Ellington Management Group

Ellington Management Group as of June 30, 2020

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 37 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Nabors Inds Note 0.750% 1/1 (Principal) 20.8 $49M 140M 0.35
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 19.6 $46M 150k 308.35
Ford Motor Company Call Option (F) 11.0 $26M 4.3M 6.08
Verizon Communications Put Option (VZ) 9.8 $23M 420k 55.13
Dish Network Corporation Note 2.375% 3/1 (Principal) 7.8 $19M 20M 0.91
Tesla Motors Put Option (TSLA) 7.2 $17M 16k 1079.81
Ellington Financial Inc ellington financ (EFC) 4.2 $10M 851k 11.78
Boeing Company Put Option (BA) 2.4 $5.6M 31k 183.31
Ready Cap Corp Com reit (RC) 1.4 $3.2M 371k 8.69
Occidental Petroleum Corporation Call Option (OXY) 1.3 $3.1M 170k 18.30
Kohl's Corporation (KSS) 1.3 $3.1M 149k 20.77
Pennymac Financial Services (PFSI) 1.0 $2.4M 57k 41.79
Annaly Capital Management 0.9 $2.1M 322k 6.56
General Motors Company Call Option (GM) 0.9 $2.1M 82k 25.29
MGIC Investment (MTG) 0.8 $1.9M 233k 8.19
Southwest Airlines Put Option (LUV) 0.8 $1.9M 55k 34.18
American Airls Put Option (AAL) 0.7 $1.7M 133k 13.07
At&t (T) 0.7 $1.7M 57k 30.22
Sirius Xm Holdings Put Option 0.7 $1.6M 270k 5.87
Chimera Invt Corp Com New 0.6 $1.4M 150k 9.61
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal) 0.6 $1.4M 2.0M 0.71
Amc Networks Cl A (AMCX) 0.6 $1.4M 60k 23.38
Pitney Bowes (PBI) 0.6 $1.4M 538k 2.60
Dxc Technology (DXC) 0.6 $1.4M 83k 16.50
Starwood Property Trust (STWD) 0.5 $1.1M 75k 14.96
American Axle & Manufact. Holdings Call Option (AXL) 0.4 $988k 130k 7.60
Nabors Industries SHS (NBR) 0.3 $790k 21k 37.01
Hunt Cos Fin Tr 0.3 $753k 284k 2.65
MFA Mortgage Investments 0.3 $747k 300k 2.49
Great Ajax Corp reit (RPT) 0.3 $734k 80k 9.20
Arlington Asset Invst Corp Cl A New 0.3 $734k 247k 2.97
PennyMac Mortgage Investment Trust (PMT) 0.3 $701k 40k 17.52
Anworth Mortgage Asset Corporation 0.3 $680k 400k 1.70
CVS Caremark Corporation (CVS) 0.3 $642k 9.9k 65.00
Realogy Hldgs (HOUS) 0.3 $635k 86k 7.42
Alcoa (AA) 0.1 $297k 26k 11.23
Impac Mtg Hldgs Com New (IMPM) 0.0 $88k 52k 1.70