13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2021-03-31, filed 2021-05-17, with 161 holding rows worth $812,550,000.
- Accession
- 0001085146-21-001726
- Filer
- CIK 1098490
- Filed
- 2021-05-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2021
A holdings report, 161 entries on the cover page, a total value of $812,550,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $812,550,000 with VALUE read as thousands by filing date, 13F file number 028-11539. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 2,683,800 | $233,974,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 330,000 | $72,910,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 225,000 | $71,804,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 180,000 | $71,340,000 | thousands by filing date | put |
| NABORS INDS INC | 62957HAB1 | BOND | 75,734,000 | $55,664,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 39,045,000 | $37,656,000 | thousands by filing date | principal |
| ISHARES TR | 464288687 | COM | 540,000 | $20,736,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 344,300 | $16,892,000 | thousands by filing date | call |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 850,250 | $13,623,000 | thousands by filing date | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 783,372 | $13,129,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 30,000 | $11,890,000 | thousands by filing date | call |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 900,000 | $7,740,000 | thousands by filing date | put |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 500,000 | $6,925,000 | thousands by filing date | put |
| AGNC INVT CORP COM | 00123Q104 | REIT | 360,000 | $6,034,000 | thousands by filing date | put |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 120,000 | $5,699,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 403,600 | $5,590,000 | thousands by filing date | |
| ARES ACQUISITION CORPORATION | G33032114 | UNIT 99/99/9999 | 500,000 | $5,000,000 | thousands by filing date | |
| VPC IMPACT ACQU HOLDI III IN | 91835J207 | UNIT 99/99/9999 | 500,000 | $4,935,000 | thousands by filing date | |
| VPC IMPACT ACQUISITION HLDG | G9460L100 | UNIT 03/05/2026 | 500,000 | $4,930,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 7,500 | $4,409,000 | thousands by filing date | call |
| Rithm Property Trust Inc | 38983D300 | REIT | 400,097 | $4,361,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 61,343 | $4,102,000 | thousands by filing date | |
| READY CAPITAL CORP | 75574U101 | COM | 301,200 | $4,042,000 | thousands by filing date | |
| ANZU SPECIAL ACQUISITIN CORP | 03737A200 | UNIT 01/27/2026 | 399,700 | $3,989,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 153,000 | $3,657,000 | thousands by filing date | put |
| PERIDOT ACQUISITION CORP II | G7008B113 | UNIT 99/99/9999 | 350,000 | $3,479,000 | thousands by filing date | |
| JACK CREEK INVESTMENT CORP | G4989X107 | UNIT 10/01/2023 | 350,000 | $3,469,000 | thousands by filing date | |
| MR COOPER GROUP INC | 62482R107 | COM | 96,197 | $3,344,000 | thousands by filing date | |
| NEW YORK MORTGAGE TRUST INC | 649604501 | COM PAR $.02 | 583,426 | $2,608,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 65,000 | $2,600,000 | thousands by filing date | call |
| MFA FINL INC | 55272X102 | COM | 629,231 | $2,561,000 | thousands by filing date | |
| G SQUARED ASCEND I INC | G4204R125 | UNIT 99/99/9999 | 250,000 | $2,500,000 | thousands by filing date | |
| EJF ACQUISITION CORP | G2955B117 | UNIT 03/10/2026 | 250,000 | $2,488,000 | thousands by filing date | |
| MASON INDUSTRIAL TECHNOLGY I | 57520Y205 | UNIT 99/99/9999 | 250,000 | $2,485,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 13,500 | $2,324,000 | thousands by filing date | put |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 87,500 | $2,322,000 | thousands by filing date | call |
| NORDSTROM INC | 655664100 | COM | 56,121 | $2,125,000 | thousands by filing date | |
| ARBOR REALTY TRUST INC | 038923108 | COM | 128,358 | $2,041,000 | thousands by filing date | |
| FTAC HERA ACQUISITION CORP | G3728Y129 | UNIT 02/28/2026 | 200,000 | $1,998,000 | thousands by filing date | |
| HUDSON EXECUTIVE INVES III UNIT EX 022226 | 44376L206 | Stock | 200,000 | $1,984,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 119,000 | $1,981,000 | thousands by filing date | |
| VECTOR ACQUISITION CORP II | G9460A104 | CL A SHS | 200,000 | $1,980,000 | thousands by filing date | |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 2,000,000 | $1,877,000 | thousands by filing date | principal |
| INDEPENDENCE HOLDINGS CORP | G4761A119 | UNIT 03/02/2026 | 180,000 | $1,800,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 33,000 | $1,605,000 | thousands by filing date | put |
| LUMEN TECHNOLOGIES INC | 550241103 | COM | 120,000 | $1,603,000 | thousands by filing date | call |
| KISMET ACQUISITION THREE | G5276C128 | CL A SHARES | 160,570 | $1,586,000 | thousands by filing date | |
| ARCTOS NORTHSTAR ACQUIS CORP | G0477L118 | UNIT 99/99/9999 | 150,000 | $1,499,000 | thousands by filing date | |
| DHC ACQUISITION CORP | G2758T125 | UNIT 02/25/2026 | 150,000 | $1,499,000 | thousands by filing date | |
| KERNEL GROUP HOLDINGS INC | G5259L111 | UNIT 99/99/9999 | 150,000 | $1,497,000 | thousands by filing date | |
| THE MUSIC ACQUISITION CORP | 62752R209 | UNIT 99/99/9999 | 150,000 | $1,497,000 | thousands by filing date | |
| SCION TECH GROWTH II | G31070124 | UNIT 99/99/9999 | 150,000 | $1,494,000 | thousands by filing date | |
| GOLDEN ARROW MERGER CORP | 380799205 | UNIT 07/31/2026 | 150,000 | $1,492,000 | thousands by filing date | |
| TCW SPECIAL PURPOSE ACQU COR | 87301L205 | UNIT 99/99/9999 | 150,000 | $1,492,000 | thousands by filing date | |
| TAILWIND INTERNATNAL ACQ COR | G8662F127 | UNIT 99/99/9999 | 150,000 | $1,484,000 | thousands by filing date | |
| AFRICAN GOLD ACQUISITION COR | G0112R116 | UNIT 99/99/9999 | 150,000 | $1,482,000 | thousands by filing date | |
| FINTECH EVOLUTION ACQUIS GRO | G3R19A112 | UNIT 99/99/9999 | 150,000 | $1,481,000 | thousands by filing date | |
| HUDSON EXECUTIVE INVESTMENT | 443760202 | UNIT 01/31/2027 | 150,000 | $1,472,000 | thousands by filing date | |
| PENNYMAC CORP | 70932AAD5 | BOND | 1,230,000 | $1,243,000 | thousands by filing date | principal |
| QUADRO ACQUISITION ONE CORP | G52807123 | UNIT 99/99/9999 | 123,100 | $1,224,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 17,317 | $1,096,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 110,000 | $1,063,000 | thousands by filing date | call |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 1,706 | $1,053,000 | thousands by filing date | |
| APA CORPORATION COM | 03743Q108 | Stock | 56,893 | $1,018,000 | thousands by filing date | |
| SOARING EAGLE ACQUISITION CO | G8354H100 | UNIT 02/23/2026 | 100,000 | $1,012,000 | thousands by filing date | |
| SPARTAN ACQUISITION CORP III | 84677R205 | UNIT 99/99/9999 | 100,000 | $1,003,000 | thousands by filing date | |
| LIVE OAK MOBILITY ACQUISI CO | 538126202 | UNIT 03/01/2028 | 100,000 | $998,000 | thousands by filing date | |
| FREEDOM ACQUISITION I CORP | G3663X102 | UNIT 99/99/9999 | 100,000 | $998,000 | thousands by filing date | |
| CORAZON CAPITAL V838 MONOCER | G24237110 | UNIT 03/24/2026 | 100,000 | $995,000 | thousands by filing date | |
| ARROWROOT ACQUISITION CORP | 04282M201 | UNIT 01/29/2026 | 100,000 | $995,000 | thousands by filing date | |
| MISSION ADVANCEMENT CORP | 60501L200 | UNIT 99/99/9999 | 100,000 | $995,000 | thousands by filing date | |
| ESM ACQUISITION CORPORATION | G3195H120 | UNIT 99/99/9999 | 100,000 | $994,000 | thousands by filing date | |
| HAYMAKER ACQUISITION CORP II | 42087R207 | UNIT 03/01/2026 | 100,000 | $994,000 | thousands by filing date | |
| POWERED BRANDS | G7209M124 | UNIT 99/99/9999 | 100,000 | $992,000 | thousands by filing date | |
| SILVERBOX ENGAGED MERGER CO | 82836L200 | UNIT 03/31/2028 | 100,000 | $991,000 | thousands by filing date | |
| LEO HOLDINGS III CORP | g5463t116 | COM | 100,000 | $980,000 | thousands by filing date | |
| VELOCITY ACQUISITION CORP UNIT | 92259E203 | Stock | 95,000 | $937,000 | thousands by filing date | |
| CARTESIAN GROWTH CORP | G19276123 | UNIT 02/26/2028 | 92,000 | $915,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F137 | SHS | 9,327 | $872,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 22,536 | $816,000 | thousands by filing date | |
| SLAM CORP | G8210L113 | UNIT 99/99/9999 | 80,000 | $794,000 | thousands by filing date | |
| PRIVETERRA ACQUISITION CORP | 74275N201 | UNIT 99/99/9999 | 75,000 | $745,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075402 | COM | 70,710 | $736,000 | thousands by filing date | |
| PATHFINDER ACQUISITION CORP | G04119114 | UNIT 02/17/2026 | 74,187 | $734,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 2,922 | $710,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 32,187 | $703,000 | thousands by filing date | |
| AUSTERLITZ ACQUISITION CORP | G0633D117 | UNIT 99/99/9999 | 70,000 | $703,000 | thousands by filing date | |
| GORES HLDGS VIII INC | 382863207 | UNIT 02/01/2028 | 70,000 | $700,000 | thousands by filing date | |
| ORION ACQUISITION CORP | 68626A207 | UNIT 02/19/2026 | 70,000 | $700,000 | thousands by filing date | |
| GORES TECHNOLOGY PARTNERS II | 38287L206 | UNIT 03/16/2028 | 70,000 | $699,000 | thousands by filing date | |
| GORES HOLDINGS VII INC | 38286T200 | UNIT 02/12/2028 | 70,000 | $697,000 | thousands by filing date | |
| CENTRICUS ACQUISITION CORP | G2072Q112 | UNIT 02/08/2028 | 70,000 | $696,000 | thousands by filing date | |
| LUMENT FINANCE TRUST INC | 55025L108 | COM | 181,858 | $642,000 | thousands by filing date | |
| TZP STRATEGIES ACQUISTN CORP | G91595127 | UNIT 01/06/2026 | 63,327 | $631,000 | thousands by filing date | |
| Z-WORK ACQUISITION CORP | 98880C201 | UNIT 99/99/9999 | 61,786 | $615,000 | thousands by filing date | |
| COLICITY INC UNIT EX 022426 | 194170205 | Stock | 60,000 | $606,000 | thousands by filing date | |
| ONE EQUITY PARTNERS OPEN WTR | 68237L204 | UNT | 60,000 | $598,000 | thousands by filing date | |
| GRANITE PT MTG TR INC | 38741L107 | COM STK | 46,991 | $562,000 | thousands by filing date | |
| LAZARD GROWTH ACQUISITION CO | G54035129 | UNIT 99/99/9999 | 55,000 | $550,000 | thousands by filing date | |
| BLUERIVER ACQUISITION CORP | G1261Q123 | UNIT 01/04/2026 | 55,000 | $548,000 | thousands by filing date | |
| AURORA ACQUISITION CORP | G0698L111 | UNIT 03/02/2026 | 50,000 | $517,000 | thousands by filing date | |
| JAWS MUSTANG ACQUISITION COR | G50737116 | UNIT 99/99/9999 | 50,000 | $508,000 | thousands by filing date | |
| BROADSCALE ACQUISITION CORP UNIT EX 020226 | 11134Y200 | Stock | 51,000 | $505,000 | thousands by filing date | |
| POWER & DIGITAL INFRA ACQ CO | 739190205 | UNIT 99/99/9999 | 50,000 | $503,000 | thousands by filing date | |
| FIRST RESERVE SUSTAINABLE GW | 336169206 | UNIT 03/05/2026 | 50,000 | $500,000 | thousands by filing date | |
| TISHMAN SPEYER INNOVATION CO | 88825H209 | UNIT 02/11/2026 | 50,000 | $500,000 | thousands by filing date | |
| ADVANCED MERGER PARTNERS INC UNIT EX 063026 | 00777J208 | Stock | 50,000 | $500,000 | thousands by filing date | |
| CHURCHILL CAPITAL CORP VII | 17144M201 | UNIT 99/99/9999 | 50,000 | $499,000 | thousands by filing date | |
| SOCIAL LEVERAGE ACQUISN CORP | 83363K201 | TRUS | 50,000 | $498,000 | thousands by filing date | |
| NORTH ATLANTIC ACQUISITN COR | G66139117 | UNIT 10/20/2025 | 50,000 | $498,000 | thousands by filing date | |
| CATCHA INVESTMENT CORP | G1962Y128 | UNIT 99/99/9999 | 50,000 | $498,000 | thousands by filing date | |
| RMG ACQUISITION CORP III | G76088114 | UNIT 02/08/2026 | 50,000 | $498,000 | thousands by filing date | |
| SUSTAINABLE DEVELP ACQU I CO | 86934L202 | UNIT 02/04/2026 | 50,000 | $498,000 | thousands by filing date | |
| CLARIM ACQUISITION CORP | 18049C207 | UNIT 99/99/9999 | 50,000 | $498,000 | thousands by filing date | |
| CROWN PROPTECH ACQUISITIONS | G25741128 | UNIT 99/99/9999 | 50,000 | $497,000 | thousands by filing date | |
| FUSION ACQUISITION CORP II | 36118N201 | UNIT 02/29/2028 | 50,000 | $497,000 | thousands by filing date | |
| SILVER CREST ACQUISITION CORP | G81355110 | COM | 50,000 | $497,000 | thousands by filing date | |
| DHB CAPITAL CORP | 23291W208 | UNIT 03/31/2028 | 50,000 | $496,000 | thousands by filing date | |
| TWELVE SEAS INVESTMENT CO II | 90118T205 | UNIT 99/99/9999 | 50,000 | $493,000 | thousands by filing date | |
| RXR ACQUISITION CORP UNIT EXP 010125 | 74981W206 | Stock | 50,000 | $492,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 2,048 | $483,000 | thousands by filing date | |
| OYSTER ENTERPRISES ACQUISITION CORP. | 69242M203 | COM | 43,574 | $431,000 | thousands by filing date | |
| ROTOR ACQUISITION CORP | 77879W204 | UNIT 06/15/2027 | 40,713 | $408,000 | thousands by filing date | |
| GORES TECHNOLOGY PARTNERS IN | 382870202 | UNIT 03/16/2028 | 40,000 | $400,000 | thousands by filing date | |
| ISOS ACQUISITION CORP | g4962c120 | COM | 40,000 | $398,000 | thousands by filing date | |
| CONSTELLATION ACQUISITN CORP | G2R18K121 | UNIT 99/99/9999 | 40,000 | $396,000 | thousands by filing date | |
| GAMING & HOSPITALITY ACQUISI | 364681205 | UNIT 02/04/2028 | 40,000 | $396,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 2,809 | $352,000 | thousands by filing date | |
| EQ HEALTH ACQUISITION CORP UNIT EXP 020228 | 26886A200 | Stock | 35,000 | $347,000 | thousands by filing date | |
| GROUP NINE ACQUISITION CORP | 39947R203 | UNIT 01/15/2026 | 28,529 | $291,000 | thousands by filing date | |
| USHG ACQUISITION CORP | 91748P209 | COMMON STOCK | 25,750 | $259,000 | thousands by filing date | |
| ALTIMAR ACQUISITION CORP III | G0370U124 | UNIT 99/99/9999 | 25,000 | $250,000 | thousands by filing date | |
| SCP & CO HEALTHCARE ACQUSTN | 784065203 | UNT | 25,000 | $249,000 | thousands by filing date | |
| D AND Z MEDIA ACQUISITION CO | 23305Q205 | UNIT 99/99/9999 | 25,000 | $247,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 1,876 | $229,000 | thousands by filing date | |
| KENSINGTON CAPITAL ACQUISITI | 49006L203 | UNIT 99/99/9999 | 20,000 | $205,000 | thousands by filing date | |
| GORES METROPOULOS II INC | 382873206 | UNIT 01/31/2028 | 20,000 | $202,000 | thousands by filing date | |
| ECP ENVIRONMENTAL GW OPT COR | 26829T209 | UNIT 03/01/2026 | 20,000 | $202,000 | thousands by filing date | |
| SIMON PROPERTY GRP ACQ HOLDI | 82880R202 | UNIT 99/99/9999 | 20,000 | $201,000 | thousands by filing date | |
| SUPERNOVA PARTNERS ACQUISTN | G8T86C113 | UNIT 99/99/9999 | 20,000 | $201,000 | thousands by filing date | |
| APOLLO STRATEGIC GRWT CPTL I | G0412A110 | UNIT 99/99/9999 | 20,000 | $200,000 | thousands by filing date | |
| ITIQUIRA ACQUISITION CORP | G49773123 | UNIT 02/03/2026 | 20,000 | $199,000 | thousands by filing date | |
| THUNDER BRIDGE CAP PRTNRS II | 88605T209 | UNIT 02/15/2028 | 20,000 | $198,000 | thousands by filing date | |
| ARK GLOBAL ACQUISITION CORP | 66981N202 | COM | 20,000 | $198,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 900 | $155,000 | thousands by filing date | |
| PIVOTAL HOLDINGS CORP | G7315C127 | UNIT 01/19/2026 | 15,000 | $151,000 | thousands by filing date | |
| WARRIOR TECHNOLOGIES ACQUI CO UNIT EX 033128 | 936273200 | Stock | 15,000 | $149,000 | thousands by filing date | |
| TUATARA CAPITAL ACQUISITN CO | G9118J127 | UNIT 99/99/9999 | 12,300 | $123,000 | thousands by filing date | |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 51,900 | $104,000 | thousands by filing date | |
| PRIMAVERA CAPITAL ACQUIST CO | G7255E125 | UNIT 01/19/2026 | 10,000 | $103,000 | thousands by filing date | |
| KHOSLA VENTURES ACQUISITION | 482504107 | CL A | 10,000 | $101,000 | thousands by filing date | |
| DECARBONIZATION PLUS ACQU II | 242794204 | UNIT 01/19/2026 | 10,000 | $101,000 | thousands by filing date | |
| CC NEUBERGER PRINCIPAL HOLDN | G1992N118 | UNIT 99/99/9999 | 10,000 | $100,000 | thousands by filing date | |
| CLIMATE REAL IMPACT SLUTINS | 187171202 | UNIT 99/99/9999 | 10,000 | $100,000 | thousands by filing date | |
| B RILEY PRINCIPAL 150 MERGER | 05601V202 | UNIT 99/99/9999 | 10,000 | $100,000 | thousands by filing date | |
| THIMBLE POINT ACQUISITION CO | 88408P206 | COM | 10,000 | $100,000 | thousands by filing date | |
| MCAP ACQUISITION CORP | 55282t208 | COM | 10,000 | $100,000 | thousands by filing date | |
| DIAMONDHEAD HOLDINGS CORP | 25278L204 | UNIT 01/21/2026 | 10,000 | $99,000 | thousands by filing date | |
| IBERE PHARMACEUTICALS | G46843127 | UNIT 99/99/9999 | 10,000 | $99,000 | thousands by filing date | |
| SCIENCE STRATEGIC ACQ ALPHA | 808641203 | UNT | 10,000 | $99,000 | thousands by filing date | |
| FORTISTAR SUSTAINABLE SOL CO | 34962M205 | UNIT 01/14/2026 | 10,000 | $99,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-21-001726 | this filing | 2021-05-17 | acceptance time not in the bulk data set |