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Ellington Management Group

Latest statistics and disclosures from Ellington Management Group's latest quarterly 13F-HR filing:

Top 5 stock holdings are HYG, Amc Entmt Hldgs Inc Cl A, Nabors Industries Ltd convertible security, Dish Network Corp note 2.375% 3/1, CAR, and represent 45.41% of Ellington Management Group's stock portfolio.
Added to shares of these 10 stocks: Amc Entmt Hldgs Inc Cl A (+$69M), CAR (+$25M), KRE (+$22M), RITM (+$19M), COOP (+$9.8M), KSS (+$8.1M), PFSI (+$7.8M), LEA (+$7.5M), Dish Network Corp note 2.375% 3/1 (+$6.3M), PARA (+$6.0M).
Started 40 new stock positions in Donnelley R R & Sons Co when issued, F, CYH, TGI, Orchid Is Cap, LEA, COTY, HLF, GEL, HAS.
Reduced shares in these 10 stocks: HYG (-$117M), SPY (-$76M), IWM (-$60M), QQQ (-$57M), AGNC (-$19M), Nabors Industries Ltd convertible security (-$19M), , MTG (-$13M), Annaly Capital Management (-$7.7M), ESNT (-$5.7M).
Sold out of its positions in AGNC, AAL, Annaly Capital Management, AAPL, ABR, BDX, CCL, CHTR, DVN, EXPE.
Ellington Management Group was a net seller of stock by $-176M.
Ellington Management Group has $676M in assets under management (AUM), dropping by -16.86%.
Central Index Key (CIK): 0001098490

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Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 170 positions in its portfolio as reported in the June 2021 quarterly 13F filing

Company (Ticker)	Portfolio Weight	Valued At	Change in Shares	Share Count	Share Price
Ishares Tr Iboxx Hi Yd Etf (HYG)	17.6	$119M	-49%	1.4M	88.04	View chart
Amc Entmt Hldgs Cl A Com Put Option	10.3	$69M	NEW	1.2M	56.68	View chart
Nabors Inds Note 0.750% 1/1 (Principal)	7.3	$50M	-27%	55M	0.90	View chart
Dish Network Corporation Note 2.375% 3/1 (Principal)	6.6	$44M	+16%	46M	0.97	View chart
Avis Budget Put Option (CAR)	3.6	$25M	NEW	315k	77.89	View chart
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ)	3.4	$23M	-71%	65k	354.43	View chart
Spdr Ser Tr S&p Regl Bkg Put Option (KRE)	3.3	$22M	NEW	338k	65.53	View chart
Ishares Tr Pfd And Incm Sec Put Option (PFF)	3.1	$21M		540k	39.34	View chart
New Residential Invt Corp Com New (RITM)	2.8	$19M	NEW	1.8M	10.59	View chart
Ellington Financial Inc ellington financ (EFC)	2.4	$16M		851k	19.15	View chart
Ishares Tr Russell 2000 Etf Put Option (IWM)	2.4	$16M	-78%	70k	229.37	View chart
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY)	2.0	$14M	-84%	32k	428.06	View chart
Mr Cooper Group (COOP)	1.9	$13M	+309%	394k	33.06	View chart
Pennymac Financial Services (PFSI)	1.7	$12M	+205%	187k	61.72	View chart
Kohl's Corporation (KSS)	1.2	$8.1M	NEW	148k	55.11	View chart
Lear Corp Com New (LEA)	1.1	$7.5M	NEW	43k	175.28	View chart
MFA Mortgage Investments	1.0	$6.5M	+124%	1.4M	4.59	View chart
Viacomcbs CL B (PARA)	0.9	$6.0M	NEW	132k	45.20	View chart
Ford Motor Company Call Option (F)	0.8	$5.7M	NEW	383k	14.86	View chart
News Corp Cl A Put Option (NWSA)	0.8	$5.5M	NEW	214k	25.77	View chart
Great Ajax Corp reit (AJX)	0.8	$5.1M	-2%	392k	12.98	View chart
Vpc Impact Acquisition Hldg Unit 03/05/2026	0.7	$5.0M		500k	10.05	View chart
Ares Acquisition Corporation Unit 99/99/9999	0.7	$5.0M		500k	10.00	View chart
BorgWarner Call Option (BWA)	0.7	$4.9M	NEW	101k	48.54	View chart
Nordstrom (JWN)	0.6	$4.0M	+97%	111k	36.57	View chart
Select Sector Spdr Tr Financial (XLF)	0.6	$4.0M	NEW	110k	36.68	View chart
Anzu Special Acquisitin Corp Unit 01/27/2026	0.6	$4.0M		400k	10.00	View chart
Cerberus Telecom Acquisition Shs Cl A	0.6	$4.0M	NEW	400k	9.93	View chart
Coty Com Cl A Put Option (COTY)	0.5	$3.5M	NEW	380k	9.34	View chart
Jack Creek Investment Corp Unit 10/01/2023	0.5	$3.5M		350k	10.05	View chart
Peridot Acquisition Corp Ii Unit 99/99/9999	0.5	$3.5M		350k	9.99	View chart
Redfin Corp Call Option (RDFN)	0.5	$3.2M	NEW	50k	63.42	View chart
Campbell Soup Company (CPB)	0.4	$3.0M	NEW	65k	45.60	View chart
Genesis Energy Unit Ltd Partn Call Option (GEL)	0.4	$2.8M	NEW	240k	11.61	View chart
Herbalife Nutrition Com Shs Put Option (HLF)	0.4	$2.6M	NEW	50k	52.74	View chart
Pitney Bowes Put Option (PBI)	0.4	$2.6M	NEW	300k	8.77	View chart
Mason Industrial Technolgy I Unit 99/99/9999	0.4	$2.5M		250k	10.07	View chart
G Squared Ascend I Unit 99/99/9999	0.4	$2.5M		250k	10.05	View chart
Ejf Acquisition Corp Unit 03/10/2026	0.4	$2.5M		250k	9.98	View chart
Dish Network Corporation Cl A Put Option	0.4	$2.5M	NEW	59k	41.80	View chart
Ready Cap Corp Com reit (RC)	0.3	$2.2M	-53%	139k	15.87	View chart
Kinder Morgan (KMI)	0.3	$2.2M		119k	18.23	View chart
ConAgra Foods (CAG)	0.3	$2.0M	NEW	56k	36.38	View chart
Ftac Hera Acquisition Corp Unit 02/28/2026	0.3	$2.0M		200k	10.04	View chart
Hudson Executive Inves Iii Unit 02/22/2026	0.3	$2.0M		200k	9.99	View chart
Vector Acquisition Corp Ii Cl A Shs	0.3	$2.0M		200k	9.93	View chart
Wynn Resorts (WYNN)	0.3	$1.9M	+462%	16k	122.28	View chart
Hasbro (HAS)	0.3	$1.9M	NEW	20k	94.50	View chart
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal)	0.3	$1.9M		2.0M	0.95	View chart
Nabors Industries SHS (NBR)	0.3	$1.9M	+75%	16k	114.24	View chart
Independence Holdings Corp Unit 03/02/2026	0.3	$1.8M		180k	9.99	View chart
Bausch Health Companies Call Option (BHC)	0.3	$1.8M	NEW	60k	29.32	View chart
General Motors Company (GM)	0.2	$1.7M	NEW	29k	59.15	View chart
Kismet Acquisition Three Cor Unit 99/99/9999	0.2	$1.6M		161k	9.99	View chart
Kernel Group Holdings Unit 99/99/9999 (KRNLU)	0.2	$1.5M		150k	10.22	View chart
The Music Acquisition Corp Unit 99/99/9999	0.2	$1.5M		150k	10.17	View chart
African Gold Acquisition Cor Unit 99/99/9999	0.2	$1.5M		150k	10.11	View chart
Dhc Acquisition Corp Unit 02/25/2026	0.2	$1.5M		150k	10.04	View chart
Arctos Northstar Acquis Corp Unit 99/99/9999	0.2	$1.5M		150k	10.00	View chart
Tailwind Internatnal Acq Cor Unit 99/99/9999	0.2	$1.5M		150k	10.00	View chart
Fintech Evolution Acquis Gro Unit 99/99/9999	0.2	$1.5M		150k	9.98	View chart
Tcw Special Purpose Acqu Cor Unit 99/99/9999	0.2	$1.5M		150k	9.97	View chart
Kroger (KR)	0.2	$1.5M	NEW	39k	38.31	View chart
Hudson Executive Invs Corp I Unit 01/31/2027	0.2	$1.5M		150k	9.96	View chart
Golden Arrow Merger Corp Unit 07/31/2026 (GAMCU)	0.2	$1.5M		150k	9.94	View chart
Scion Tech Growth Ii Unit 99/99/9999	0.2	$1.5M		150k	9.93	View chart
Orchid Is Cap	0.2	$1.5M	NEW	285k	5.19	View chart
New York Mtg Tr Com Par $.02	0.2	$1.4M	-44%	323k	4.47	View chart
Pennymac Corp Note 5.500%11/0 (Principal)	0.2	$1.3M		1.2M	1.03	View chart
Ellington Residential Mtg Re Com Shs Ben Int (EARN)	0.2	$1.3M	NEW	107k	11.77	View chart
Titan International Put Option (TWI)	0.2	$1.2M	NEW	147k	8.48	View chart
Apa Corporation (APA)	0.2	$1.2M		57k	21.63	View chart
Kismet Acquisition Two Corp Unit 99/99/9999	0.2	$1.2M		123k	9.94	View chart
EQT Corporation (EQT)	0.2	$1.2M	NEW	54k	22.25	View chart
American Axle & Manufact. Holdings Call Option (AXL)	0.2	$1.1M		110k	10.35	View chart
Leo Holdings Iii Corp Unit 99/99/9999	0.1	$1.0M		100k	10.08	View chart
Austerlitz Acquisition Corp Unit 99/99/9999	0.1	$1.0M	NEW	100k	10.07	View chart
Spartan Acquisition Corp Iii Unit 99/99/9999	0.1	$1.0M		100k	10.06	View chart
Live Oak Mobility Acquisi Unit 03/01/2028	0.1	$1.0M		100k	10.04	View chart
Arrowroot Acquisition Corp Unit 01/29/2026	0.1	$1.0M		100k	10.03	View chart
Haymaker Acquisition Corp Ii Unit 03/01/2026	0.1	$1.0M		100k	10.03	View chart
Powered Brands Unit 99/99/9999	0.1	$1.0M		100k	10.01	View chart
Corazon Capital V838 Monocer Unit 03/24/2026	0.1	$1.0M		100k	10.00	View chart
Esm Acquisition Corporation Unit 99/99/9999	0.1	$1.0M		100k	10.00	View chart
Silverbox Engaged Merger Unit 03/31/2028	0.1	$1.0M		100k	10.00	View chart
Mission Advancement Corp Unit 99/99/9999	0.1	$999k		100k	9.99	View chart
Freedom Acquisition I Corp Unit 99/99/9999	0.1	$998k		100k	9.98	View chart
Velocity Acquisition Corp Unit 99/99/9999	0.1	$945k		95k	9.95	View chart
Cartesian Growth Corp Unit 02/26/2028	0.1	$918k		92k	9.98	View chart
Lumen Technologies (LUMN)	0.1	$896k	-45%	66k	13.58	View chart
United States Steel Corporation (X)	0.1	$873k	NEW	36k	24.01	View chart
Amc Networks Cl A Call Option (AMCX)	0.1	$802k	NEW	12k	66.83	View chart
Slam Corp Unit 99/99/9999 (SLMUF)	0.1	$798k		80k	9.97	View chart
Priveterra Acquisition Corp Unit 99/99/9999	0.1	$747k		75k	9.96	View chart
Pathfinder Acquisition Corp Unit 02/17/2026	0.1	$737k		74k	9.93	View chart
Gores Technology Partners Ii Unit 03/16/2028	0.1	$723k		70k	10.33	View chart
Centricus Acquisition Corp Unit 02/08/2028	0.1	$717k		70k	10.24	View chart
Gores Holdings Vii Unit 02/12/2028	0.1	$704k		70k	10.06	View chart
Gores Hldgs Viii Unit 02/01/2028	0.1	$699k		70k	9.99	View chart
Orion Acquisition Corp Unit 02/19/2026	0.1	$694k		70k	9.91	View chart
Community Health Systems (CYH)	0.1	$688k	NEW	45k	15.44	View chart
Tzp Strategies Acquistn Corp Unit 01/06/2026	0.1	$629k		63k	9.93	View chart
Qurate Retail Com Ser A (QRTEA)	0.1	$629k	NEW	48k	13.08	View chart
Z-work Acquisition Corp Unit 99/99/9999	0.1	$618k		62k	10.00	View chart
Colicity Unit 02/24/2026	0.1	$604k		60k	10.07	View chart
One Equity Partners Open Wtr Unit 01/14/2026	0.1	$600k		60k	10.00	View chart
Diversified Healthcare Tr Com Sh Ben Int (DHC)	0.1	$575k	NEW	138k	4.18	View chart
Blueriver Acquisition Corp Unit 01/04/2026 (BLUVF)	0.1	$551k		55k	10.02	View chart
Lazard Growth Acquisition Unit 99/99/9999	0.1	$549k		55k	9.98	View chart
Realogy Hldgs (HOUS)	0.1	$532k	NEW	29k	18.21	View chart
Broadscale Acquisition Corp Unit 02/02/2026	0.1	$510k		51k	10.00	View chart
Sustainable Develp Acqu I Unit 02/04/2026	0.1	$509k		50k	10.18	View chart
Power & Digital Infra Acq Unit 99/99/9999	0.1	$505k		50k	10.10	View chart
Tishman Speyer Innovation Unit 02/11/2026	0.1	$504k		50k	10.08	View chart
Jaws Mustang Acquisition Cor Unit 99/99/9999 (JWSM.U)	0.1	$503k		50k	10.06	View chart
North Atlantic Acquisitn Cor Unit 10/20/2025	0.1	$502k		50k	10.04	View chart
Silver Crest Acquisition Cor Unit 12/15/2025	0.1	$502k		50k	10.04	View chart
Churchill Capital Corp Vii Unit 99/99/9999 (CVIIU)	0.1	$501k		50k	10.02	View chart
Advanced Merger Partners Unit 99/99/9999	0.1	$500k		50k	10.00	View chart
Dhb Capital Corp Unit 03/31/2028	0.1	$500k		50k	10.00	View chart
First Reserve Sustainable Gw Unit 03/05/2026	0.1	$500k		50k	10.00	View chart
Fusion Acquisition Corp Ii Unit 02/29/2028	0.1	$500k		50k	10.00	View chart
Rmg Acquisition Corp Iii Unit 02/08/2026 (RMGUF)	0.1	$500k		50k	10.00	View chart
Social Leverage Acquisn Corp Unit 99/99/9999	0.1	$500k		50k	10.00	View chart
Rxr Acquisition Corp Unit 01/01/2025	0.1	$499k		50k	9.98	View chart
Twelve Seas Investment Co Ii Unit 99/99/9999 (TWLVU)	0.1	$498k		50k	9.96	View chart
Catcha Investment Corp Unit 99/99/9999	0.1	$497k		50k	9.94	View chart
Clarim Acquisition Corp Unit 99/99/9999	0.1	$497k		50k	9.94	View chart
Crown Proptech Acquisitions Unit 99/99/9999	0.1	$497k		50k	9.94	View chart
Clearwater Paper (CLW)	0.1	$468k	NEW	16k	28.95	View chart
Oyster Enterprises Acq Corp Unit 01/20/2026	0.1	$435k		44k	9.98	View chart
Isos Acquisition Corporation Unit 99/99/9999	0.1	$408k		40k	10.20	View chart
Gores Technology Partners In Unit 03/16/2028	0.1	$402k		40k	10.05	View chart
Constellation Acquisitn Corp Unit 99/99/9999 (CSTUF)	0.1	$400k		40k	10.00	View chart
Gaming & Hospitality Acqu Unit 02/04/2028	0.1	$399k		40k	9.97	View chart
Triumph (TGI)	0.1	$397k	NEW	19k	20.73	View chart
Eq Health Acquisition Corp Unit 02/02/2028	0.1	$349k		35k	9.97	View chart
Two Com Cl A	0.0	$310k	NEW	12k	25.35	View chart
Group Nine Acquisition Corp Unit 01/15/2026	0.0	$287k		29k	10.06	View chart
Ushg Acquisition Corp Unit 99/99/9999	0.0	$258k		26k	10.02	View chart
Altimar Acquisition Corp Iii Unit 99/99/9999	0.0	$253k		25k	10.12	View chart
Scp & Co Healthcare Acqustn Unit 10/27/2025	0.0	$252k		25k	10.08	View chart
D And Z Media Acquisition Unit 99/99/9999	0.0	$249k		25k	9.96	View chart
Donnelley R R & Sons Co when issued	0.0	$228k	NEW	36k	6.29	View chart
Simon Property (SPG)	0.0	$216k	NEW	1.7k	130.28	View chart
Kensington Capital Acquisiti Unit 99/99/9999	0.0	$208k		20k	10.40	View chart
Alkuri Global Acquisition Unit 01/01/2028	0.0	$205k		20k	10.25	View chart
Ecp Environmental Gw Opt Cor Unit 03/01/2026	0.0	$203k		20k	10.15	View chart
Gores Metropoulos Ii Unit 01/31/2028	0.0	$203k		20k	10.15	View chart
Simon Property Grp Acq Holdi Unit 99/99/9999	0.0	$201k		20k	10.05	View chart
Apollo Strategic Grwt Cptl I Unit 99/99/9999	0.0	$200k		20k	10.00	View chart
Itiquira Acquisition Corp Unit 02/03/2026	0.0	$200k		20k	10.00	View chart
Supernova Partners Acquistn Unit 99/99/9999	0.0	$200k		20k	10.00	View chart
Thunder Bridge Cap Prtnrs Ii Unit 02/15/2028	0.0	$200k		20k	10.00	View chart
Warrior Technologies Acqui C Unit 03/31/2028	0.0	$151k		15k	10.07	View chart
Queens Gambit Growth Capital Unit 01/19/2026	0.0	$150k		15k	10.00	View chart
Tuatara Capital Acquisitn Unit 99/99/9999	0.0	$125k		12k	10.16	View chart
Impac Mtg Hldgs Com New (IMPM)	0.0	$110k		52k	2.12	View chart
Thimble Point Acquisition Unit 99/99/9999	0.0	$104k		10k	10.40	View chart
Decarbonization Plus Acqu Ii Unit 01/19/2026	0.0	$103k		10k	10.30	View chart
Fortistar Sustainable Sol Unit 01/14/2026	0.0	$103k		10k	10.30	View chart
Primavera Capital Acquist Unit 01/19/2026	0.0	$102k		10k	10.20	View chart
Climate Real Impact Slutins Unit 99/99/9999	0.0	$101k		10k	10.10	View chart
Ibere Pharmaceuticals Unit 99/99/9999	0.0	$101k		10k	10.10	View chart
B Riley Principal 150 Merger Unit 99/99/9999	0.0	$101k		10k	10.10	View chart
Cc Neuberger Principal Holdn Unit 99/99/9999	0.0	$100k		10k	10.00	View chart
Diamondhead Holdings Corp Unit 01/21/2026	0.0	$100k		10k	10.00	View chart
Mcap Acquisition Corp Unit 02/18/2030	0.0	$100k		10k	10.00	View chart
Khosla Ventures Acquisition Cl A	0.0	$99k		10k	9.90	View chart
Science Strategic Acq Alpha Unit 01/20/2026	0.0	$99k		10k	9.90	View chart

Past Filings by Ellington Management Group

SEC 13F filings are viewable for Ellington Management Group going back to 2010

Ellington Management Group 2021 Q2 filed Aug. 16, 2021
Ellington Management Group 2021 Q1 filed May 17, 2021
Ellington Management Group 2020 Q4 filed Feb. 16, 2021
Ellington Management Group 2020 Q3 filed Nov. 16, 2020
Ellington Management Group 2020 Q2 filed Aug. 17, 2020
Ellington Management Group 2020 Q1 filed May 15, 2020
Ellington Management Group 2019 Q4 filed Feb. 14, 2020
Ellington Management Group 2019 Q3 filed Nov. 14, 2019
Ellington Management Group 2019 Q2 filed Aug. 14, 2019
Ellington Management Group 2019 Q1 filed May 15, 2019
Ellington Management Group 2018 Q4 filed Feb. 14, 2019
Ellington Management Group 2018 Q3 filed Nov. 14, 2018
Ellington Management Group 2018 Q2 filed Aug. 14, 2018
Ellington Management Group 2018 Q1 filed May 15, 2018
Ellington Management Group 2017 Q4 filed Feb. 14, 2018
Ellington Management Group 2017 Q3 filed Nov. 14, 2017

View all past filings

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