Ellington Management Group

Ellington Management Group as of Sept. 30, 2020

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 44 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf (HYG) 19.9 $57M 680k 83.90
Tesla Motors Put Option (TSLA) 11.8 $34M 79k 429.01
Nabors Inds Note 0.750% 1/1 (Principal) 9.5 $27M 99M 0.27
American Airls Put Option (AAL) 6.6 $19M 1.5M 12.29
Select Sector Spdr Tr Sbi Materials Put Option (XLB) 5.9 $17M 700k 24.07
Dish Network Corporation Note 2.375% 3/1 (Principal) 5.7 $16M 18M 0.91
Pennymac Financial Services Call Option (PFSI) 4.1 $12M 200k 58.12
Annaly Capital Management 3.9 $11M 1.6M 7.12
Ellington Financial Inc ellington financ (EFC) 3.6 $10M 851k 12.26
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 3.4 $9.6M 270k 35.68
Mr Cooper Group Put Option 3.0 $8.5M 380k 22.32
Boeing Company Put Option (BA) 2.8 $7.9M 48k 165.25
American Axle & Manufact. Holdings (AXL) 2.3 $6.7M 1.2M 5.77
Great Ajax Corp reit (RPT) 1.4 $4.0M 480k 8.29
Ready Cap Corp Com reit (RC) 1.3 $3.8M 343k 11.20
Dish Network Corporation Note 3.375% 8/1 (Principal) 1.3 $3.7M 4.0M 0.92
L Brands Put Option 1.3 $3.7M 115k 31.81
Kohl's Corporation (KSS) 1.2 $3.5M 190k 18.53
New Residential Invt Corp Com New (RITM) 1.1 $3.1M 391k 7.95
Royal Caribbean Cruises Call Option (RCL) 1.0 $2.9M 45k 64.73
New York Mtg Tr Com Par $.02 0.8 $2.3M 900k 2.55
Southwest Airlines Put Option (LUV) 0.7 $2.1M 55k 37.51
Pitney Bowes (PBI) 0.7 $2.0M 378k 5.31
At&t (T) 0.7 $2.0M 70k 28.51
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal) 0.6 $1.7M 2.0M 0.86
Radian (RDN) 0.5 $1.5M 100k 14.61
Ford Motor Company Put Option (F) 0.5 $1.3M 200k 6.66
Essent (ESNT) 0.5 $1.3M 36k 37.00
Amc Networks Cl A (AMCX) 0.5 $1.3M 53k 24.71
Tpg Re Finance Trust Inc reit (TRTX) 0.4 $1.2M 145k 8.46
United States Steel Corporation Call Option 0.4 $1.1M 145k 7.34
Olin Corp Com Par $1 (OLN) 0.3 $891k 72k 12.37
CVS Caremark Corporation (CVS) 0.3 $857k 15k 58.39
MFA Mortgage Investments 0.3 $804k 300k 2.68
Granite Pt Mtg Tr Com Stk (GPMT) 0.3 $787k 111k 7.09
Hunt Cos Fin Tr 0.3 $775k 284k 2.73
Realogy Hldgs (HOUS) 0.2 $649k 69k 9.45
PennyMac Mortgage Investment Trust (PMT) 0.2 $643k 40k 16.07
Chimera Invt Corp Com New 0.2 $638k 78k 8.20
Spirit Aerosystems Hldgs Com Cl A Put Option (SPR) 0.2 $624k 33k 18.91
Transocean Reg Shs Put Option (RIG) 0.2 $462k 571k 0.81
Starwood Property Trust (STWD) 0.1 $393k 26k 15.07
Nabors Industries SHS (NBR) 0.1 $348k 14k 24.43
Impac Mtg Hldgs Com New (IMPM) 0.0 $66k 52k 1.27