Ellington Management Group LLC
- SEC CIK
- 0001098490
- 最新申報
- 2021/8/16
2021 年第 1 季持倉
持倉截至 2021/3/31，2021/5/17 申報。只含多頭部位。
- 持股檔數
- 143
- 2020 年第 4 季沒有 13F 資料
- 總值
- $2.73 億
- 2020 年第 4 季沒有 13F 資料
Livermore 的 13F 資料從 2021 年第 1 季開始，這一季沒有前一季可以比較，所以不顯示股數變化與動作。
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| Nabors Inds Inc New62957HAB1 | NOTE 0.750% 1/1 | – | $5,566 萬 | 20.4% | – | – | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $3,766 萬 | 13.8% | – | – | – |
| EFCEllington Financial Inc. | COM | 850,250 | $1,362 萬 | 5.0% | – | – | 歷史 |
| AGNCAGNC Investment Corp. | REIT | 783,372 | $1,313 萬 | 4.8% | – | – | 歷史 |
| ESNTEssent Group Ltd. | COM | 120,000 | $569.9 萬 | 2.1% | – | – | 歷史 |
| MTGMgic Investment Corp | COM | 403,600 | $559.0 萬 | 2.0% | – | – | 歷史 |
| Ares Acquisition CorporationG33032114 | UNIT 99/99/9999 | 500,000 | $500.0 萬 | 1.8% | – | – | – |
| VPC Impact Acqu Holdi III IN91835J207 | UNIT 99/99/9999 | 500,000 | $493.5 萬 | 1.8% | – | – | – |
| VPC Impact Acquisition HldgG9460L100 | UNIT 03/05/2026 | 500,000 | $493.0 萬 | 1.8% | – | – | – |
| RPTRithm Property Trust Inc. | COM | 400,097 | $436.1 萬 | 1.6% | – | – | 歷史 |
| PFSIPennyMac Financial Services, Inc. | COM | 61,343 | $410.2 萬 | 1.5% | – | – | 歷史 |
| RCReady Capital Corp | COM | 301,200 | $404.2 萬 | 1.5% | – | – | 歷史 |
| Anzu Special Acquisitin Corp03737A200 | UNIT 01/27/2026 | 399,700 | $398.9 萬 | 1.5% | – | – | – |
| Peridot Acquisition Corp. IIG7008B113 | UNIT 99/99/9999 | 350,000 | $347.9 萬 | 1.3% | – | – | – |
| Jack Creek Investment Corp.G4989X107 | UNIT 10/01/2023 | 350,000 | $346.9 萬 | 1.3% | – | – | – |
| COOPMaverick Merger Sub 2, LLC | COM | 96,197 | $334.4 萬 | 1.2% | – | – | 歷史 |
| Adamas Trust, Inc.649604501 | COM PAR $.02 | 583,426 | $260.8 萬 | 1.0% | – | – | – |
| MFAMfa Financial, Inc. | COM | 629,231 | $256.1 萬 | 0.9% | – | – | 歷史 |
| G Squared Ascend I IncG4204R125 | UNIT 99/99/9999 | 250,000 | $250.0 萬 | 0.9% | – | – | – |
| EJF Acquisition Corp.G2955B117 | UNIT 03/10/2026 | 250,000 | $248.8 萬 | 0.9% | – | – | – |
| Mason Industrial Technolgy I57520Y205 | UNIT 99/99/9999 | 250,000 | $248.5 萬 | 0.9% | – | – | – |
| JWNNordstrom Inc | Stock | 56,121 | $212.5 萬 | 0.8% | – | – | 歷史 |
| ABRArbor Realty Trust Inc | COM | 128,358 | $204.1 萬 | 0.7% | – | – | 歷史 |
| FTAC Hera Acquisition Corp.G3728Y129 | UNIT 02/28/2026 | 200,000 | $199.8 萬 | 0.7% | – | – | – |
| Hudson Executive Inves III44376L206 | UNIT 02/22/2026 | 200,000 | $198.4 萬 | 0.7% | – | – | – |
| KMIKinder Morgan, Inc. | Stock | 119,000 | $198.1 萬 | 0.7% | – | – | 歷史 |
| VAQCVector Acquisition Corp II | CL A SHS | 200,000 | $198.0 萬 | 0.7% | – | – | 歷史 |
| Western Asset Mtg Cap Corp95790DAA3 | NOTE 6.750%10/0 | – | $187.7 萬 | 0.7% | – | – | – |
| Independence Holdings CorpG4761A119 | UNIT 03/02/2026 | 180,000 | $180.0 萬 | 0.7% | – | – | – |
| Kismet Acquisition Three CorG5276C128 | UNIT 99/99/9999 | 160,570 | $158.6 萬 | 0.6% | – | – | – |
| Arctos Northstar Acquis CorpG0477L118 | UNIT 99/99/9999 | 150,000 | $149.9 萬 | 0.5% | – | – | – |
| DHC Acquisition CorpG2758T125 | UNIT 02/25/2026 | 150,000 | $149.9 萬 | 0.5% | – | – | – |
| The Music Acquisition Corp62752R209 | UNIT 99/99/9999 | 150,000 | $149.7 萬 | 0.5% | – | – | – |
| Kernel Group Holdings, Inc.G5259L111 | UNIT 99/99/9999 | 150,000 | $149.7 萬 | 0.5% | – | – | – |
| ScION Tech Growth IIG31070124 | UNIT 99/99/9999 | 150,000 | $149.4 萬 | 0.5% | – | – | – |
| Golden Arrow Merger Corp380799205 | UNIT 07/31/2026 | 150,000 | $149.2 萬 | 0.5% | – | – | – |
| TCW Special Purpose Acqu Cor87301L205 | UNIT 99/99/9999 | 150,000 | $149.2 萬 | 0.5% | – | – | – |
| Tailwind Internatnal Acq CorG8662F127 | UNIT 99/99/9999 | 150,000 | $148.4 萬 | 0.5% | – | – | – |
| African Gold Acquisition CorG0112R116 | UNIT 99/99/9999 | 150,000 | $148.2 萬 | 0.5% | – | – | – |
| Fintech Evolution Acquis GroG3R19A112 | UNIT 99/99/9999 | 150,000 | $148.1 萬 | 0.5% | – | – | – |
| Hudson Executive Invs Corp I443760202 | UNIT 01/31/2027 | 150,000 | $147.2 萬 | 0.5% | – | – | – |
| Pennymac Corp70932AAD5 | NOTE 5.500%11/0 | – | $124.3 萬 | 0.5% | – | – | – |
| Kismet Acquisition Two CorpG52807123 | UNIT 99/99/9999 | 123,100 | $122.4 萬 | 0.4% | – | – | – |
| KKellanova | Stock | 17,317 | $109.6 萬 | 0.4% | – | – | 歷史 |
| CHTRCharter Communications, Inc. | CL A | 1,706 | $105.3 萬 | 0.4% | – | – | 歷史 |
| APAAPA Corp | Stock | 56,893 | $101.8 萬 | 0.4% | – | – | 歷史 |
| Soaring Eagle Acquisition CoG8354H100 | UNIT 02/23/2026 | 100,000 | $101.2 萬 | 0.4% | – | – | – |
| Spartan Acquisition Corp. III84677R205 | UNIT 99/99/9999 | 100,000 | $100.3 萬 | 0.4% | – | – | – |
| Live Oak Mobility Acquisi Co538126202 | UNIT 03/01/2028 | 100,000 | $99.8 萬 | 0.4% | – | – | – |
| SunPower Inc.G3663X102 | UNIT 99/99/9999 | 100,000 | $99.8 萬 | 0.4% | – | – | – |
| Arrowroot Acquisition Corp04282M201 | UNIT 01/29/2026 | 100,000 | $99.5 萬 | 0.4% | – | – | – |
| Mission Advancement Corp60501L200 | UNIT 99/99/9999 | 100,000 | $99.5 萬 | 0.4% | – | – | – |
| Corazon Capital V838 MonocerG24237110 | UNIT 03/24/2026 | 100,000 | $99.5 萬 | 0.4% | – | – | – |
| Haymaker Acquisition Corp II42087R207 | UNIT 03/01/2026 | 100,000 | $99.4 萬 | 0.4% | – | – | – |
| Esm Acquisition CorporationG3195H120 | UNIT 99/99/9999 | 100,000 | $99.4 萬 | 0.4% | – | – | – |
| POWRUPowered Brands | UNIT 99/99/9999 | 100,000 | $99.2 萬 | 0.4% | – | – | 歷史 |
| Silverbox Engaged Merger Co82836L200 | UNIT 03/31/2028 | 100,000 | $99.1 萬 | 0.4% | – | – | – |
| Leo Holdings III CorpG5463T116 | UNIT 99/99/9999 | 100,000 | $98.0 萬 | 0.4% | – | – | – |
| Velocity Acquisition Corp92259E203 | UNIT 99/99/9999 | 95,000 | $93.7 萬 | 0.3% | – | – | – |
| Cartesian Growth CorpG19276123 | UNIT 02/26/2028 | 92,000 | $91.5 萬 | 0.3% | – | – | – |
| NBRNabors Industries Ltd | SHS | 9,327 | $87.2 萬 | 0.3% | – | – | 歷史 |
| PFEPfizer Inc | Stock | 22,536 | $81.6 萬 | 0.3% | – | – | 歷史 |
| Slam Corp.G8210L113 | UNIT 99/99/9999 | 80,000 | $79.4 萬 | 0.3% | – | – | – |
| Priveterra Acquisition Corp74275N201 | UNIT 99/99/9999 | 75,000 | $74.5 萬 | 0.3% | – | – | – |
| RWTRedwood Trust Inc | COM | 70,710 | $73.6 萬 | 0.3% | – | – | 歷史 |
| Pathfinder Acquisition CorpG04119114 | UNIT 02/17/2026 | 74,187 | $73.4 萬 | 0.3% | – | – | – |
| BDXBecton Dickinson & Co | Stock | 2,922 | $71.0 萬 | 0.3% | – | – | 歷史 |
| DVNDevon Energy Corp | Stock | 32,187 | $70.3 萬 | 0.3% | – | – | 歷史 |
| Austerlitz Acquisition CorpG0633D117 | UNIT 99/99/9999 | 70,000 | $70.3 萬 | 0.3% | – | – | – |
| Gores Hldgs VIII Inc382863207 | UNIT 02/01/2028 | 70,000 | $70.0 萬 | 0.3% | – | – | – |
| Orion Acquisition Corp68626A207 | UNIT 02/19/2026 | 70,000 | $70.0 萬 | 0.3% | – | – | – |
| Gores Technology Partners II38287L206 | UNIT 03/16/2028 | 70,000 | $69.9 萬 | 0.3% | – | – | – |
| Gores Holdings VII Inc38286T200 | UNIT 02/12/2028 | 70,000 | $69.7 萬 | 0.3% | – | – | – |
| Centricus Acquisition CorpG2072Q112 | UNIT 02/08/2028 | 70,000 | $69.6 萬 | 0.3% | – | – | – |
| LFTLument Finance Trust, Inc. | COM | 181,858 | $64.2 萬 | 0.2% | – | – | 歷史 |
| TZP Strategies Acquistn CorpG91595127 | UNIT 01/06/2026 | 63,327 | $63.1 萬 | 0.2% | – | – | – |
| Z-Work Acquisition Corp98880C201 | UNIT 99/99/9999 | 61,786 | $61.5 萬 | 0.2% | – | – | – |
| Colicity Inc194170205 | UNIT 02/24/2026 | 60,000 | $60.6 萬 | 0.2% | – | – | – |
| One Equity Partners Open WTR68237L204 | UNIT 01/14/2026 | 60,000 | $59.8 萬 | 0.2% | – | – | – |
| GPMTGranite Point Mortgage Trust Inc. | COM STK | 46,991 | $56.2 萬 | 0.2% | – | – | 歷史 |
| Lazard Growth Acquisition CoG54035129 | UNIT 99/99/9999 | 55,000 | $55.0 萬 | 0.2% | – | – | – |
| Blueriver Acquisition CorpG1261Q123 | UNIT 01/04/2026 | 55,000 | $54.8 萬 | 0.2% | – | – | – |
| Aurora Acquisition CorpG0698L111 | UNIT 03/02/2026 | 50,000 | $51.7 萬 | 0.2% | – | – | – |
| JWSUFJaws Mustang Acquisition Corp | UNIT 99/99/9999 | 50,000 | $50.8 萬 | 0.2% | – | – | 歷史 |
| Broadscale Acquisition Corp11134Y200 | UNIT 02/02/2026 | 51,000 | $50.5 萬 | 0.2% | – | – | – |
| Power & Digital Infra Acq Co739190205 | UNIT 99/99/9999 | 50,000 | $50.3 萬 | 0.2% | – | – | – |
| Advanced Merger Partners Inc00777J208 | UNIT 99/99/9999 | 50,000 | $50.0 萬 | 0.2% | – | – | – |
| First Reserve Sustainable GW336169206 | UNIT 03/05/2026 | 50,000 | $50.0 萬 | 0.2% | – | – | – |
| Tishman Speyer Innovation Co88825H209 | UNIT 02/11/2026 | 50,000 | $50.0 萬 | 0.2% | – | – | – |
| Churchill Capital Corp VII17144M201 | UNIT 99/99/9999 | 50,000 | $49.9 萬 | 0.2% | – | – | – |
| Clarim Acquisition Corp18049C207 | UNIT 99/99/9999 | 50,000 | $49.8 萬 | 0.2% | – | – | – |
| Social Leverage Acquisn Corp83363K201 | UNIT 99/99/9999 | 50,000 | $49.8 萬 | 0.2% | – | – | – |
| Sustainable Develp Acqu I Co86934L202 | UNIT 02/04/2026 | 50,000 | $49.8 萬 | 0.2% | – | – | – |
| Catcha Investment CorpG1962Y128 | UNIT 99/99/9999 | 50,000 | $49.8 萬 | 0.2% | – | – | – |
| North Atlantic Acquisitn CorG66139117 | UNIT 10/20/2025 | 50,000 | $49.8 萬 | 0.2% | – | – | – |
| RMG Acquisition Corp IIIG76088114 | UNIT 02/08/2026 | 50,000 | $49.8 萬 | 0.2% | – | – | – |
| Fusion Acquisition Corp. II36118N201 | UNIT 02/29/2028 | 50,000 | $49.7 萬 | 0.2% | – | – | – |
| Crown PropTech AcquisitionsG25741128 | UNIT 99/99/9999 | 50,000 | $49.7 萬 | 0.2% | – | – | – |
| Silver Crest Acquisition CorG81355110 | UNIT 12/15/2025 | 50,000 | $49.7 萬 | 0.2% | – | – | – |
| DHB Capital Corp23291W208 | UNIT 03/31/2028 | 50,000 | $49.6 萬 | 0.2% | – | – | – |
選擇權（17 檔）
同一份申報裡的賣權（put）與買權（call）。金額是標的股票的市值，也就是 13F 申報的數字。
| 證券 | 類別 | 賣權 | 買權 |
|---|---|---|---|
| iShares Tr464288513 | IBOXX HI YD ETF | $2.34 億 | – |
| SPYSPDR S&P 500 ETF Trust | ETF | $7,134 萬 | $1,189 萬 |
| iShares Russell 2000 ETF464287655 | ETF | – | $7,291 萬 |
| Invesco QQQ Trust Series I46090E103 | ETF | $7,180 萬 | – |
| iShares Tr464288687 | PFD AND INCM SEC | $2,074 萬 | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | – | $1,689 萬 |
| NLYAnnaly Capital Management Inc | COM | $774.0 萬 | – |
| MTGMgic Investment Corp | COM | $692.5 萬 | – |
| AGNCAGNC Investment Corp. | REIT | $603.4 萬 | – |
| TDGTransDigm Group INC | COM | – | $440.9 萬 |
| AALAmerican Airlines Group Inc. | Stock | $365.7 萬 | – |
| KHCKraft Heinz Co | Stock | – | $260.0 萬 |
| EXPEExpedia Group, Inc. | Stock | $232.4 萬 | – |
| CCLCarnival Corp Ltd. | UNIT 99/99/9999 | – | $232.2 萬 |
| SPRSpirit AeroSystems Holdings, Inc. | COM CL A | $160.5 萬 | – |
| LUMNLumen Technologies, Inc. | Stock | – | $160.3 萬 |
| DCHDauch Corp | COM | – | $106.3 萬 |