Ellington Management Group

Ellington Management Group as of June 30, 2021

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