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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) |
|---|---|---|---|---|---|
| GORES TECHNOLOGY PARTNERS II | UNIT 03/16/2028 | 38287L206 | — | 70,000 shares | $723,000 |
| CENTRICUS ACQUISITION CORP | UNIT 02/08/2028 | G2072Q112 | — | 70,000 shares | $717,000 |
| GORES HOLDINGS VII INC | UNIT 02/12/2028 | 38286T200 | — | 70,000 shares | $704,000 |
| GORES HLDGS VIII INC | UNIT 02/01/2028 | 382863207 | — | 70,000 shares | $699,000 |
| ORION ACQUISITION CORP | UNIT 02/19/2026 | 68626A207 | — | 70,000 shares | $694,000 |
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | — | 44,560 shares | $688,000 |
| QURATE RETAIL INC | COM SER A | 74915M100 | — | 48,088 shares | $629,000 |
| TZP STRATEGIES ACQUISTN CORP | UNIT 01/06/2026 | G91595127 | — | 63,327 shares | $629,000 |
| Z-WORK ACQUISITION CORP | UNIT 99/99/9999 | 98880C201 | — | 61,786 shares | $618,000 |
| COLICITY INC | UNIT 02/24/2026 | 194170205 | — | 60,000 shares | $604,000 |
| ONE EQUITY PARTNERS OPEN WTR | UNIT 01/14/2026 | 68237L204 | — | 60,000 shares | $600,000 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | PUT | 50,000 shares | $581,000 |
| DIVERSIFIED HEALTHCARE TR | COM SH BEN INT | 25525P107 | — | 137,619 shares | $575,000 |
| BLUERIVER ACQUISITION CORP | UNIT 01/04/2026 | G1261Q123 | — | 55,000 shares | $551,000 |
| LAZARD GROWTH ACQUISITION CO | UNIT 99/99/9999 | G54035129 | — | 55,000 shares | $549,000 |
| REALOGY HLDGS CORP | COM | 75605Y106 | — | 29,208 shares | $532,000 |
| BROADSCALE ACQUISITION CORP | UNIT 02/02/2026 | 11134Y200 | — | 51,000 shares | $510,000 |
| SUSTAINABLE DEVELP ACQU I CO | UNIT 02/04/2026 | 86934L202 | — | 50,000 shares | $509,000 |
| POWER & DIGITAL INFRA ACQ CO | UNIT 99/99/9999 | 739190205 | — | 50,000 shares | $505,000 |
| TISHMAN SPEYER INNOVATION CO | UNIT 02/11/2026 | 88825H209 | — | 50,000 shares | $504,000 |
| JAWS MUSTANG ACQUISITION COR | UNIT 99/99/9999 | G50737116 | — | 50,000 shares | $503,000 |
| NORTH ATLANTIC ACQUISITN COR | UNIT 10/20/2025 | G66139117 | — | 50,000 shares | $502,000 |
| SILVER CREST ACQUISITION COR | UNIT 12/15/2025 | G81355110 | — | 50,000 shares | $502,000 |
| CHURCHILL CAPITAL CORP VII | UNIT 99/99/9999 | 17144M201 | — | 50,000 shares | $501,000 |
| ADVANCED MERGER PARTNERS INC | UNIT 99/99/9999 | 00777J208 | — | 50,000 shares | $500,000 |
| DHB CAPITAL CORP | UNIT 03/31/2028 | 23291W208 | — | 50,000 shares | $500,000 |
| FIRST RESERVE SUSTAINABLE GW | UNIT 03/05/2026 | 336169206 | — | 50,000 shares | $500,000 |
| FUSION ACQUISITION CORP II | UNIT 02/29/2028 | 36118N201 | — | 50,000 shares | $500,000 |
| RMG ACQUISITION CORP III | UNIT 02/08/2026 | G76088114 | — | 50,000 shares | $500,000 |
| SOCIAL LEVERAGE ACQUISN CORP | UNIT 99/99/9999 | 83363K201 | — | 50,000 shares | $500,000 |
| RXR ACQUISITION CORP | UNIT 01/01/2025 | 74981W206 | — | 50,000 shares | $499,000 |
| TWELVE SEAS INVESTMENT CO II | UNIT 99/99/9999 | 90118T205 | — | 50,000 shares | $498,000 |
| CATCHA INVESTMENT CORP | UNIT 99/99/9999 | G1962Y128 | — | 50,000 shares | $497,000 |
| CLARIM ACQUISITION CORP | UNIT 99/99/9999 | 18049C207 | — | 50,000 shares | $497,000 |
| CROWN PROPTECH ACQUISITIONS | UNIT 99/99/9999 | G25741128 | — | 50,000 shares | $497,000 |
| CLEARWATER PAPER CORP | COM | 18538R103 | — | 16,163 shares | $468,000 |
| OYSTER ENTERPRISES ACQ CORP | UNIT 01/20/2026 | 69242M203 | — | 43,574 shares | $435,000 |
| ISOS ACQUISITION CORPORATION | UNIT 99/99/9999 | G4962C120 | — | 40,000 shares | $408,000 |
| GORES TECHNOLOGY PARTNERS IN | UNIT 03/16/2028 | 382870202 | — | 40,000 shares | $402,000 |
| CONSTELLATION ACQUISITN CORP | UNIT 99/99/9999 | G2R18K121 | — | 40,000 shares | $400,000 |
| GAMING & HOSPITALITY ACQU CO | UNIT 02/04/2028 | 364681205 | — | 40,000 shares | $399,000 |
| TRIUMPH GROUP INC NEW | COM | 896818101 | — | 19,151 shares | $397,000 |
| EQ HEALTH ACQUISITION CORP | UNIT 02/02/2028 | 26886A200 | — | 35,000 shares | $349,000 |
| TWO | COM CL A | G9152V101 | — | 12,231 shares | $310,000 |
| GROUP NINE ACQUISITION CORP | UNIT 01/15/2026 | 39947R203 | — | 28,529 shares | $287,000 |
| USHG ACQUISITION CORP | UNIT 99/99/9999 | 91748P209 | — | 25,750 shares | $258,000 |
| ALTIMAR ACQUISITION CORP III | UNIT 99/99/9999 | G0370U124 | — | 25,000 shares | $253,000 |
| SCP & CO HEALTHCARE ACQUSTN | UNIT 10/27/2025 | 784065203 | — | 25,000 shares | $252,000 |
| D AND Z MEDIA ACQUISITION CO | UNIT 99/99/9999 | 23305Q205 | — | 25,000 shares | $249,000 |
| DONNELLEY R R & SONS CO | COM | 257867200 | — | 36,263 shares | $228,000 |
| SIMON PPTY GROUP INC NEW | COM | 828806109 | — | 1,658 shares | $216,000 |
| KENSINGTON CAPITAL ACQUISITI | UNIT 99/99/9999 | 49006L203 | — | 20,000 shares | $208,000 |
| ALKURI GLOBAL ACQUISITION CO | UNIT 01/01/2028 | 66981N202 | — | 20,000 shares | $205,000 |
| ECP ENVIRONMENTAL GW OPT COR | UNIT 03/01/2026 | 26829T209 | — | 20,000 shares | $203,000 |
| GORES METROPOULOS II INC | UNIT 01/31/2028 | 382873206 | — | 20,000 shares | $203,000 |
| SIMON PROPERTY GRP ACQ HOLDI | UNIT 99/99/9999 | 82880R202 | — | 20,000 shares | $201,000 |
| APOLLO STRATEGIC GRWT CPTL I | UNIT 99/99/9999 | G0412A110 | — | 20,000 shares | $200,000 |
| ITIQUIRA ACQUISITION CORP | UNIT 02/03/2026 | G49773123 | — | 20,000 shares | $200,000 |
| SUPERNOVA PARTNERS ACQUISTN | UNIT 99/99/9999 | G8T86C113 | — | 20,000 shares | $200,000 |
| THUNDER BRIDGE CAP PRTNRS II | UNIT 02/15/2028 | 88605T209 | — | 20,000 shares | $200,000 |
| WARRIOR TECHNOLOGIES ACQUI C | UNIT 03/31/2028 | 936273200 | — | 15,000 shares | $151,000 |
| QUEENS GAMBIT GROWTH CAPITAL | UNIT 01/19/2026 | G7315C127 | — | 15,000 shares | $150,000 |
| TUATARA CAPITAL ACQUISITN CO | UNIT 99/99/9999 | G9118J127 | — | 12,300 shares | $125,000 |
| IMPAC MTG HLDGS INC | COM NEW | 45254P508 | — | 51,900 shares | $110,000 |
| THIMBLE POINT ACQUISITION CO | UNIT 99/99/9999 | 88408P206 | — | 10,000 shares | $104,000 |
| DECARBONIZATION PLUS ACQU II | UNIT 01/19/2026 | 242794204 | — | 10,000 shares | $103,000 |
| FORTISTAR SUSTAINABLE SOL CO | UNIT 01/14/2026 | 34962M205 | — | 10,000 shares | $103,000 |
| PRIMAVERA CAPITAL ACQUIST CO | UNIT 01/19/2026 | G7255E125 | — | 10,000 shares | $102,000 |
| B RILEY PRINCIPAL 150 MERGER | UNIT 99/99/9999 | 05601V202 | — | 10,000 shares | $101,000 |
| CLIMATE REAL IMPACT SLUTINS | UNIT 99/99/9999 | 187171202 | — | 10,000 shares | $101,000 |
| IBERE PHARMACEUTICALS | UNIT 99/99/9999 | G46843127 | — | 10,000 shares | $101,000 |
| CC NEUBERGER PRINCIPAL HOLDN | UNIT 99/99/9999 | G1992N118 | — | 10,000 shares | $100,000 |
| DIAMONDHEAD HOLDINGS CORP | UNIT 01/21/2026 | 25278L204 | — | 10,000 shares | $100,000 |
| MCAP ACQUISITION CORP | UNIT 02/18/2030 | 55282T208 | — | 10,000 shares | $100,000 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | — | 10,000 shares | $99,000 |
| SCIENCE STRATEGIC ACQ ALPHA | UNIT 01/20/2026 | 808641203 | — | 10,000 shares | $99,000 |