Ellington Management Group

Ellington Management Group as of March 31, 2021

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 157 positions in its portfolio as reported in the March 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 28.8 $234M 2.7M 87.18
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 10.2 $83M 210k 396.33
Ishares Tr Russell 2000 Etf Call Option (IWM) 9.0 $73M 330k 220.94
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 8.8 $72M 225k 319.13
Nabors Inds Note 0.750% 1/1 (Principal) 6.9 $56M 76M 0.73
Dish Network Corporation Note 2.375% 3/1 (Principal) 4.6 $38M 39M 0.96
Ishares Tr Pfd And Incm Sec Put Option (PFF) 2.6 $21M 540k 38.40
Agnc Invt Corp Com reit (AGNC) 2.4 $19M 1.1M 16.76
Select Sector Spdr Tr Energy Call Option (XLE) 2.1 $17M 344k 49.06
Ellington Financial Inc ellington financ (EFC) 1.7 $14M 850k 16.02
MGIC Investment (MTG) 1.5 $13M 904k 13.85
Annaly Capital Management Put Option 1.0 $7.7M 900k 8.60
Essent (ESNT) 0.7 $5.7M 120k 47.49
Ares Acquisition Corporation Unit 99/99/9999 0.6 $5.0M 500k 10.00
Vpc Impact Acqu Holdi Iii In Unit 99/99/9999 0.6 $4.9M 500k 9.87
Vpc Impact Acquisition Hldg Unit 03/05/2026 0.6 $4.9M 500k 9.86
TransDigm Group Incorporated Call Option (TDG) 0.5 $4.4M 7.5k 587.87
Great Ajax Corp reit (AJX) 0.5 $4.4M 400k 10.90
Pennymac Financial Services (PFSI) 0.5 $4.1M 61k 66.87
Ready Cap Corp Com reit (RC) 0.5 $4.0M 301k 13.42
Anzu Special Acquisitin Corp Unit 01/27/2026 0.5 $4.0M 400k 9.98
American Airls Put Option (AAL) 0.5 $3.7M 153k 23.90
Peridot Acquisition Corp Ii Unit 99/99/9999 0.4 $3.5M 350k 9.94
Jack Creek Investment Corp Unit 10/01/2023 0.4 $3.5M 350k 9.91
Mr Cooper Group (COOP) 0.4 $3.3M 96k 34.76
New York Mtg Tr Com Par $.02 0.3 $2.6M 583k 4.47
Kraft Heinz Call Option (KHC) 0.3 $2.6M 65k 40.00
MFA Mortgage Investments 0.3 $2.6M 629k 4.07
G Squared Ascend I Unit 99/99/9999 0.3 $2.5M 250k 10.00
Ejf Acquisition Corp Unit 03/10/2026 0.3 $2.5M 250k 9.95
Mason Industrial Technolgy I Unit 99/99/9999 0.3 $2.5M 250k 9.94
Expedia Group Com New (EXPE) 0.3 $2.5M 14k 172.22
Carnival Corp Unit 99/99/9999 Call Option (CCL) 0.3 $2.3M 88k 26.54
Nordstrom (JWN) 0.3 $2.1M 56k 37.86
Arbor Realty Trust (ABR) 0.3 $2.0M 128k 15.90
Ftac Hera Acquisition Corp Unit 02/28/2026 0.2 $2.0M 200k 9.99
Hudson Executive Inves Iii Unit 02/22/2026 0.2 $2.0M 200k 9.92
Kinder Morgan (KMI) 0.2 $2.0M 119k 16.65
Vector Acquisition Corp Ii Cl A Shs 0.2 $2.0M 200k 9.90
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal) 0.2 $1.9M 2.0M 0.94
Independence Holdings Corp Unit 03/02/2026 0.2 $1.8M 180k 10.00
Spirit Aerosystems Hldgs Com Cl A Put Option (SPR) 0.2 $1.6M 33k 48.64
Lumen Technologies Call Option (LUMN) 0.2 $1.6M 120k 13.36
Kismet Acquisition Three Cor Unit 99/99/9999 0.2 $1.6M 161k 9.88
Arctos Northstar Acquis Corp Unit 99/99/9999 0.2 $1.5M 150k 9.99
Dhc Acquisition Corp Unit 02/25/2026 0.2 $1.5M 150k 9.99
Kernel Group Holdings Unit 99/99/9999 (KRNLU) 0.2 $1.5M 150k 9.98
The Music Acquisition Corp Unit 99/99/9999 0.2 $1.5M 150k 9.98
Scion Tech Growth Ii Unit 99/99/9999 0.2 $1.5M 150k 9.96
Golden Arrow Merger Corp Unit 07/31/2026 (GAMCU) 0.2 $1.5M 150k 9.95
Tcw Special Purpose Acqu Cor Unit 99/99/9999 0.2 $1.5M 150k 9.95
Tailwind Internatnal Acq Cor Unit 99/99/9999 0.2 $1.5M 150k 9.89
African Gold Acquisition Cor Unit 99/99/9999 0.2 $1.5M 150k 9.88
Fintech Evolution Acquis Gro Unit 99/99/9999 0.2 $1.5M 150k 9.87
Hudson Executive Invs Corp I Unit 01/31/2027 0.2 $1.5M 150k 9.81
Pennymac Corp Note 5.500%11/0 (Principal) 0.2 $1.2M 1.2M 1.01
Kismet Acquisition Two Corp Unit 99/99/9999 0.2 $1.2M 123k 9.94
Kellogg Company (K) 0.1 $1.1M 17k 63.29
American Axle & Manufact. Holdings Call Option (AXL) 0.1 $1.1M 110k 9.66
Charter Communications Inc N Cl A (CHTR) 0.1 $1.1M 1.7k 617.23
Apa Corporation (APA) 0.1 $1.0M 57k 17.89
Soaring Eagle Acquisition Unit 02/23/2026 0.1 $1.0M 100k 10.12
Spartan Acquisition Corp Iii Unit 99/99/9999 0.1 $1.0M 100k 10.03
Freedom Acquisition I Corp Unit 99/99/9999 0.1 $998k 100k 9.98
Live Oak Mobility Acquisi Unit 03/01/2028 0.1 $998k 100k 9.98
Arrowroot Acquisition Corp Unit 01/29/2026 0.1 $995k 100k 9.95
Corazon Capital V838 Monocer Unit 03/24/2026 0.1 $995k 100k 9.95
Mission Advancement Corp Unit 99/99/9999 0.1 $995k 100k 9.95
Esm Acquisition Corporation Unit 99/99/9999 0.1 $994k 100k 9.94
Haymaker Acquisition Corp Ii Unit 03/01/2026 0.1 $994k 100k 9.94
Powered Brands Unit 99/99/9999 0.1 $992k 100k 9.92
Silverbox Engaged Merger Unit 03/31/2028 0.1 $991k 100k 9.91
Leo Holdings Iii Corp Unit 99/99/9999 0.1 $980k 100k 9.80
Velocity Acquisition Corp Unit 99/99/9999 0.1 $937k 95k 9.86
Cartesian Growth Corp Unit 02/26/2028 0.1 $915k 92k 9.95
Nabors Industries SHS (NBR) 0.1 $872k 9.3k 93.49
Pfizer (PFE) 0.1 $816k 23k 36.21
Slam Corp Unit 99/99/9999 (SLMUF) 0.1 $794k 80k 9.93
Priveterra Acquisition Corp Unit 99/99/9999 0.1 $745k 75k 9.93
Redwood Trust (RWT) 0.1 $736k 71k 10.41
Pathfinder Acquisition Corp Unit 02/17/2026 0.1 $734k 74k 9.89
Becton, Dickinson and (BDX) 0.1 $710k 2.9k 242.98
Austerlitz Acquisition Corp Unit 99/99/9999 0.1 $703k 70k 10.04
Devon Energy Corporation (DVN) 0.1 $703k 32k 21.84
Gores Hldgs Viii Unit 02/01/2028 0.1 $700k 70k 10.00
Orion Acquisition Corp Unit 02/19/2026 0.1 $700k 70k 10.00
Gores Technology Partners Ii Unit 03/16/2028 0.1 $699k 70k 9.99
Gores Holdings Vii Unit 02/12/2028 0.1 $697k 70k 9.96
Centricus Acquisition Corp Unit 02/08/2028 0.1 $696k 70k 9.94
Lument Finance Trust (LFT) 0.1 $642k 182k 3.53
Tzp Strategies Acquistn Corp Unit 01/06/2026 0.1 $631k 63k 9.96
Z-work Acquisition Corp Unit 99/99/9999 0.1 $615k 62k 9.95
Colicity Unit 02/24/2026 0.1 $606k 60k 10.10
One Equity Partners Open Wtr Unit 01/14/2026 0.1 $598k 60k 9.97
Granite Pt Mtg Tr Com Stk (GPMT) 0.1 $562k 47k 11.96
Lazard Growth Acquisition Unit 99/99/9999 0.1 $550k 55k 10.00
Blueriver Acquisition Corp Unit 01/04/2026 (BLUVF) 0.1 $548k 55k 9.96
Aurora Acquisition Corp Unit 03/02/2026 0.1 $517k 50k 10.34
Jaws Mustang Acquisition Cor Unit 99/99/9999 (JWSM.U) 0.1 $508k 50k 10.16
Broadscale Acquisition Corp Unit 02/02/2026 0.1 $505k 51k 9.90
Power & Digital Infra Acq Unit 99/99/9999 0.1 $503k 50k 10.06
Advanced Merger Partners Unit 99/99/9999 0.1 $500k 50k 10.00
First Reserve Sustainable Gw Unit 03/05/2026 0.1 $500k 50k 10.00
Tishman Speyer Innovation Unit 02/11/2026 0.1 $500k 50k 10.00
Churchill Capital Corp Vii Unit 99/99/9999 (CVIIU) 0.1 $499k 50k 9.98
Catcha Investment Corp Unit 99/99/9999 0.1 $498k 50k 9.96
Clarim Acquisition Corp Unit 99/99/9999 0.1 $498k 50k 9.96
Rmg Acquisition Corp Iii Unit 02/08/2026 (RMGUF) 0.1 $498k 50k 9.96
Social Leverage Acquisn Corp Unit 99/99/9999 0.1 $498k 50k 9.96
Sustainable Develp Acqu I Unit 02/04/2026 0.1 $498k 50k 9.96
North Atlantic Acquisitn Cor Unit 10/20/2025 0.1 $498k 50k 9.96
Crown Proptech Acquisitions Unit 99/99/9999 0.1 $497k 50k 9.94
Fusion Acquisition Corp Ii Unit 02/29/2028 0.1 $497k 50k 9.94
Silver Crest Acquisition Cor Unit 12/15/2025 0.1 $497k 50k 9.94
Dhb Capital Corp Unit 03/31/2028 0.1 $496k 50k 9.92
Twelve Seas Investment Co Ii Unit 99/99/9999 (TWLVU) 0.1 $493k 50k 9.86
Rxr Acquisition Corp Unit 01/01/2025 0.1 $492k 50k 9.84
Microsoft Corporation (MSFT) 0.1 $483k 2.0k 235.84
Oyster Enterprises Acq Corp Unit 01/20/2026 0.1 $431k 44k 9.89
Rotor Acquisition Corp Unit 06/15/2027 0.1 $408k 41k 10.02
Gores Technology Partners In Unit 03/16/2028 0.0 $400k 40k 10.00
Isos Acquisition Corporation Unit 99/99/9999 0.0 $398k 40k 9.95
Constellation Acquisitn Corp Unit 99/99/9999 (CSTUF) 0.0 $396k 40k 9.90
Gaming & Hospitality Acqu Unit 02/04/2028 0.0 $396k 40k 9.90
Wynn Resorts (WYNN) 0.0 $352k 2.8k 125.31
Eq Health Acquisition Corp Unit 02/02/2028 0.0 $347k 35k 9.91
Group Nine Acquisition Corp Unit 01/15/2026 0.0 $291k 29k 10.20
Ushg Acquisition Corp Unit 99/99/9999 0.0 $259k 26k 10.06
Altimar Acquisition Corp Iii Unit 99/99/9999 0.0 $250k 25k 10.00
Scp & Co Healthcare Acqustn Unit 10/27/2025 0.0 $249k 25k 9.96
D And Z Media Acquisition Unit 99/99/9999 0.0 $247k 25k 9.88
Apple (AAPL) 0.0 $229k 1.9k 122.07
Kensington Capital Acquisiti Unit 99/99/9999 0.0 $205k 20k 10.25
Ecp Environmental Gw Opt Cor Unit 03/01/2026 0.0 $202k 20k 10.10
Gores Metropoulos Ii Unit 01/31/2028 0.0 $202k 20k 10.10
Simon Property Grp Acq Holdi Unit 99/99/9999 0.0 $201k 20k 10.05
Supernova Partners Acquistn Unit 99/99/9999 0.0 $201k 20k 10.05
Apollo Strategic Grwt Cptl I Unit 99/99/9999 0.0 $200k 20k 10.00
Itiquira Acquisition Corp Unit 02/03/2026 0.0 $199k 20k 9.95
Alkuri Global Acquisition Unit 01/01/2028 0.0 $198k 20k 9.90
Thunder Bridge Cap Prtnrs Ii Unit 02/15/2028 0.0 $198k 20k 9.90
Queens Gambit Growth Capital Unit 01/19/2026 0.0 $151k 15k 10.07
Warrior Technologies Acqui C Unit 03/31/2028 0.0 $149k 15k 9.93
Tuatara Capital Acquisitn Unit 99/99/9999 0.0 $123k 12k 10.00
Impac Mtg Hldgs Com New (IMPM) 0.0 $104k 52k 2.00
Primavera Capital Acquist Unit 01/19/2026 0.0 $103k 10k 10.30
Decarbonization Plus Acqu Ii Unit 01/19/2026 0.0 $101k 10k 10.10
Khosla Ventures Acquisition Cl A 0.0 $101k 10k 10.10
Cc Neuberger Principal Holdn Unit 99/99/9999 0.0 $100k 10k 10.00
Climate Real Impact Slutins Unit 99/99/9999 0.0 $100k 10k 10.00
Thimble Point Acquisition Unit 99/99/9999 0.0 $100k 10k 10.00
B Riley Principal 150 Merger Unit 99/99/9999 0.0 $100k 10k 10.00
Mcap Acquisition Corp Unit 02/18/2030 0.0 $100k 10k 10.00
Diamondhead Holdings Corp Unit 01/21/2026 0.0 $99k 10k 9.90
Fortistar Sustainable Sol Unit 01/14/2026 0.0 $99k 10k 9.90
Ibere Pharmaceuticals Unit 99/99/9999 0.0 $99k 10k 9.90
Science Strategic Acq Alpha Unit 01/20/2026 0.0 $99k 10k 9.90