Ellington Management Group

Ellington Management Group as of Dec. 31, 2020

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 48 positions in its portfolio as reported in the December 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 34.4 $139M 1.6M 87.30
Tesla Motors Put Option (TSLA) 13.7 $55M 79k 705.67
Nabors Inds Note 0.750% 1/1 (Principal) 11.1 $45M 86M 0.52
Annaly Capital Management 4.3 $17M 2.1M 8.45
Dish Network Corporation Note 2.375% 3/1 (Principal) 4.2 $17M 18M 0.95
Pennymac Financial Services (PFSI) 3.6 $14M 219k 65.66
Ellington Financial Inc ellington financ (EFC) 3.1 $13M 851k 14.84
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 2.3 $9.3M 25k 373.88
New York Mtg Tr Com Par $.02 2.3 $9.2M 2.5M 3.69
Select Sector Spdr Tr Sbi Int-finl Put Option (XLF) 2.0 $8.3M 280k 29.48
CenturyLink Call Option 2.0 $8.0M 820k 9.75
American Airls Put Option (AAL) 1.7 $6.8M 433k 15.77
MFA Mortgage Investments 1.5 $6.0M 1.6M 3.89
Great Ajax Corp reit (AJX) 1.3 $5.4M 514k 10.46
Ready Cap Corp Com reit (RC) 1.3 $5.2M 421k 12.45
L Brands Put Option 1.1 $4.3M 115k 37.19
American Axle & Manufact. Holdings (AXL) 0.9 $3.5M 418k 8.34
Transocean Reg Shs Put Option (RIG) 0.8 $3.2M 1.4M 2.31
United Rentals Put Option (URI) 0.8 $3.1M 14k 231.85
Agnc Invt Corp Com reit (AGNC) 0.7 $2.9M 185k 15.60
Devon Energy Corporation (DVN) 0.7 $2.7M 168k 15.81
Mr Cooper Group (COOP) 0.6 $2.4M 78k 31.04
Expedia Group Com New (EXPE) 0.5 $2.2M 17k 132.41
Boeing Company Put Option (BA) 0.5 $1.9M 9.0k 214.11
Granite Pt Mtg Tr Com Stk (GPMT) 0.5 $1.8M 185k 9.99
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal) 0.4 $1.8M 2.0M 0.88
Pitney Bowes (PBI) 0.4 $1.6M 264k 6.16
New Residential Invt Corp Com New (RITM) 0.4 $1.6M 157k 9.94
Tpg Re Finance Trust Inc reit (TRTX) 0.4 $1.5M 142k 10.62
Southwest Airlines Put Option (LUV) 0.3 $1.4M 30k 46.60
Royal Caribbean Cruises Put Option (RCL) 0.3 $1.4M 19k 74.70
Spirit Aerosystems Hldgs Com Cl A Put Option (SPR) 0.3 $1.3M 33k 39.12
Pennymac Corp Note 5.500%11/0 (Principal) 0.3 $1.2M 1.2M 0.99
Lument Finance Trust (LFT) 0.2 $922k 282k 3.27
PennyMac Mortgage Investment Trust (PMT) 0.2 $704k 40k 17.60
Energizer Holdings (ENR) 0.2 $663k 16k 42.18
Antero Res (AR) 0.2 $638k 117k 5.45
Diamondback Energy (FANG) 0.2 $629k 13k 48.38
Apache Corporation 0.1 $591k 42k 14.19
Kohl's Corporation (KSS) 0.1 $536k 13k 40.69
Lowe's Companies (LOW) 0.1 $447k 2.8k 160.62
Microsoft Corporation (MSFT) 0.1 $440k 2.0k 222.33
Realogy Hldgs (HOUS) 0.1 $302k 23k 13.13
Community Health Systems (CYH) 0.1 $297k 40k 7.42
Impac Mtg Hldgs Com New (IMPM) 0.0 $158k 52k 3.04
Select Sector Spdr Tr Energy Call Option (XLE) 0.0 $0 150k 0.00
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 0.0 $0 100k 0.00
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 0.0 $0 210k 0.00