Ellington Management Group LLC — Q1 2021 13F 持股

CIK: 0001098490

申报总市值

US$6.8亿

本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投资级债	28.80%	-28.80%	EXIT
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	10.24%	-10.24%	EXIT
3	IWM	Ishares Russell 2000 ETF	ETF-中小型股	8.97%	-8.97%	EXIT
4	QQQ	Invesco Qqq Trust Series 1	ETF-科技型	8.84%	-8.84%	EXIT
5	NBR 0.75 01-15-24	Nabors Industries INC	股票-其他	6.85%	-6.85%	EXIT
6	DISH 2.375 03-15-24	Dish Network CORP	股票-其他	4.63%	-4.63%	EXIT
7	PFF	Ishares Preferred & Income S	ETF-其他	2.55%	-2.55%	EXIT
8	AGNC	Agnc Investment CORP	股票-房地产	2.36%	-2.36%	EXIT
9	XLE	Ss Energy Select Sector	ETF-其他	2.08%	-2.08%	EXIT
10	EFC	Ellington Financial INC	股票-其他	1.68%	-1.68%	EXIT
11	MTG	Mgic Investment CORP	股票-金融	1.54%	-1.54%	EXIT
12	NLYEUR	Annaly Capital Management In	股票-其他	0.95%	-0.95%	EXIT
13	ESNT	Essent Group Ltd.	股票-金融	0.70%	-0.70%	EXIT
14	ARES	Ares Management Corporation	股票-金融	0.62%	-0.62%	EXIT
15	✓	Vpc Impact Acqu Holdi Iii In	股票-其他	0.61%	-0.61%	EXIT
16	✓	Vpc Impact Acquisition Hldg	股票-其他	0.61%	-0.61%	EXIT
17	TDG	Transdigm Group INC	股票-工业	0.54%	-0.54%	EXIT
18	RPT-PC	Rithm Property Trust Inc.	股票-其他	0.54%	-0.54%	EXIT
19	PFSI	Pennymac Financial Services	股票-其他	0.50%	-0.50%	EXIT
20	RC	Ready Capital CORP	股票-其他	0.50%	-0.50%	EXIT
21	9EOA	Anzu Special Acquisition Cor	股票-其他	0.49%	-0.49%	EXIT
22	AAL	American Airlines Group INC	股票-工业	0.45%	-0.45%	EXIT
23	✓	Peridot Acquisition CORP Ii	股票-其他	0.43%	-0.43%	EXIT
24	✓	Jack Creek Investment CORP	股票-其他	0.43%	-0.43%	EXIT
25	07WA	Mr Cooper Group INC	股票-其他	0.41%	-0.41%	EXIT
26	NYMTEUR	Adamas Trust INC	股票-其他	0.32%	-0.32%	EXIT
27	KHC	Kraft Heinz Co/the	股票-非周期性消费	0.32%	-0.32%	EXIT
28	MFAUSD	Mfa Financial INC	股票-其他	0.32%	-0.32%	EXIT
29	✓	G Squared Ascend I INC	股票-其他	0.31%	-0.31%	EXIT
30	✓	Ejf Acquisition CORP	股票-其他	0.31%	-0.31%	EXIT
31	✓	Mason Industrial Technolgy I	股票-其他	0.31%	-0.31%	EXIT
32	EXPE	Expedia Group INC	股票-周期性消费	0.31%	-0.31%	EXIT
33	CCL1EUR	Carnival CORP LTD	股票-周期性消费	0.29%	-0.29%	EXIT
34	JWNUSD	Nordstrom INC	股票-其他	0.26%	-0.26%	EXIT
35	ABR	Arbor Realty Trust INC	股票-房地产	0.25%	-0.25%	EXIT
36	✓	Ftac Hera Acquisition CORP	股票-其他	0.25%	-0.25%	EXIT
37	✓	Hudson Executive Inves Iii	股票-其他	0.24%	-0.24%	EXIT
38	KMI	Kinder Morgan INC	股票-能源	0.24%	-0.24%	EXIT
39	✓		股票-其他	0.24%	-0.24%	EXIT
40	WMC 6.75 10-01-22	Western Asset Mtge Cap	股票-其他	0.23%	-0.23%	EXIT
41	✓	Independence Holdings CORP	股票-其他	0.22%	-0.22%	EXIT
42	S9Q	Spirit Aerosystems Hold-cl A	股票-其他	0.20%	-0.20%	EXIT
43	LUMN	Lumen Technologies INC	股票-通信服务	0.20%	-0.20%	EXIT
44	✓	Kismet Acquisition Three Cor	股票-其他	0.20%	-0.20%	EXIT
45	✓	Arctos Northstar Acquis CORP	股票-其他	0.18%	-0.18%	EXIT
46	✓	Dhc Acquisition CORP	股票-其他	0.18%	-0.18%	EXIT
47	✓	THE Music Acquisition CORP	股票-其他	0.18%	-0.18%	EXIT
48	✓	Kernel Group Holdings INC	股票-其他	0.18%	-0.18%	EXIT
49	✓	Scion Tech Growth Ii	股票-其他	0.18%	-0.18%	EXIT
50	✓	Golden Arrow Merger CORP	股票-其他	0.18%	—	—

1–50 of 157

本季持股变动

Ellington Management Group LLC 于截至 Q1 2021 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	QQQ	Invesco Qqq Trust Series 1	+8.8%	+7.14%	加仓
2	SPY	Ss Spdr S&p 500 ETF Trust-us	+7.9%	+740.00%	加仓
3	XLE	Ss Energy Select Sector	+2.1%	+129.53%	加仓
4	AGNC	Agnc Investment CORP	+1.7%	+519.71%	加仓
5	DISH 2.375 03-15-24	Dish Network CORP	+0.5%	+118.19%	加仓
6	DVN	Devon Energy CORP	-0.6%	-80.81%	减仓
7	DCH	Dauch Corporation	-0.7%	-73.68%	减仓
8	MFAUSD	Mfa Financial INC	-1.2%	-59.47%	减仓
9	AAL	American Airlines Group INC	-1.2%	-64.67%	减仓
10	NYMTEUR	Adamas Trust INC	-2%	-76.67%	减仓
11	PFSI	Pennymac Financial Services	-3.1%	-72.05%	减仓
12	NLYEUR	Annaly Capital Management In	-3.3%	-56.18%	减仓
13	NBR 0.75 01-15-24	Nabors Industries INC	-4.3%	-12.29%	减仓
14	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-5.6%	+68.05%	加仓
15	IWM	Ishares Russell 2000 ETF	—	NEW	新建仓
16	TSLA	Tesla INC	—	EXIT	清仓
17	PFF	Ishares Preferred & Income S	—	NEW	新建仓
18	MTG	Mgic Investment CORP	—	NEW	新建仓
19	XLF	Ss Financial Select Sector	—	EXIT	清仓
20	CTLEUR	Centurylink INC	—	EXIT	清仓
21	ESNT	Essent Group Ltd.	—	NEW	新建仓
22	ARES	Ares Management Corporation	—	NEW	新建仓
23	✓	Vpc Impact Acqu Holdi Iii In	—	NEW	新建仓
24	✓	Vpc Impact Acquisition Hldg	—	NEW	新建仓
25	TDG	Transdigm Group INC	—	NEW	新建仓
26	LBEUR	L Brands INC	—	EXIT	清仓
27	9EOA	Anzu Special Acquisition Cor	—	NEW	新建仓
28	✓	Peridot Acquisition CORP Ii	—	NEW	新建仓
29	✓	Jack Creek Investment CORP	—	NEW	新建仓
30	RIG	Transocean Ltd.	—	EXIT	清仓
31	URI	United Rentals INC	—	EXIT	清仓
32	KHC	Kraft Heinz Co/the	—	NEW	新建仓
33	✓	G Squared Ascend I INC	—	NEW	新建仓
34	✓	Ejf Acquisition CORP	—	NEW	新建仓
35	✓	Mason Industrial Technolgy I	—	NEW	新建仓
36	CCL1EUR	Carnival CORP LTD	—	NEW	新建仓
37	JWNUSD	Nordstrom INC	—	NEW	新建仓
38	ABR	Arbor Realty Trust INC	—	NEW	新建仓
39	✓	Ftac Hera Acquisition CORP	—	NEW	新建仓
40	✓	Hudson Executive Inves Iii	—	NEW	新建仓
41	KMI	Kinder Morgan INC	—	NEW	新建仓
42	✓		—	NEW	新建仓
43	BA	Boeing Co/the	—	EXIT	清仓
44	✓	Independence Holdings CORP	—	NEW	新建仓
45	PBI	Pitney Bowes INC	—	EXIT	清仓
46	LUMN	Lumen Technologies INC	—	NEW	新建仓
47	✓	Kismet Acquisition Three Cor	—	NEW	新建仓
48	RITM	Rithm Capital CORP	—	EXIT	清仓
49	TRTX	Tpg Re Finance Trust INC	—	EXIT	清仓
50	✓	Dhc Acquisition CORP	—	NEW	新建仓

代码

标的名称

资产子类别

占比

占比变动

持仓量变化

4Q Trend

HYG

Ishr Ibx Usd Hiyld Cb Etf-ui

ETF-非投资级债

28.80%

-28.80%

EXIT

SPY

Ss Spdr S&p 500 ETF Trust-us

ETF-大型股与成长

10.24%

-10.24%

EXIT

IWM

Ishares Russell 2000 ETF

ETF-中小型股

8.97%

-8.97%

EXIT

QQQ

Invesco Qqq Trust Series 1

ETF-科技型

8.84%

-8.84%

EXIT

NBR 0.75 01-15-24

Nabors Industries INC

股票-其他

6.85%

-6.85%

EXIT

DISH 2.375 03-15-24

Dish Network CORP

股票-其他

4.63%

-4.63%

EXIT

PFF

Ishares Preferred & Income S

ETF-其他

2.55%

-2.55%

EXIT

AGNC

Agnc Investment CORP

股票-房地产

2.36%

-2.36%

EXIT

XLE

Ss Energy Select Sector

ETF-其他

2.08%

-2.08%

EXIT

EFC

Ellington Financial INC

股票-其他

1.68%

-1.68%

EXIT

MTG

Mgic Investment CORP

股票-金融

1.54%

-1.54%

EXIT

NLYEUR

Annaly Capital Management In

股票-其他

0.95%

-0.95%

EXIT

ESNT

Essent Group Ltd.

股票-金融

0.70%

-0.70%

EXIT

ARES

Ares Management Corporation

股票-金融

0.62%

-0.62%

EXIT

✓

Vpc Impact Acqu Holdi Iii In

股票-其他

0.61%

-0.61%

EXIT

✓

Vpc Impact Acquisition Hldg

股票-其他

0.61%

-0.61%

EXIT

TDG

Transdigm Group INC

股票-工业

0.54%

-0.54%

EXIT

RPT-PC

Rithm Property Trust Inc.

股票-其他

0.54%

-0.54%

EXIT

PFSI

Pennymac Financial Services

股票-其他

0.50%

-0.50%

EXIT

Ready Capital CORP

股票-其他

0.50%

-0.50%

EXIT

9EOA

Anzu Special Acquisition Cor

股票-其他

0.49%

-0.49%

EXIT

AAL

American Airlines Group INC

股票-工业

0.45%

-0.45%

EXIT

✓

Peridot Acquisition CORP Ii

股票-其他

0.43%

-0.43%

EXIT

✓

Jack Creek Investment CORP

股票-其他

0.43%

-0.43%

EXIT

07WA

Mr Cooper Group INC

股票-其他

0.41%

-0.41%

EXIT

NYMTEUR

Adamas Trust INC

股票-其他

0.32%

-0.32%

EXIT

KHC

Kraft Heinz Co/the

股票-非周期性消费

0.32%

-0.32%

EXIT

MFAUSD

Mfa Financial INC

股票-其他

0.32%

-0.32%

EXIT

✓

G Squared Ascend I INC

股票-其他

0.31%

-0.31%

EXIT

✓

Ejf Acquisition CORP

股票-其他

0.31%

-0.31%

EXIT

✓

Mason Industrial Technolgy I

股票-其他

0.31%

-0.31%

EXIT

EXPE

Expedia Group INC

股票-周期性消费

0.31%

-0.31%

EXIT

CCL1EUR

Carnival CORP LTD

股票-周期性消费

0.29%

-0.29%

EXIT

JWNUSD

Nordstrom INC

股票-其他

0.26%

-0.26%

EXIT

ABR

Arbor Realty Trust INC

股票-房地产

0.25%

-0.25%

EXIT

✓

Ftac Hera Acquisition CORP

股票-其他

0.25%

-0.25%

EXIT

✓

Hudson Executive Inves Iii

股票-其他

0.24%

-0.24%

EXIT

KMI

Kinder Morgan INC

股票-能源

0.24%

-0.24%

EXIT

✓

股票-其他

0.24%

-0.24%

EXIT

WMC 6.75 10-01-22

Western Asset Mtge Cap

股票-其他

0.23%

-0.23%

EXIT

✓

Independence Holdings CORP

股票-其他

0.22%

-0.22%

EXIT

S9Q

Spirit Aerosystems Hold-cl A

股票-其他

0.20%

-0.20%

EXIT

LUMN

Lumen Technologies INC

股票-通信服务

0.20%

-0.20%

EXIT

✓

Kismet Acquisition Three Cor

股票-其他

0.20%

-0.20%

EXIT

✓

Arctos Northstar Acquis CORP

股票-其他

0.18%

-0.18%

EXIT

✓

Dhc Acquisition CORP

股票-其他

0.18%

-0.18%

EXIT

✓

THE Music Acquisition CORP

股票-其他

0.18%

-0.18%

EXIT

✓

Kernel Group Holdings INC

股票-其他

0.18%

-0.18%

EXIT

✓

Scion Tech Growth Ii

股票-其他

0.18%

-0.18%

EXIT

✓

Golden Arrow Merger CORP

股票-其他

0.18%

—

本季持股变动

Ellington Management Group LLC 于截至 Q1 2021 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	QQQ	Invesco Qqq Trust Series 1	+8.8%	+7.14%	加仓
2	SPY	Ss Spdr S&p 500 ETF Trust-us	+7.9%	+740.00%	加仓
3	XLE	Ss Energy Select Sector	+2.1%	+129.53%	加仓
4	AGNC	Agnc Investment CORP	+1.7%	+519.71%	加仓
5	DISH 2.375 03-15-24	Dish Network CORP	+0.5%	+118.19%	加仓
6	DVN	Devon Energy CORP	-0.6%	-80.81%	减仓
7	DCH	Dauch Corporation	-0.7%	-73.68%	减仓
8	MFAUSD	Mfa Financial INC	-1.2%	-59.47%	减仓
9	AAL	American Airlines Group INC	-1.2%	-64.67%	减仓
10	NYMTEUR	Adamas Trust INC	-2%	-76.67%	减仓
11	PFSI	Pennymac Financial Services	-3.1%	-72.05%	减仓
12	NLYEUR	Annaly Capital Management In	-3.3%	-56.18%	减仓
13	NBR 0.75 01-15-24	Nabors Industries INC	-4.3%	-12.29%	减仓
14	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-5.6%	+68.05%	加仓
15	IWM	Ishares Russell 2000 ETF	—	NEW	新建仓
16	TSLA	Tesla INC	—	EXIT	清仓
17	PFF	Ishares Preferred & Income S	—	NEW	新建仓
18	MTG	Mgic Investment CORP	—	NEW	新建仓
19	XLF	Ss Financial Select Sector	—	EXIT	清仓
20	CTLEUR	Centurylink INC	—	EXIT	清仓
21	ESNT	Essent Group Ltd.	—	NEW	新建仓
22	ARES	Ares Management Corporation	—	NEW	新建仓
23	✓	Vpc Impact Acqu Holdi Iii In	—	NEW	新建仓
24	✓	Vpc Impact Acquisition Hldg	—	NEW	新建仓
25	TDG	Transdigm Group INC	—	NEW	新建仓
26	LBEUR	L Brands INC	—	EXIT	清仓
27	9EOA	Anzu Special Acquisition Cor	—	NEW	新建仓
28	✓	Peridot Acquisition CORP Ii	—	NEW	新建仓
29	✓	Jack Creek Investment CORP	—	NEW	新建仓
30	RIG	Transocean Ltd.	—	EXIT	清仓
31	URI	United Rentals INC	—	EXIT	清仓
32	KHC	Kraft Heinz Co/the	—	NEW	新建仓
33	✓	G Squared Ascend I INC	—	NEW	新建仓
34	✓	Ejf Acquisition CORP	—	NEW	新建仓
35	✓	Mason Industrial Technolgy I	—	NEW	新建仓
36	CCL1EUR	Carnival CORP LTD	—	NEW	新建仓
37	JWNUSD	Nordstrom INC	—	NEW	新建仓
38	ABR	Arbor Realty Trust INC	—	NEW	新建仓
39	✓	Ftac Hera Acquisition CORP	—	NEW	新建仓
40	✓	Hudson Executive Inves Iii	—	NEW	新建仓
41	KMI	Kinder Morgan INC	—	NEW	新建仓
42	✓		—	NEW	新建仓
43	BA	Boeing Co/the	—	EXIT	清仓
44	✓	Independence Holdings CORP	—	NEW	新建仓
45	PBI	Pitney Bowes INC	—	EXIT	清仓
46	LUMN	Lumen Technologies INC	—	NEW	新建仓
47	✓	Kismet Acquisition Three Cor	—	NEW	新建仓
48	RITM	Rithm Capital CORP	—	EXIT	清仓
49	TRTX	Tpg Re Finance Trust INC	—	EXIT	清仓
50	✓	Dhc Acquisition CORP	—	NEW	新建仓