ELLINGTON MANAGEMENT GROUP LLC [Rocket]

Holdings

ELLINGTON MANAGEMENT GROUP LLC

Changes: All | New | Increased | Decreased | Sold Out

Portfolio as of:

Name	Ticker	Class	Shares	Change	Value	Change	% Port	% OS	Hist	Date
AMC ENTERTAINMENT HOLDINGS, INC.	AMC	CL A COM	1,225,000	1,225,000	69,433,000	69,433,000	10.28		Hist	06/30/2021
AVIS BUDGET GROUP, INC.	CAR	PUT	315,400	315,400	24,566,000	24,566,000	3.64		Hist	06/30/2021
SPDR SERIES TRUST SANDP REGL BKG	KRE	OPTION	338,000	338,000	22,150,000	22,150,000	3.28		Hist	06/30/2021
Rithm Capital Corp.	NRZ	COM NEW	1,759,306	1,759,306	18,631,000	18,631,000	2.76	0.38	Hist	06/30/2021
iSHARES TRUST	IWM	Put	70,000	70,000	16,056,000	16,056,000	2.38		Hist	06/30/2021
iSHARES TRUST	HYG	Common	132,076	132,076	11,628,000	11,628,000	1.72		Hist	06/30/2021
KOHLS Corp	KSS	Common	109,995	109,995	6,062,000	6,062,000	0.90	0.07	Hist	06/30/2021
Paramount Global	CBS	Common	132,172	132,172	5,974,000	5,974,000	0.88		Hist	06/30/2021
NEWS CORP	NWSA	CL A	213,500	213,500	5,502,000	5,502,000	0.81		Hist	06/30/2021
BORGWARNER INC	BWA	CALL	101,000	101,000	4,903,000	4,903,000	0.73		Hist	06/30/2021
LEAR CORP	LEA	COM NEW	27,528	27,528	4,825,000	4,825,000	0.71	0.05	Hist	06/30/2021
Anzu Special Acquisition Corp I	ANZUU	Unit	399,700	399,700	3,997,000	3,997,000	0.59		Hist	06/30/2021
KING LLC MERGER SUB, LLC	CTAC	Common	400,000	400,000	3,972,000	3,972,000	0.59	1.20	Hist	06/30/2021
COTY INC.	COTY	COM CL A	380,000	380,000	3,549,000	3,549,000	0.53		Hist	06/30/2021
FORD MOTOR CO	F	COM PAR $0.01	232,500	232,500	3,455,000	3,455,000	0.51		Hist	06/30/2021
Redfin Corp	RDFN	Call	50,000	50,000	3,171,000	3,171,000	0.47		Hist	06/30/2021
SSGA FUNDS MANAGEMENT INC	XLF	Put	85,000	85,000	3,119,000	3,119,000	0.46		Hist	06/30/2021
CAMPBELL SOUP CO	CPB	Common	64,700	64,700	2,950,000	2,950,000	0.44	0.02	Hist	06/30/2021
HERBALIFE LTD.	HLF	PUT	50,000	50,000	2,637,000	2,637,000	0.39		Hist	06/30/2021
PITNEY BOWES INC /DE/	PBI	COM	300,000	300,000	2,631,000	2,631,000	0.39		Hist	06/30/2021
LEAR CORP	LEA	CALL	15,000	15,000	2,629,000	2,629,000	0.39		Hist	06/30/2021
DISH Network CORP	DISH	PUT	59,000	59,000	2,466,000	2,466,000	0.37		Hist	06/30/2021
FORD MOTOR CO	F	PUT	150,000	150,000	2,229,000	2,229,000	0.33		Hist	06/30/2021
GENESIS ENERGY LP	GEL	UNIT LTD PARTN	190,000	190,000	2,206,000	2,206,000	0.33		Hist	06/30/2021
KOHLS Corp	KSS	Call	37,500	37,500	2,067,000	2,067,000	0.31		Hist	06/30/2021
CONAGRA BRANDS INC.	CAG	Common	55,779	55,779	2,029,000	2,029,000	0.30	0.01	Hist	06/30/2021
HASBRO, INC.	HAS	Common	20,318	20,318	1,920,000	1,920,000	0.28	0.01	Hist	06/30/2021
Bausch Health Companies Inc.	BHC	CALL	60,000	60,000	1,759,000	1,759,000	0.26		Hist	06/30/2021
General Motors Co	GM	Common	28,519	28,519	1,687,000	1,687,000	0.25	0.00	Hist	06/30/2021
KROGER CO	KR	Common	39,000	39,000	1,494,000	1,494,000	0.22	0.01	Hist	06/30/2021
Orchid Island Capital, Inc.	ORC	COM	284,925	284,925	1,479,000	1,479,000	0.22	0.30	Hist	06/30/2021
Ellington Residential Mortgage REIT	EARN	Common	106,472	106,472	1,253,000	1,253,000	0.19	0.86	Hist	06/30/2021
TITAN INTERNATIONAL INC	TWI	PUT	147,300	147,300	1,249,000	1,249,000	0.18		Hist	06/30/2021
EQT Corp	EQT	COM	53,472	53,472	1,190,000	1,190,000	0.18	0.02	Hist	06/30/2021
SSGA FUNDS MANAGEMENT INC	XLF	Common	25,000	25,000	917,000	917,000	0.14		Hist	06/30/2021
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