ELLINGTON MANAGEMENT GROUP LLC

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$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 - .

All

			Value		Shares		↓ Weighting
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%	–
PFF	New	ISHARES TRput	$20,736,000	–	540,000	+100.0%	2.55%	–
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%	–
ANZUU	New	ANZU SPECIAL ACQUISITIN CORPunit 01/27/2026	$3,989,000	–	399,700	+100.0%	0.49%	–
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%	–
KHC	New	KRAFT HEINZ COcall	$2,600,000	–	65,000	+100.0%	0.32%	–
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%	–
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%	–
ACQRU	New	INDEPENDENCE HOLDINGS CORPunit 03/02/2026	$1,800,000	–	180,000	+100.0%	0.22%	–
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%	–
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%	–
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%	–
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%	–
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%	–
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%	–
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%	–
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%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2021-05-17

Signatures

The EDGAR filing(s) were signed by:

David Rice — Chief Compliance Officer

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)

ELLINGTON MANAGEMENT GROUP LLC Q1 2021 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
SPSS INC^{Sold 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

View complete filings history.

Compare quarters

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