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ELLINGTON MANAGEMENT GROUP LLC
Period ended Jun 30, 2021 · Latest filing Aug 16, 2021
These quarterly holdings are delayed and may not include all assets or short positions.
Values are from the reporting date, not current prices or purchase costs.
The same security may appear in multiple rows.
Source: SEC
Reported portfolio value
Quarter-end reported holdings; not current value or investment performance.
View reported values
- Jun 30, 2021: $675,570,000
More quarters will appear as history becomes available.
Top holdings
Top 10 at Jun 30, 2021. Matching entries are combined; security classes and options remain separate. Shares exclude principal amounts; option shares reflect the reported underlying amount.
View top holdings values
- ISHARES TR · IBOXX HI YD ETF · 464288513 · shares · PUT: $107,418,000
- AMC ENTMT HLDGS INC · CL A COM · 00165C104 · shares · PUT: $69,433,000
- NABORS INDS INC NEW · NOTE 0.750% 1/1 · 62957HAB1 · principal: $49,452,000
- DISH NETWORK CORPORATION · NOTE 2.375% 3/1 · 25470MAD1 · principal: $44,311,000
- AVIS BUDGET GROUP · COM · 053774105 · shares · PUT: $24,566,000
- INVESCO QQQ TR · UNIT SER 1 · 46090E103 · shares · PUT: $23,038,000
- SPDR SER TR · S&P REGL BKG · 78464A698 · shares · PUT: $22,150,000
- ISHARES TR · PFD AND INCM SEC · 464288687 · shares · PUT: $21,241,000
- NEW RESIDENTIAL INVT CORP · COM NEW · 64828T201 · shares: $18,631,000
- ELLINGTON FINANCIAL INC · COM · 28852N109 · shares: $16,294,000
Reported holdings
176 reported entries| Issuer | Class | CUSIP | Type | Shares / principal | Reported value (USD) |
|---|---|---|---|---|---|
| ISHARES TR | IBOXX HI YD ETF | 464288513 | PUT | 1,220,100 shares | $107,418,000 |
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | PUT | 1,225,000 shares | $69,433,000 |
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | — | 54,734,000 principal | $49,452,000 |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | — | 45,545,000 principal | $44,311,000 |
| AVIS BUDGET GROUP | COM | 053774105 | PUT | 315,400 shares | $24,566,000 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | PUT | 65,000 shares | $23,038,000 |
| SPDR SER TR | S&P REGL BKG | 78464A698 | PUT | 338,000 shares | $22,150,000 |
| ISHARES TR | PFD AND INCM SEC | 464288687 | PUT | 540,000 shares | $21,241,000 |
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | — | 1,759,306 shares | $18,631,000 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | — | 850,887 shares | $16,294,000 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | PUT | 70,000 shares | $16,056,000 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | PUT | 32,000 shares | $13,698,000 |
| MR COOPER GROUP INC | COM | 62482R107 | — | 393,763 shares | $13,018,000 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | — | 132,076 shares | $11,628,000 |
| PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | — | 187,278 shares | $11,559,000 |
| MFA FINL INC | COM | 55272X102 | — | 1,411,968 shares | $6,481,000 |
| KOHLS CORP | COM | 500255104 | — | 109,995 shares | $6,062,000 |
| VIACOMCBS INC | CL B | 92556H206 | — | 132,172 shares | $5,974,000 |
| NEWS CORP NEW | CL A | 65249B109 | PUT | 213,500 shares | $5,502,000 |
| GREAT AJAX CORP | COM | 38983D300 | — | 391,699 shares | $5,084,000 |
| VPC IMPACT ACQUISITION HLDG | UNIT 03/05/2026 | G9460L100 | — | 500,000 shares | $5,023,000 |
| ARES ACQUISITION CORPORATION | UNIT 99/99/9999 | G33032114 | — | 500,000 shares | $5,000,000 |
| BORGWARNER INC | COM | 099724106 | CALL | 101,000 shares | $4,903,000 |
| LEAR CORP | COM NEW | 521865204 | — | 27,528 shares | $4,825,000 |
| NORDSTROM INC | COM | 655664100 | — | 110,714 shares | $4,049,000 |
| ANZU SPECIAL ACQUISITIN CORP | UNIT 01/27/2026 | 03737A200 | — | 399,700 shares | $3,997,000 |
| CERBERUS TELECOM ACQUISITION | SHS CL A | G2040C104 | — | 400,000 shares | $3,972,000 |
| COTY INC | COM CL A | 222070203 | PUT | 380,000 shares | $3,549,000 |
| JACK CREEK INVESTMENT CORP | UNIT 10/01/2023 | G4989X107 | — | 350,000 shares | $3,518,000 |
| PERIDOT ACQUISITION CORP II | UNIT 99/99/9999 | G7008B113 | — | 350,000 shares | $3,497,000 |
| FORD MTR CO DEL | COM | 345370860 | CALL | 232,500 shares | $3,455,000 |
| REDFIN CORP | COM | 75737F108 | CALL | 50,000 shares | $3,171,000 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | PUT | 85,000 shares | $3,119,000 |
| CAMPBELL SOUP CO | COM | 134429109 | — | 64,700 shares | $2,950,000 |
| HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | PUT | 50,000 shares | $2,637,000 |
| PITNEY BOWES INC | COM | 724479100 | PUT | 300,000 shares | $2,631,000 |
| LEAR CORP | COM NEW | 521865204 | CALL | 15,000 shares | $2,629,000 |
| MASON INDUSTRIAL TECHNOLGY I | UNIT 99/99/9999 | 57520Y205 | — | 250,000 shares | $2,518,000 |
| G SQUARED ASCEND I INC | UNIT 99/99/9999 | G4204R125 | — | 250,000 shares | $2,513,000 |
| EJF ACQUISITION CORP | UNIT 03/10/2026 | G2955B117 | — | 250,000 shares | $2,495,000 |
| DISH NETWORK CORPORATION | CL A | 25470M109 | PUT | 59,000 shares | $2,466,000 |
| FORD MTR CO DEL | COM | 345370860 | PUT | 150,000 shares | $2,229,000 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | CALL | 190,000 shares | $2,206,000 |
| READY CAPITAL CORP | COM | 75574U101 | — | 138,745 shares | $2,202,000 |
| KINDER MORGAN INC DEL | COM | 49456B101 | — | 119,000 shares | $2,169,000 |
| KOHLS CORP | COM | 500255104 | CALL | 37,500 shares | $2,067,000 |
| CONAGRA BRANDS INC | COM | 205887102 | — | 55,779 shares | $2,029,000 |
| FTAC HERA ACQUISITION CORP | UNIT 02/28/2026 | G3728Y129 | — | 200,000 shares | $2,009,000 |
| HUDSON EXECUTIVE INVES III | UNIT 02/22/2026 | 44376L206 | — | 200,000 shares | $1,998,000 |
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | — | 200,000 shares | $1,986,000 |
| WYNN RESORTS LTD | COM | 983134107 | — | 15,792 shares | $1,931,000 |
| HASBRO INC | COM | 418056107 | — | 20,318 shares | $1,920,000 |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | — | 2,000,000 principal | $1,902,000 |
| NABORS INDUSTRIES LTD | SHS | G6359F137 | — | 16,360 shares | $1,869,000 |
| INDEPENDENCE HOLDINGS CORP | UNIT 03/02/2026 | G4761A119 | — | 180,000 shares | $1,798,000 |
| BAUSCH HEALTH COS INC | COM | 071734107 | CALL | 60,000 shares | $1,759,000 |
| GENERAL MTRS CO | COM | 37045V100 | — | 28,519 shares | $1,687,000 |
| KISMET ACQUISITION THREE COR | UNIT 99/99/9999 | G5276C128 | — | 160,570 shares | $1,604,000 |
| KERNEL GROUP HOLDINGS INC | UNIT 99/99/9999 | G5259L111 | — | 150,000 shares | $1,533,000 |
| THE MUSIC ACQUISITION CORP | UNIT 99/99/9999 | 62752R209 | — | 150,000 shares | $1,526,000 |
| AFRICAN GOLD ACQUISITION COR | UNIT 99/99/9999 | G0112R116 | — | 150,000 shares | $1,517,000 |
| DHC ACQUISITION CORP | UNIT 02/25/2026 | G2758T125 | — | 150,000 shares | $1,506,000 |
| ARCTOS NORTHSTAR ACQUIS CORP | UNIT 99/99/9999 | G0477L118 | — | 150,000 shares | $1,500,000 |
| TAILWIND INTERNATNAL ACQ COR | UNIT 99/99/9999 | G8662F127 | — | 150,000 shares | $1,500,000 |
| FINTECH EVOLUTION ACQUIS GRO | UNIT 99/99/9999 | G3R19A112 | — | 150,000 shares | $1,497,000 |
| TCW SPECIAL PURPOSE ACQU COR | UNIT 99/99/9999 | 87301L205 | — | 150,000 shares | $1,496,000 |
| HUDSON EXECUTIVE INVS CORP I | UNIT 01/31/2027 | 443760202 | — | 150,000 shares | $1,494,000 |
| KROGER CO | COM | 501044101 | — | 39,000 shares | $1,494,000 |
| GOLDEN ARROW MERGER CORP | UNIT 07/31/2026 | 380799205 | — | 150,000 shares | $1,491,000 |
| SCION TECH GROWTH II | UNIT 99/99/9999 | G31070124 | — | 150,000 shares | $1,490,000 |
| ORCHID IS CAP INC | COM | 68571X103 | — | 284,925 shares | $1,479,000 |
| NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | — | 323,426 shares | $1,446,000 |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | — | 1,230,000 principal | $1,272,000 |
| ELLINGTON RESIDENTIAL MTG RE | COM SHS BEN INT | 288578107 | — | 106,472 shares | $1,253,000 |
| TITAN INTL INC ILL | COM | 88830M102 | PUT | 147,300 shares | $1,249,000 |
| APA CORPORATION | COM | 03743Q108 | — | 57,198 shares | $1,237,000 |
| KISMET ACQUISITION TWO CORP | UNIT 99/99/9999 | G52807123 | — | 123,100 shares | $1,224,000 |
| EQT CORP | COM | 26884L109 | — | 53,472 shares | $1,190,000 |
| AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | CALL | 110,000 shares | $1,139,000 |
| LEO HOLDINGS III CORP | UNIT 99/99/9999 | G5463T116 | — | 100,000 shares | $1,008,000 |
| AUSTERLITZ ACQUISITION CORP | UNIT 99/99/9999 | G0633U119 | — | 100,000 shares | $1,007,000 |
| SPARTAN ACQUISITION CORP III | UNIT 99/99/9999 | 84677R205 | — | 100,000 shares | $1,006,000 |
| LIVE OAK MOBILITY ACQUISI CO | UNIT 03/01/2028 | 538126202 | — | 100,000 shares | $1,004,000 |
| ARROWROOT ACQUISITION CORP | UNIT 01/29/2026 | 04282M201 | — | 100,000 shares | $1,003,000 |
| HAYMAKER ACQUISITION CORP II | UNIT 03/01/2026 | 42087R207 | — | 100,000 shares | $1,003,000 |
| POWERED BRANDS | UNIT 99/99/9999 | G7209M124 | — | 100,000 shares | $1,001,000 |
| CORAZON CAPITAL V838 MONOCER | UNIT 03/24/2026 | G24237110 | — | 100,000 shares | $1,000,000 |
| ESM ACQUISITION CORPORATION | UNIT 99/99/9999 | G3195H120 | — | 100,000 shares | $1,000,000 |
| SILVERBOX ENGAGED MERGER CO | UNIT 03/31/2028 | 82836L200 | — | 100,000 shares | $1,000,000 |
| MISSION ADVANCEMENT CORP | UNIT 99/99/9999 | 60501L200 | — | 100,000 shares | $999,000 |
| FREEDOM ACQUISITION I CORP | UNIT 99/99/9999 | G3663X102 | — | 100,000 shares | $998,000 |
| VELOCITY ACQUISITION CORP | UNIT 99/99/9999 | 92259E203 | — | 95,000 shares | $945,000 |
| CARTESIAN GROWTH CORP | UNIT 02/26/2028 | G19276123 | — | 92,000 shares | $918,000 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | — | 25,000 shares | $917,000 |
| LUMEN TECHNOLOGIES INC | COM | 550241103 | — | 65,965 shares | $896,000 |
| UNITED STATES STL CORP NEW | COM | 912909108 | — | 36,359 shares | $873,000 |
| AMC NETWORKS INC | CL A | 00164V103 | CALL | 12,000 shares | $802,000 |
| SLAM CORP | UNIT 99/99/9999 | G8210L113 | — | 80,000 shares | $798,000 |
| PRIVETERRA ACQUISITION CORP | UNIT 99/99/9999 | 74275N201 | — | 75,000 shares | $747,000 |
| PATHFINDER ACQUISITION CORP | UNIT 02/17/2026 | G04119114 | — | 74,187 shares | $737,000 |