Ellington Management Group LLC
- SEC CIK
- 0001098490
- 最新申報
- 2021/8/16
2021 年第 2 季持倉
持倉截至 2021/6/30，2021/8/16 申報。只含多頭部位，變化是跟 2021 年第 1 季比股數。
- 持股檔數
- 150
- 較 2021 年第 1 季 +7
- 總值
- $3.32 億
- 較 2021 年第 1 季 +$5,915 萬 (+21.7%)
| 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 | – | $4,945 萬 | 14.9% | – | – | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $4,431 萬 | 13.4% | – | – | – |
| RITMRithm Capital Corp. | REIT | 1,759,306 | $1,863 萬 | 5.6% | +1,759,306 | 新進 | 歷史 |
| EFCEllington Financial Inc. | COM | 850,887 | $1,629 萬 | 4.9% | +637+0.1% | 加碼 | 歷史 |
| COOPMaverick Merger Sub 2, LLC | COM | 393,763 | $1,302 萬 | 3.9% | +297,566+309.3% | 加碼 | 歷史 |
| iShares Tr464288513 | IBOXX HI YD ETF | 132,076 | $1,163 萬 | 3.5% | +132,076 | 新進 | – |
| PFSIPennyMac Financial Services, Inc. | COM | 187,278 | $1,156 萬 | 3.5% | +125,935+205.3% | 加碼 | 歷史 |
| MFAMfa Financial, Inc. | COM | 1,411,968 | $648.1 萬 | 2.0% | +782,737+124.4% | 加碼 | 歷史 |
| KSSKOHLS Corp | Stock | 109,995 | $606.2 萬 | 1.8% | +109,995 | 新進 | 歷史 |
| Paramount Global92556H206 | CL B | 132,172 | $597.4 萬 | 1.8% | +132,172 | 新進 | – |
| RPTRithm Property Trust Inc. | COM | 391,699 | $508.4 萬 | 1.5% | −8,398−2.1% | 減碼 | 歷史 |
| VPC Impact Acquisition HldgG9460L100 | UNIT 03/05/2026 | 500,000 | $502.3 萬 | 1.5% | 00.0% | 不變 | – |
| Ares Acquisition CorporationG33032114 | UNIT 99/99/9999 | 500,000 | $500.0 萬 | 1.5% | 00.0% | 不變 | – |
| LEALear Corp | COM NEW | 27,528 | $482.5 萬 | 1.5% | +27,528 | 新進 | 歷史 |
| JWNNordstrom Inc | Stock | 110,714 | $404.9 萬 | 1.2% | +54,593+97.3% | 加碼 | 歷史 |
| Anzu Special Acquisitin Corp03737A200 | UNIT 01/27/2026 | 399,700 | $399.7 萬 | 1.2% | 00.0% | 不變 | – |
| CTACKing LLC Merger Sub, LLC | SHS CL A | 400,000 | $397.2 萬 | 1.2% | +400,000 | 新進 | 歷史 |
| Jack Creek Investment Corp.G4989X107 | UNIT 10/01/2023 | 350,000 | $351.8 萬 | 1.1% | 00.0% | 不變 | – |
| Peridot Acquisition Corp. IIG7008B113 | UNIT 99/99/9999 | 350,000 | $349.7 萬 | 1.1% | 00.0% | 不變 | – |
| CPBCAMPBELL'S Co | COM | 64,700 | $295.0 萬 | 0.9% | +64,700 | 新進 | 歷史 |
| Mason Industrial Technolgy I57520Y205 | UNIT 99/99/9999 | 250,000 | $251.8 萬 | 0.8% | 00.0% | 不變 | – |
| G Squared Ascend I IncG4204R125 | UNIT 99/99/9999 | 250,000 | $251.3 萬 | 0.8% | 00.0% | 不變 | – |
| EJF Acquisition Corp.G2955B117 | UNIT 03/10/2026 | 250,000 | $249.5 萬 | 0.8% | 00.0% | 不變 | – |
| RCReady Capital Corp | COM | 138,745 | $220.2 萬 | 0.7% | −162,455−53.9% | 減碼 | 歷史 |
| KMIKinder Morgan, Inc. | Stock | 119,000 | $216.9 萬 | 0.7% | 00.0% | 不變 | 歷史 |
| CAGConagra Brands Inc. | Stock | 55,779 | $202.9 萬 | 0.6% | +55,779 | 新進 | 歷史 |
| FTAC Hera Acquisition Corp.G3728Y129 | UNIT 02/28/2026 | 200,000 | $200.9 萬 | 0.6% | 00.0% | 不變 | – |
| Hudson Executive Inves III44376L206 | UNIT 02/22/2026 | 200,000 | $199.8 萬 | 0.6% | 00.0% | 不變 | – |
| VAQCVector Acquisition Corp II | CL A SHS | 200,000 | $198.6 萬 | 0.6% | 00.0% | 不變 | 歷史 |
| WYNNWynn Resorts Ltd | COM | 15,792 | $193.1 萬 | 0.6% | +12,983+462.2% | 加碼 | 歷史 |
| HASHasbro, Inc. | COM | 20,318 | $192.0 萬 | 0.6% | +20,318 | 新進 | 歷史 |
| Western Asset Mtg Cap Corp95790DAA3 | NOTE 6.750%10/0 | – | $190.2 萬 | 0.6% | – | – | – |
| NBRNabors Industries Ltd | SHS | 16,360 | $186.9 萬 | 0.6% | +7,033+75.4% | 加碼 | 歷史 |
| Independence Holdings CorpG4761A119 | UNIT 03/02/2026 | 180,000 | $179.8 萬 | 0.5% | 00.0% | 不變 | – |
| GMGeneral Motors Co | COM | 28,519 | $168.7 萬 | 0.5% | +28,519 | 新進 | 歷史 |
| Kismet Acquisition Three CorG5276C128 | UNIT 99/99/9999 | 160,570 | $160.4 萬 | 0.5% | 00.0% | 不變 | – |
| Kernel Group Holdings, Inc.G5259L111 | UNIT 99/99/9999 | 150,000 | $153.3 萬 | 0.5% | 00.0% | 不變 | – |
| The Music Acquisition Corp62752R209 | UNIT 99/99/9999 | 150,000 | $152.6 萬 | 0.5% | 00.0% | 不變 | – |
| African Gold Acquisition CorG0112R116 | UNIT 99/99/9999 | 150,000 | $151.7 萬 | 0.5% | 00.0% | 不變 | – |
| DHC Acquisition CorpG2758T125 | UNIT 02/25/2026 | 150,000 | $150.6 萬 | 0.5% | 00.0% | 不變 | – |
| Arctos Northstar Acquis CorpG0477L118 | UNIT 99/99/9999 | 150,000 | $150.0 萬 | 0.5% | 00.0% | 不變 | – |
| Tailwind Internatnal Acq CorG8662F127 | UNIT 99/99/9999 | 150,000 | $150.0 萬 | 0.5% | 00.0% | 不變 | – |
| Fintech Evolution Acquis GroG3R19A112 | UNIT 99/99/9999 | 150,000 | $149.7 萬 | 0.5% | 00.0% | 不變 | – |
| TCW Special Purpose Acqu Cor87301L205 | UNIT 99/99/9999 | 150,000 | $149.6 萬 | 0.5% | 00.0% | 不變 | – |
| KRKroger Co | Stock | 39,000 | $149.4 萬 | 0.5% | +39,000 | 新進 | 歷史 |
| Hudson Executive Invs Corp I443760202 | UNIT 01/31/2027 | 150,000 | $149.4 萬 | 0.5% | 00.0% | 不變 | – |
| Golden Arrow Merger Corp380799205 | UNIT 07/31/2026 | 150,000 | $149.1 萬 | 0.4% | 00.0% | 不變 | – |
| ScION Tech Growth IIG31070124 | UNIT 99/99/9999 | 150,000 | $149.0 萬 | 0.4% | 00.0% | 不變 | – |
| ORCOrchid Island Capital, Inc. | COM | 284,925 | $147.9 萬 | 0.4% | +284,925 | 新進 | 歷史 |
| Adamas Trust, Inc.649604501 | COM PAR $.02 | 323,426 | $144.6 萬 | 0.4% | −260,000−44.6% | 減碼 | – |
| Pennymac Corp70932AAD5 | NOTE 5.500%11/0 | – | $127.2 萬 | 0.4% | – | – | – |
| EARNEllington Credit Co | COM SHS BEN INT | 106,472 | $125.3 萬 | 0.4% | +106,472 | 新進 | 歷史 |
| APAAPA Corp | Stock | 57,198 | $123.7 萬 | 0.4% | +305+0.5% | 加碼 | 歷史 |
| Kismet Acquisition Two CorpG52807123 | UNIT 99/99/9999 | 123,100 | $122.4 萬 | 0.4% | 00.0% | 不變 | – |
| EQTEQT Corp | Stock | 53,472 | $119.0 萬 | 0.4% | +53,472 | 新進 | 歷史 |
| Leo Holdings III CorpG5463T116 | UNIT 99/99/9999 | 100,000 | $100.8 萬 | 0.3% | 00.0% | 不變 | – |
| Austerlitz Acquisition CorpG0633U119 | UNIT 99/99/9999 | 100,000 | $100.7 萬 | 0.3% | +100,000 | 新進 | – |
| Spartan Acquisition Corp. III84677R205 | UNIT 99/99/9999 | 100,000 | $100.6 萬 | 0.3% | 00.0% | 不變 | – |
| Live Oak Mobility Acquisi Co538126202 | UNIT 03/01/2028 | 100,000 | $100.4 萬 | 0.3% | 00.0% | 不變 | – |
| Arrowroot Acquisition Corp04282M201 | UNIT 01/29/2026 | 100,000 | $100.3 萬 | 0.3% | 00.0% | 不變 | – |
| Haymaker Acquisition Corp II42087R207 | UNIT 03/01/2026 | 100,000 | $100.3 萬 | 0.3% | 00.0% | 不變 | – |
| POWRUPowered Brands | UNIT 99/99/9999 | 100,000 | $100.1 萬 | 0.3% | 00.0% | 不變 | 歷史 |
| Silverbox Engaged Merger Co82836L200 | UNIT 03/31/2028 | 100,000 | $100.0 萬 | 0.3% | 00.0% | 不變 | – |
| Corazon Capital V838 MonocerG24237110 | UNIT 03/24/2026 | 100,000 | $100.0 萬 | 0.3% | 00.0% | 不變 | – |
| Esm Acquisition CorporationG3195H120 | UNIT 99/99/9999 | 100,000 | $100.0 萬 | 0.3% | 00.0% | 不變 | – |
| Mission Advancement Corp60501L200 | UNIT 99/99/9999 | 100,000 | $99.9 萬 | 0.3% | 00.0% | 不變 | – |
| SunPower Inc.G3663X102 | UNIT 99/99/9999 | 100,000 | $99.8 萬 | 0.3% | 00.0% | 不變 | – |
| Velocity Acquisition Corp92259E203 | UNIT 99/99/9999 | 95,000 | $94.5 萬 | 0.3% | 00.0% | 不變 | – |
| Cartesian Growth CorpG19276123 | UNIT 02/26/2028 | 92,000 | $91.8 萬 | 0.3% | 00.0% | 不變 | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 25,000 | $91.7 萬 | 0.3% | +25,000 | 新進 | – |
| LUMNLumen Technologies, Inc. | Stock | 65,965 | $89.6 萬 | 0.3% | +65,965 | 新進 | 歷史 |
| XUnited States Steel Corp | COM | 36,359 | $87.3 萬 | 0.3% | +36,359 | 新進 | 歷史 |
| Slam Corp.G8210L113 | UNIT 99/99/9999 | 80,000 | $79.8 萬 | 0.2% | 00.0% | 不變 | – |
| Priveterra Acquisition Corp74275N201 | UNIT 99/99/9999 | 75,000 | $74.7 萬 | 0.2% | 00.0% | 不變 | – |
| Pathfinder Acquisition CorpG04119114 | UNIT 02/17/2026 | 74,187 | $73.7 萬 | 0.2% | 00.0% | 不變 | – |
| Gores Technology Partners II38287L206 | UNIT 03/16/2028 | 70,000 | $72.3 萬 | 0.2% | 00.0% | 不變 | – |
| Centricus Acquisition CorpG2072Q112 | UNIT 02/08/2028 | 70,000 | $71.7 萬 | 0.2% | 00.0% | 不變 | – |
| Gores Holdings VII Inc38286T200 | UNIT 02/12/2028 | 70,000 | $70.4 萬 | 0.2% | 00.0% | 不變 | – |
| Gores Hldgs VIII Inc382863207 | UNIT 02/01/2028 | 70,000 | $69.9 萬 | 0.2% | 00.0% | 不變 | – |
| Orion Acquisition Corp68626A207 | UNIT 02/19/2026 | 70,000 | $69.4 萬 | 0.2% | 00.0% | 不變 | – |
| CYHCommunity Health Systems Inc | COM | 44,560 | $68.8 萬 | 0.2% | +44,560 | 新進 | 歷史 |
| QVCGAOld QVC Group, Inc. | COM SER A | 48,088 | $62.9 萬 | 0.2% | +48,088 | 新進 | 歷史 |
| TZP Strategies Acquistn CorpG91595127 | UNIT 01/06/2026 | 63,327 | $62.9 萬 | 0.2% | 00.0% | 不變 | – |
| Z-Work Acquisition Corp98880C201 | UNIT 99/99/9999 | 61,786 | $61.8 萬 | 0.2% | 00.0% | 不變 | – |
| Colicity Inc194170205 | UNIT 02/24/2026 | 60,000 | $60.4 萬 | 0.2% | 00.0% | 不變 | – |
| One Equity Partners Open WTR68237L204 | UNIT 01/14/2026 | 60,000 | $60.0 萬 | 0.2% | 00.0% | 不變 | – |
| DHCDiversified Healthcare Trust | COM SH BEN INT | 137,619 | $57.5 萬 | 0.2% | +137,619 | 新進 | 歷史 |
| Blueriver Acquisition CorpG1261Q123 | UNIT 01/04/2026 | 55,000 | $55.1 萬 | 0.2% | 00.0% | 不變 | – |
| Lazard Growth Acquisition CoG54035129 | UNIT 99/99/9999 | 55,000 | $54.9 萬 | 0.2% | 00.0% | 不變 | – |
| HOUSAnywhere Real Estate Inc. | COM | 29,208 | $53.2 萬 | 0.2% | +29,208 | 新進 | 歷史 |
| Broadscale Acquisition Corp11134Y200 | UNIT 02/02/2026 | 51,000 | $51.0 萬 | 0.2% | 00.0% | 不變 | – |
| Sustainable Develp Acqu I Co86934L202 | UNIT 02/04/2026 | 50,000 | $50.9 萬 | 0.2% | 00.0% | 不變 | – |
| Power & Digital Infra Acq Co739190205 | UNIT 99/99/9999 | 50,000 | $50.5 萬 | 0.2% | 00.0% | 不變 | – |
| Tishman Speyer Innovation Co88825H209 | UNIT 02/11/2026 | 50,000 | $50.4 萬 | 0.2% | 00.0% | 不變 | – |
| JWSUFJaws Mustang Acquisition Corp | UNIT 99/99/9999 | 50,000 | $50.3 萬 | 0.2% | 00.0% | 不變 | 歷史 |
| North Atlantic Acquisitn CorG66139117 | UNIT 10/20/2025 | 50,000 | $50.2 萬 | 0.2% | 00.0% | 不變 | – |
| Silver Crest Acquisition CorG81355110 | UNIT 12/15/2025 | 50,000 | $50.2 萬 | 0.2% | 00.0% | 不變 | – |
| Churchill Capital Corp VII17144M201 | UNIT 99/99/9999 | 50,000 | $50.1 萬 | 0.2% | 00.0% | 不變 | – |
| Advanced Merger Partners Inc00777J208 | UNIT 99/99/9999 | 50,000 | $50.0 萬 | 0.2% | 00.0% | 不變 | – |
| DHB Capital Corp23291W208 | UNIT 03/31/2028 | 50,000 | $50.0 萬 | 0.2% | 00.0% | 不變 | – |
選擇權（24 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 | $1.07 億 | – |
| AMCAMC Entertainment Holdings, Inc. | CL A COM | $6,943 萬 | – |
| CARAvis Budget Group, Inc. | COM | $2,457 萬 | – |
| Invesco QQQ Trust Series I46090E103 | ETF | $2,304 萬 | – |
| State Street SPDR S&P Regional Banking ETF78464A698 | ETF | $2,215 萬 | – |
| iShares Tr464288687 | PFD AND INCM SEC | $2,124 萬 | – |
| iShares Russell 2000 ETF464287655 | ETF | $1,606 萬 | – |
| SPYSPDR S&P 500 ETF Trust | ETF | $1,370 萬 | – |
| FFord Motor Co | Stock | $222.9 萬 | $345.5 萬 |
| NWSANews Corp | CL A | $550.2 萬 | – |
| BWABorgwarner Inc | COM | – | $490.3 萬 |
| COTYCoty Inc. | COM CL A | $354.9 萬 | – |
| RDFNRedfin Corp | COM | – | $317.1 萬 |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | $311.9 萬 | – |
| GELGenesis Energy LP | UNIT LTD PARTN | $58.1 萬 | $220.6 萬 |
| HLFHerbalife Ltd. | COM SHS | $263.7 萬 | – |
| PBIPitney Bowes Inc | COM | $263.1 萬 | – |
| LEALear Corp | COM NEW | – | $262.9 萬 |
| DISHDISH Network CORP | CL A | $246.6 萬 | – |
| KSSKOHLS Corp | Stock | – | $206.7 萬 |
| BHCBausch Health Companies Inc. | Stock | – | $175.9 萬 |
| TWITitan International Inc | COM | $124.9 萬 | – |
| DCHDauch Corp | COM | – | $113.9 萬 |
| AMCXAMC Global Media Inc. | CL A | – | $80.2 萬 |
2021 年第 1 季之後清倉（20 檔）
2021 年第 1 季季末還持有、這份申報已經沒有的部位。
| 證券 | 類別 | 2021 年第 1 季股數 | 2021 年第 1 季市值 | 2021 年第 1 季佔組合 % | 紀錄 |
|---|---|---|---|---|---|
| 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 |
| VPC Impact Acqu Holdi III IN91835J207 | UNIT 99/99/9999 | 500,000 | $493.5 萬 | 1.8% | – |
| ABRArbor Realty Trust Inc | COM | 128,358 | $204.1 萬 | 0.7% | 歷史 |
| 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 |
| Soaring Eagle Acquisition CoG8354H100 | UNIT 02/23/2026 | 100,000 | $101.2 萬 | 0.4% | – |
| PFEPfizer Inc | Stock | 22,536 | $81.6 萬 | 0.3% | 歷史 |
| RWTRedwood Trust Inc | COM | 70,710 | $73.6 萬 | 0.3% | 歷史 |
| 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% | – |
| LFTLument Finance Trust, Inc. | COM | 181,858 | $64.2 萬 | 0.2% | 歷史 |
| GPMTGranite Point Mortgage Trust Inc. | COM STK | 46,991 | $56.2 萬 | 0.2% | 歷史 |
| Aurora Acquisition CorpG0698L111 | UNIT 03/02/2026 | 50,000 | $51.7 萬 | 0.2% | – |
| MSFTMicrosoft Corp | Stock | 2,048 | $48.3 萬 | 0.2% | 歷史 |
| Rotor Acquisition Corp77879W204 | UNIT 06/15/2027 | 40,713 | $40.8 萬 | 0.1% | – |
| AAPLApple Inc. | Stock | 1,876 | $22.9 萬 | 0.1% | 歷史 |
| EXPEExpedia Group, Inc. | Stock | 900 | $15.5 萬 | 0.1% | 歷史 |