Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| ELLINGTON MANAGEMENT GROUP LLC | 08-16-2021 | 06-30-2021 | 176 | 675,570,000 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| ISHARES TR | IBOXX HI YD ETF | 1 | $119,046,000 | 1,352,176 | 17.62 | 28.80 | -1,331,624 | -49.62 | 06-30-2021 |
| AMC ENTMT HLDGS INC | CL A COM | 2 | $69,433,000 | 1,225,000 | 10.28 | 1,225,000 | +Inf | 06-30-2021 | |
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 3 | $49,452,000 | 54,734,000 | 7.32 | 6.85 | -21,000,000 | -27.73 | 06-30-2021 |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 4 | $44,311,000 | 45,545,000 | 6.56 | 4.63 | 6,500,000 | 16.65 | 06-30-2021 |
