AI Portfolio Summary
In 2021 Q2, ELLINGTON MANAGEMENT GROUP LLC maintained a portfolio of 208 distinct positions. The most significant new addition to the portfolio was AMC ENTMT HLDGS INC, which now represents 10.28% of the total fund value. The fund also reduced its exposure to SPDR S&P 500 ETF TR by 82.2%.
Total Positions
208
Quarter
2021 Q2
Top Holding
HYG (15.9%)
Top 10 Concentration
58.7%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
Showing 1-50 of 208
| Stock | History | Sector / Type | Port % | Prev % | Rank / Prev | Conviction | Change | % Change | Influence | Shares | Mkt Value | Avg Cost | Price Held | 1st Owned | Source | Source Date | Date Reported |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
HYG
PUT
ISHARES TR
|
PUT Option | 15.90% | 28.80% |
#1
Prev: #1
|
6.0 | -1,463,700 | -54.5% |
P
S
|
1,220,100 | $107,418,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
N/A
PUT
AMC ENTMT HLDGS...
|
—
|
PUT Option | 10.28% | — |
#2
Prev: #—
|
9.0 | 1,225,000 | no change |
NEW
|
1,225,000 | $69,433,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
NABORS INDS INC...
|
—
|
Bond/Debt | 7.32% | 6.85% |
#3
2
Prev: #5
|
3.9 | -21,000,000 | -27.7% |
P
S
|
54,734,000 | $49,452,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
DISH NETWORK CO...
|
—
|
Bond/Debt | 6.56% | 4.63% |
#4
2
Prev: #6
|
5.1 | 6,500,000 | 16.6% |
P
S
|
45,545,000 | $44,311,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
CAR
PUT
AVIS BUDGET GRO...
|
PUT Option | 3.64% | — |
#5
Prev: #—
|
5.5 | 315,400 | no change |
NEW
|
315,400 | $24,566,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
QQQ
PUT
INVESCO QQQ TR
|
PUT Option | 3.41% | 8.84% |
#6
3
Prev: #3
|
1.4 | -160,000 | -71.1% |
P
S
|
65,000 | $23,038,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
KRE
PUT
SPDR SER TR
|
PUT Option | 3.28% | — |
#7
Prev: #—
|
4.8 | 338,000 | no change |
NEW
|
338,000 | $22,150,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
PFF
PUT
ISHARES TR
|
PUT Option | 3.14% | 2.55% |
#8
1
Prev: #7
|
2.3 | no change | no change |
P
S
|
540,000 | $21,241,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
RITM
NEW RESIDENTIAL...
|
Real Estate | 2.76% | — |
#9
Prev: #—
|
4.6 | 1,759,306 | no change |
NEW
|
1,759,306 | $18,631,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
EFC
ELLINGTON FINAN...
|
Real Estate | 2.41% | 1.68% |
#10
1
Prev: #9
|
1.5 | 637 | 0.1% |
P
S
|
850,887 | $16,294,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
IWM
PUT
ISHARES TR
|
PUT Option | 2.38% | — |
#11
Prev: #—
|
4.5 | 70,000 | no change |
NEW
|
70,000 | $16,056,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
SPY
PUT
SPDR S&P 500 ET...
|
PUT Option | 2.03% | 8.78% |
#12
8
Prev: #4
|
0.8 | -148,000 | -82.2% |
P
S
|
32,000 | $13,698,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
COOP
MR COOPER GROUP...
|
Unknown | 1.93% | 0.41% |
#13
15
Prev: #28
|
3.8 | 297,566 | 309.3% |
P
S
|
393,763 | $13,018,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
HYG
ISHARES TR
|
ETF | 1.72% | — |
#14
Prev: #—
|
4.2 | 132,076 | no change |
NEW
|
132,076 | $11,628,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
PFSI
PENNYMAC FINL S...
|
Financial Services | 1.71% | 0.50% |
#15
7
Prev: #22
|
3.7 | 125,935 | 205.3% |
P
S
|
187,278 | $11,559,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
MFA
MFA FINL INC
|
Real Estate | 0.96% | 0.32% |
#16
15
Prev: #31
|
3.4 | 782,737 | 124.4% |
P
S
|
1,411,968 | $6,481,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
KSS
KOHLS CORP
|
Consumer Cyclical | 0.90% | — |
#17
Prev: #—
|
3.9 | 109,995 | no change |
NEW
|
109,995 | $6,062,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
PARA
VIACOMCBS INC
|
Unknown | 0.88% | — |
#18
Prev: #—
|
3.9 | 132,172 | no change |
NEW
|
132,172 | $5,974,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
NWSA
PUT
NEWS CORP NEW
|
PUT Option | 0.81% | — |
#19
Prev: #—
|
3.8 | 213,500 | no change |
NEW
|
213,500 | $5,502,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
RPT
GREAT AJAX CORP
|
Real Estate | 0.75% | 0.54% |
#20
1
Prev: #21
|
0.8 | -8,398 | -2.1% |
P
S
|
391,699 | $5,084,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
N/A
VPC IMPACT ACQU...
|
—
|
Unknown | 0.74% | 0.61% |
#21
2
Prev: #19
|
1.3 | no change | no change |
P
S
|
500,000 | $5,023,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
ARES ACQUISITIO...
|
—
|
Unknown | 0.74% | 0.62% |
#22
5
Prev: #17
|
1.3 | no change | no change |
P
S
|
500,000 | $5,000,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
BWA
CALL
BORGWARNER INC
|
CALL Option | 0.73% | — |
#23
Prev: #—
|
3.8 | 101,000 | no change |
NEW
|
101,000 | $4,903,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
LEA
LEAR CORP
|
Consumer Cyclical | 0.71% | — |
#24
Prev: #—
|
3.8 | 27,528 | no change |
NEW
|
27,528 | $4,825,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
JWN
NORDSTROM INC
|
Unknown | 0.60% | 0.26% |
#25
12
Prev: #37
|
3.2 | 54,593 | 97.3% |
P
S
|
110,714 | $4,049,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
N/A
ANZU SPECIAL AC...
|
—
|
Unknown | 0.59% | 0.49% |
#26
2
Prev: #24
|
1.2 | no change | no change |
P
S
|
399,700 | $3,997,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
CERBERUS TELECO...
|
—
|
Unknown | 0.59% | — |
#27
Prev: #—
|
3.7 | 400,000 | no change |
NEW
|
400,000 | $3,972,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
COTY
PUT
COTY INC
|
PUT Option | 0.53% | — |
#28
Prev: #—
|
3.7 | 380,000 | no change |
NEW
|
380,000 | $3,549,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
N/A
JACK CREEK INVE...
|
—
|
Unknown | 0.52% | 0.43% |
#29
2
Prev: #27
|
1.2 | no change | no change |
P
S
|
350,000 | $3,518,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
PERIDOT ACQUISI...
|
—
|
Unknown | 0.52% | 0.43% |
#30
4
Prev: #26
|
1.2 | no change | no change |
P
S
|
350,000 | $3,497,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
F
CALL
FORD MTR CO DEL
|
CALL Option | 0.51% | — |
#31
Prev: #—
|
3.7 | 232,500 | no change |
NEW
|
232,500 | $3,455,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
RDFN
CALL
REDFIN CORP
|
CALL Option | 0.47% | — |
#32
Prev: #—
|
3.7 | 50,000 | no change |
NEW
|
50,000 | $3,171,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
XLF
PUT
SELECT SECTOR S...
|
PUT Option | 0.46% | — |
#33
Prev: #—
|
3.7 | 85,000 | no change |
NEW
|
85,000 | $3,119,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
CPB
CAMPBELL SOUP C...
|
Consumer Defensive | 0.44% | — |
#34
Prev: #—
|
3.7 | 64,700 | no change |
NEW
|
64,700 | $2,950,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
HLF
PUT
HERBALIFE NUTRI...
|
PUT Option | 0.39% | — |
#35
Prev: #—
|
3.7 | 50,000 | no change |
NEW
|
50,000 | $2,637,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
PBI
PUT
PITNEY BOWES IN...
|
PUT Option | 0.39% | — |
#36
Prev: #—
|
3.7 | 300,000 | no change |
NEW
|
300,000 | $2,631,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
LEA
CALL
LEAR CORP
|
CALL Option | 0.39% | — |
#37
Prev: #—
|
3.7 | 15,000 | no change |
NEW
|
15,000 | $2,629,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
N/A
MASON INDUSTRIA...
|
—
|
Unknown | 0.37% | 0.31% |
#38
4
Prev: #34
|
1.1 | no change | no change |
P
S
|
250,000 | $2,518,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
G SQUARED ASCEN...
|
—
|
Unknown | 0.37% | 0.31% |
#39
7
Prev: #32
|
1.1 | no change | no change |
P
S
|
250,000 | $2,513,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
EJF ACQUISITION...
|
—
|
Unknown | 0.37% | 0.31% |
#40
7
Prev: #33
|
1.1 | no change | no change |
P
S
|
250,000 | $2,495,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
DISH
PUT
DISH NETWORK CO...
|
PUT Option | 0.37% | — |
#41
Prev: #—
|
3.6 | 59,000 | no change |
NEW
|
59,000 | $2,466,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
F
PUT
FORD MTR CO DEL
|
PUT Option | 0.33% | — |
#42
Prev: #—
|
3.6 | 150,000 | no change |
NEW
|
150,000 | $2,229,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
GEL
CALL
GENESIS ENERGY ...
|
CALL Option | 0.33% | — |
#43
Prev: #—
|
3.6 | 190,000 | no change |
NEW
|
190,000 | $2,206,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
RC
READY CAPITAL C...
|
Real Estate | 0.33% | 0.50% |
#44
21
Prev: #23
|
0.1 | -162,455 | -53.9% |
P
S
|
138,745 | $2,202,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
KMI
KINDER MORGAN I...
|
Energy | 0.32% | 0.24% |
#45
4
Prev: #41
|
1.1 | no change | no change |
P
S
|
119,000 | $2,169,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
KSS
CALL
KOHLS CORP
|
CALL Option | 0.31% | — |
#46
Prev: #—
|
3.6 | 37,500 | no change |
NEW
|
37,500 | $2,067,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
CAG
CONAGRA BRANDS ...
|
Consumer Defensive | 0.30% | — |
#47
Prev: #—
|
3.6 | 55,779 | no change |
NEW
|
55,779 | $2,029,000 | 2005 Q3 | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | |||
|
N/A
FTAC HERA ACQUI...
|
—
|
Unknown | 0.30% | 0.25% |
#48
9
Prev: #39
|
1.1 | no change | no change |
P
S
|
200,000 | $2,009,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
HUDSON EXECUTIV...
|
—
|
Unknown | 0.30% | 0.24% |
#49
9
Prev: #40
|
1.1 | no change | no change |
P
S
|
200,000 | $1,998,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) | ||
|
N/A
VECTOR ACQUISIT...
|
—
|
Unknown | 0.29% | 0.24% |
#50
8
Prev: #42
|
1.1 | no change | no change |
P
S
|
200,000 | $1,986,000 | — | 13F Filing | 2021-06-30 | 2021-08-14 (Est.) |
Showing 1-50 of 208 holdings