.01% | – |
| MACQU | New | MCAP ACQUISITION CORPunit 02/18/2030 | $100,000 | – | 10,000 | +100.0% | 0.01% | – |
| CLIMU | New | CLIMATE REAL IMPACT SLUTINSunit 99/99/9999 | $100,000 | – | 10,000 | +100.0% | 0.01% | – |
| FSSIU | New | FORTISTAR SUSTAINABLE SOL COunit 01/14/2026 | $99,000 | – | 10,000 | +100.0% | 0.01% | – |
| KVSA | New | KHOSLA VENTURES ACQUISITIONcl a | $101,000 | – | 10,000 | +100.0% | 0.01% | – |
| BRPMU | New | B RILEY PRINCIPAL 150 MERGERunit 99/99/9999 | $100,000 | – | 10,000 | +100.0% | 0.01% | – |
| THMAU | New | THIMBLE POINT ACQUISITION COunit 99/99/9999 | $100,000 | – | 10,000 | +100.0% | 0.01% | – |
| QQQ | Exit | INVESCO QQQ TRcall | $0 | – | -210,000 | -100.0% | 0.00% | – |
| KRE | Exit | SPDR SER TRcall | $0 | – | -100,000 | -100.0% | 0.00% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -40,000 | -100.0% | -0.07% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -23,000 | -100.0% | -0.07% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -2,783 | -100.0% | -0.11% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -13,174 | -100.0% | -0.13% | – |
| APA | Exit | APACHE CORP | $0 | – | -41,650 | -100.0% | -0.15% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -13,000 | -100.0% | -0.16% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -117,000 | -100.0% | -0.16% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -15,720 | -100.0% | -0.16% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -40,000 | -100.0% | -0.17% | – |
| RCL | Exit | ROYAL CARIBBEAN GROUPput | $0 | – | -18,500 | -100.0% | -0.34% | – |
| LUV | Exit | SOUTHWEST AIRLS COput | $0 | – | -30,000 | -100.0% | -0.34% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -141,826 | -100.0% | -0.37% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -157,398 | -100.0% | -0.39% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -264,146 | -100.0% | -0.40% | – |
| BA | Exit | BOEING COput | $0 | – | -9,000 | -100.0% | -0.48% | – |
| URI | Exit | UNITED RENTALS INCput | $0 | – | -13,500 | -100.0% | -0.77% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -1,401,400 | -100.0% | -0.80% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -417,928 | -100.0% | -0.86% | – |
| LB | Exit | L BRANDS INCput | $0 | – | -115,000 | -100.0% | -1.06% | – |
| LUMN | Exit | LUMEN TECHNOLOGIES INCcall | $0 | – | -820,000 | -100.0% | -1.97% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -280,000 | -100.0% | -2.04% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEWcall | $0 | – | -207,500 | -100.0% | -3.36% | – |
| NLY | Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -2,053,959 | -100.0% | -4.28% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -78,500 | -100.0% | -13.66% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-05-17
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.