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13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC

ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2021-06-30, filed 2021-08-16, with 176 holding rows worth $675,570,000.

Accession
0001085146-21-002576
Filed
2021-08-16
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q2 2021

A holdings report, 176 entries on the cover page, a total value of $675,570,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $675,570,000 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 filedCUSIPClassAmountValueValue read asType
ISHARES TR464288513IBOXX HI YD ETF1,220,100$107,418,000thousands by filing dateput
AMC ENTMT HLDGS INC00165C104CL A COM1,225,000$69,433,000thousands by filing dateput
NABORS INDS INC62957HAB1BOND54,734,000$49,452,000thousands by filing dateprincipal
DISH NETWORK CORPORATION25470MAD1BOND45,545,000$44,311,000thousands by filing dateprincipal
AVIS BUDGET GROUP INC053774105COM315,400$24,566,000thousands by filing dateput
INVESCO QQQ TR46090E103COM65,000$23,038,000thousands by filing dateput
SPDR SERIES TRUST78464A698ST STR SP REGBNK338,000$22,150,000thousands by filing dateput
ISHARES TR464288687COM540,000$21,241,000thousands by filing dateput
RITHM CAPITAL CORP COM NEW64828T201REIT1,759,306$18,631,000thousands by filing date
ELLINGTON FINANCIAL INC28852N109COM850,887$16,294,000thousands by filing date
iShares Russell 2000 ETF464287655SHS70,000$16,056,000thousands by filing dateput
SPY78462F103SHS32,000$13,698,000thousands by filing dateput
MR COOPER GROUP INC62482R107COM393,763$13,018,000thousands by filing date
ISHARES TR464288513IBOXX HI YD ETF132,076$11,628,000thousands by filing date
PENNYMAC FINL SVCS INC NEW70932M107COM187,278$11,559,000thousands by filing date
MFA FINL INC55272X102COM1,411,968$6,481,000thousands by filing date
KOHLS CORP500255104COM109,995$6,062,000thousands by filing date
PARAMOUNT GLOBAL92556H206CLASS B COM132,172$5,974,000thousands by filing date
NEWS CORP NEW CL A65249B109Stock213,500$5,502,000thousands by filing dateput
Rithm Property Trust Inc38983D300REIT391,699$5,084,000thousands by filing date
VPC IMPACT ACQUISITION HLDGG9460L100UNIT 03/05/2026500,000$5,023,000thousands by filing date
ARES ACQUISITION CORPORATIONG33032114UNIT 99/99/9999500,000$5,000,000thousands by filing date
BORGWARNER INC COM099724106Stock101,000$4,903,000thousands by filing datecall
LEAR CORP COM NEW521865204Stock27,528$4,825,000thousands by filing date
NORDSTROM INC655664100COM110,714$4,049,000thousands by filing date
ANZU SPECIAL ACQUISITIN CORP03737A200UNIT 01/27/2026399,700$3,997,000thousands by filing date
CERBERUS TELECOM ACQUISITIONG2040C104SHS CL A400,000$3,972,000thousands by filing date
COTY INC222070203COM CL A380,000$3,549,000thousands by filing dateput
JACK CREEK INVESTMENT CORPG4989X107UNIT 10/01/2023350,000$3,518,000thousands by filing date
PERIDOT ACQUISITION CORP IIG7008B113UNIT 99/99/9999350,000$3,497,000thousands by filing date
FORD MTR CO COM345370860Stock232,500$3,455,000thousands by filing datecall
REDFIN CORP75737F108COM50,000$3,171,000thousands by filing datecall
Financial Select Sector SPDR Fund81369Y605SHS85,000$3,119,000thousands by filing dateput
THE CAMPBELLS COMPANY COM134429109Stock64,700$2,950,000thousands by filing date
HERBALIFE LTDG4412G101COM SHS50,000$2,637,000thousands by filing dateput
PITNEY BOWES INC COM724479100Stock300,000$2,631,000thousands by filing dateput
LEAR CORP COM NEW521865204Stock15,000$2,629,000thousands by filing datecall
MASON INDUSTRIAL TECHNOLGY I57520Y205UNIT 99/99/9999250,000$2,518,000thousands by filing date
G SQUARED ASCEND I INCG4204R125UNIT 99/99/9999250,000$2,513,000thousands by filing date
EJF ACQUISITION CORPG2955B117UNIT 03/10/2026250,000$2,495,000thousands by filing date
DISH NETWORK CORPORATION25470M109CL A59,000$2,466,000thousands by filing dateput
FORD MTR CO COM345370860Stock150,000$2,229,000thousands by filing dateput
GENESIS ENERGY L.P.371927104UNIT LTD PARTN190,000$2,206,000thousands by filing datecall
READY CAPITAL CORP75574U101COM138,745$2,202,000thousands by filing date
KINDER MORGAN INC DEL COM49456B101Stock119,000$2,169,000thousands by filing date
KOHLS CORP500255104COM37,500$2,067,000thousands by filing datecall
CONAGRA FOODS INC205887102COM55,779$2,029,000thousands by filing date
FTAC HERA ACQUISITION CORPG3728Y129UNIT 02/28/2026200,000$2,009,000thousands by filing date
HUDSON EXECUTIVE INVES III UNIT EX 02222644376L206Stock200,000$1,998,000thousands by filing date
VECTOR ACQUISITION CORP IIG9460A104CL A SHS200,000$1,986,000thousands by filing date
WYNN RESORTS LTD983134107COM15,792$1,931,000thousands by filing date
HASBRO INC COM418056107Stock20,318$1,920,000thousands by filing date
WESTERN ASSET MORTGAGE CAPIT95790DAA3NOTE 6.750%10/02,000,000$1,902,000thousands by filing dateprincipal
NABORS INDUSTRIES LTDG6359F137SHS16,360$1,869,000thousands by filing date
INDEPENDENCE HOLDINGS CORPG4761A119UNIT 03/02/2026180,000$1,798,000thousands by filing date
BAUSCH HEALTH COS INC COM071734107Stock60,000$1,759,000thousands by filing datecall
GENERAL MTRS CO COM37045V100Stock28,519$1,687,000thousands by filing date
KISMET ACQUISITION THREEG5276C128CL A SHARES160,570$1,604,000thousands by filing date
KERNEL GROUP HOLDINGS INCG5259L111UNIT 99/99/9999150,000$1,533,000thousands by filing date
THE MUSIC ACQUISITION CORP62752R209UNIT 99/99/9999150,000$1,526,000thousands by filing date
AFRICAN GOLD ACQUISITION CORG0112R116UNIT 99/99/9999150,000$1,517,000thousands by filing date
DHC ACQUISITION CORPG2758T125UNIT 02/25/2026150,000$1,506,000thousands by filing date
ARCTOS NORTHSTAR ACQUIS CORPG0477L118UNIT 99/99/9999150,000$1,500,000thousands by filing date
TAILWIND INTERNATNAL ACQ CORG8662F127UNIT 99/99/9999150,000$1,500,000thousands by filing date
FINTECH EVOLUTION ACQUIS GROG3R19A112UNIT 99/99/9999150,000$1,497,000thousands by filing date
TCW SPECIAL PURPOSE ACQU COR87301L205UNIT 99/99/9999150,000$1,496,000thousands by filing date
KROGER CO COM501044101Stock39,000$1,494,000thousands by filing date
HUDSON EXECUTIVE INVESTMENT443760202UNIT 01/31/2027150,000$1,494,000thousands by filing date
GOLDEN ARROW MERGER CORP380799205UNIT 07/31/2026150,000$1,491,000thousands by filing date
SCION TECH GROWTH IIG31070124UNIT 99/99/9999150,000$1,490,000thousands by filing date
ORCHID IS CAP INC68571X103COM284,925$1,479,000thousands by filing date
NEW YORK MORTGAGE TRUST INC649604501COM PAR $.02323,426$1,446,000thousands by filing date
PENNYMAC CORP70932AAD5BOND1,230,000$1,272,000thousands by filing dateprincipal
ELLINGTON CREDIT COMPANY288578107COM SHS BEN INT106,472$1,253,000thousands by filing date
TITAN INTERNATIONAL INC88830M102COMMON STOCK147,300$1,249,000thousands by filing dateput
APA CORPORATION COM03743Q108Stock57,198$1,237,000thousands by filing date
QUADRO ACQUISITION ONE CORPG52807123UNIT 99/99/9999123,100$1,224,000thousands by filing date
EQT CORP COM26884L109Stock53,472$1,190,000thousands by filing date
DAUCH CORP024061103COM110,000$1,139,000thousands by filing datecall
LEO HOLDINGS III CORPg5463t116COM100,000$1,008,000thousands by filing date
AUSTERLITZ ACQUISITION CORPG0633U119UNIT 99/99/9999100,000$1,007,000thousands by filing date
SPARTAN ACQUISITION CORP III84677R205UNIT 99/99/9999100,000$1,006,000thousands by filing date
LIVE OAK MOBILITY ACQUISI CO538126202UNIT 03/01/2028100,000$1,004,000thousands by filing date
ARROWROOT ACQUISITION CORP04282M201UNIT 01/29/2026100,000$1,003,000thousands by filing date
HAYMAKER ACQUISITION CORP II42087R207UNIT 03/01/2026100,000$1,003,000thousands by filing date
POWERED BRANDSG7209M124UNIT 99/99/9999100,000$1,001,000thousands by filing date
ESM ACQUISITION CORPORATIONG3195H120UNIT 99/99/9999100,000$1,000,000thousands by filing date
CORAZON CAPITAL V838 MONOCERG24237110UNIT 03/24/2026100,000$1,000,000thousands by filing date
SILVERBOX ENGAGED MERGER CO82836L200UNIT 03/31/2028100,000$1,000,000thousands by filing date
MISSION ADVANCEMENT CORP60501L200UNIT 99/99/9999100,000$999,000thousands by filing date
FREEDOM ACQUISITION I CORPG3663X102UNIT 99/99/9999100,000$998,000thousands by filing date
VELOCITY ACQUISITION CORP UNIT92259E203Stock95,000$945,000thousands by filing date
CARTESIAN GROWTH CORPG19276123UNIT 02/26/202892,000$918,000thousands by filing date
Financial Select Sector SPDR Fund81369Y605SHS25,000$917,000thousands by filing date
LUMEN TECHNOLOGIES INC550241103COM65,965$896,000thousands by filing date
UNITED STATES STL CORP NEW912909108COM36,359$873,000thousands by filing date
AMC NETWORKS INC00164V103CL A12,000$802,000thousands by filing datecall
SLAM CORPG8210L113UNIT 99/99/999980,000$798,000thousands by filing date
PRIVETERRA ACQUISITION CORP74275N201UNIT 99/99/999975,000$747,000thousands by filing date
PATHFINDER ACQUISITION CORPG04119114UNIT 02/17/202674,187$737,000thousands by filing date
GORES TECHNOLOGY PARTNERS II38287L206UNIT 03/16/202870,000$723,000thousands by filing date
CENTRICUS ACQUISITION CORPG2072Q112UNIT 02/08/202870,000$717,000thousands by filing date
GORES HOLDINGS VII INC38286T200UNIT 02/12/202870,000$704,000thousands by filing date
GORES HLDGS VIII INC382863207UNIT 02/01/202870,000$699,000thousands by filing date
ORION ACQUISITION CORP68626A207UNIT 02/19/202670,000$694,000thousands by filing date
COMMUNITY HEALTH SYSTEMS INC203668108COMMON STOCK44,560$688,000thousands by filing date
QURATE RETAIL INC74915M100COM SER A48,088$629,000thousands by filing date
TZP STRATEGIES ACQUISTN CORPG91595127UNIT 01/06/202663,327$629,000thousands by filing date
Z-WORK ACQUISITION CORP98880C201UNIT 99/99/999961,786$618,000thousands by filing date
COLICITY INC UNIT EX 022426194170205Stock60,000$604,000thousands by filing date
ONE EQUITY PARTNERS OPEN WTR68237L204UNT60,000$600,000thousands by filing date
GENESIS ENERGY L.P.371927104UNIT LTD PARTN50,000$581,000thousands by filing dateput
DIVERSIFIED HEALTHCARE TR25525P107COM SH BEN INT137,619$575,000thousands by filing date
BLUERIVER ACQUISITION CORPG1261Q123UNIT 01/04/202655,000$551,000thousands by filing date
LAZARD GROWTH ACQUISITION COG54035129UNIT 99/99/999955,000$549,000thousands by filing date
Anywhere Real Estate Inc75605Y106Common Stock29,208$532,000thousands by filing date
BROADSCALE ACQUISITION CORP UNIT EX 02022611134Y200Stock51,000$510,000thousands by filing date
SUSTAINABLE DEVELP ACQU I CO86934L202UNIT 02/04/202650,000$509,000thousands by filing date
POWER & DIGITAL INFRA ACQ CO739190205UNIT 99/99/999950,000$505,000thousands by filing date
TISHMAN SPEYER INNOVATION CO88825H209UNIT 02/11/202650,000$504,000thousands by filing date
JAWS MUSTANG ACQUISITION CORG50737116UNIT 99/99/999950,000$503,000thousands by filing date
NORTH ATLANTIC ACQUISITN CORG66139117UNIT 10/20/202550,000$502,000thousands by filing date
SILVER CREST ACQUISITION CORPG81355110COM50,000$502,000thousands by filing date
CHURCHILL CAPITAL CORP VII17144M201UNIT 99/99/999950,000$501,000thousands by filing date
SOCIAL LEVERAGE ACQUISN CORP83363K201TRUS50,000$500,000thousands by filing date
FIRST RESERVE SUSTAINABLE GW336169206UNIT 03/05/202650,000$500,000thousands by filing date
RMG ACQUISITION CORP IIIG76088114UNIT 02/08/202650,000$500,000thousands by filing date
FUSION ACQUISITION CORP II36118N201UNIT 02/29/202850,000$500,000thousands by filing date
DHB CAPITAL CORP23291W208UNIT 03/31/202850,000$500,000thousands by filing date
ADVANCED MERGER PARTNERS INC UNIT EX 06302600777J208Stock50,000$500,000thousands by filing date
RXR ACQUISITION CORP UNIT EXP 01012574981W206Stock50,000$499,000thousands by filing date
TWELVE SEAS INVESTMENT CO II90118T205UNIT 99/99/999950,000$498,000thousands by filing date
CATCHA INVESTMENT CORPG1962Y128UNIT 99/99/999950,000$497,000thousands by filing date
CROWN PROPTECH ACQUISITIONSG25741128UNIT 99/99/999950,000$497,000thousands by filing date
CLARIM ACQUISITION CORP18049C207UNIT 99/99/999950,000$497,000thousands by filing date
CLEARWATER PAPER CORP18538R103COM16,163$468,000thousands by filing date
OYSTER ENTERPRISES ACQUISITION CORP.69242M203COM43,574$435,000thousands by filing date
ISOS ACQUISITION CORPg4962c120COM40,000$408,000thousands by filing date
GORES TECHNOLOGY PARTNERS IN382870202UNIT 03/16/202840,000$402,000thousands by filing date
CONSTELLATION ACQUISITN CORPG2R18K121UNIT 99/99/999940,000$400,000thousands by filing date
GAMING & HOSPITALITY ACQUISI364681205UNIT 02/04/202840,000$399,000thousands by filing date
TRIUMPH GROUP INC NEW896818101COM19,151$397,000thousands by filing date
EQ HEALTH ACQUISITION CORP UNIT EXP 02022826886A200Stock35,000$349,000thousands by filing date
LOGISTIC PROPERTIES OF THE AME USD ORD SHSG9152V101Stock12,231$310,000thousands by filing date
GROUP NINE ACQUISITION CORP39947R203UNIT 01/15/202628,529$287,000thousands by filing date
USHG ACQUISITION CORP91748P209COMMON STOCK25,750$258,000thousands by filing date
ALTIMAR ACQUISITION CORP IIIG0370U124UNIT 99/99/999925,000$253,000thousands by filing date
SCP & CO HEALTHCARE ACQUSTN784065203UNT25,000$252,000thousands by filing date
D AND Z MEDIA ACQUISITION CO23305Q205UNIT 99/99/999925,000$249,000thousands by filing date
DONNELLEY R R & SONS CO257867200COM36,263$228,000thousands by filing date
SIMON PPTY GROUP INC NEW COM828806109REIT1,658$216,000thousands by filing date
KENSINGTON CAPITAL ACQUISITI49006L203UNIT 99/99/999920,000$208,000thousands by filing date
ARK GLOBAL ACQUISITION CORP66981N202COM20,000$205,000thousands by filing date
GORES METROPOULOS II INC382873206UNIT 01/31/202820,000$203,000thousands by filing date
ECP ENVIRONMENTAL GW OPT COR26829T209UNIT 03/01/202620,000$203,000thousands by filing date
SIMON PROPERTY GRP ACQ HOLDI82880R202UNIT 99/99/999920,000$201,000thousands by filing date
APOLLO STRATEGIC GRWT CPTL IG0412A110UNIT 99/99/999920,000$200,000thousands by filing date
ITIQUIRA ACQUISITION CORPG49773123UNIT 02/03/202620,000$200,000thousands by filing date
THUNDER BRIDGE CAP PRTNRS II88605T209UNIT 02/15/202820,000$200,000thousands by filing date
SUPERNOVA PARTNERS ACQUISTNG8T86C113UNIT 99/99/999920,000$200,000thousands by filing date
WARRIOR TECHNOLOGIES ACQUI CO UNIT EX 033128936273200Stock15,000$151,000thousands by filing date
PIVOTAL HOLDINGS CORPG7315C127UNIT 01/19/202615,000$150,000thousands by filing date
TUATARA CAPITAL ACQUISITN COG9118J127UNIT 99/99/999912,300$125,000thousands by filing date
Impac Mortgage Holdings Inc45254P508COM NEW51,900$110,000thousands by filing date
THIMBLE POINT ACQUISITION CO88408P206COM10,000$104,000thousands by filing date
DECARBONIZATION PLUS ACQU II242794204UNIT 01/19/202610,000$103,000thousands by filing date
FORTISTAR SUSTAINABLE SOL CO34962M205UNIT 01/14/202610,000$103,000thousands by filing date
PRIMAVERA CAPITAL ACQUIST COG7255E125UNIT 01/19/202610,000$102,000thousands by filing date
IBERE PHARMACEUTICALSG46843127UNIT 99/99/999910,000$101,000thousands by filing date
CLIMATE REAL IMPACT SLUTINS187171202UNIT 99/99/999910,000$101,000thousands by filing date
B RILEY PRINCIPAL 150 MERGER05601V202UNIT 99/99/999910,000$101,000thousands by filing date
DIAMONDHEAD HOLDINGS CORP25278L204UNIT 01/21/202610,000$100,000thousands by filing date
CC NEUBERGER PRINCIPAL HOLDNG1992N118UNIT 99/99/999910,000$100,000thousands by filing date
MCAP ACQUISITION CORP55282t208COM10,000$100,000thousands by filing date
KHOSLA VENTURES ACQUISITION482504107CL A10,000$99,000thousands by filing date
SCIENCE STRATEGIC ACQ ALPHA808641203UNT10,000$99,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001085146-21-002576this filing2021-08-16acceptance time not in the bulk data set