13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2020-06-30, filed 2020-08-17, with 37 holding rows worth $236,221,000.
- Accession
- 0001085146-20-002341
- Filer
- CIK 1098490
- Filed
- 2020-08-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2020
A holdings report, 37 entries on the cover page, a total value of $236,221,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $236,221,000 with VALUE read as thousands by filing date, 13F file number 028-11539. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| NABORS INDS INC | 62957HAB1 | BOND | 139,523,000 | $49,028,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 150,000 | $46,253,000 | thousands by filing date | call |
| FORD MTR CO COM | 345370860 | Stock | 4,261,400 | $25,909,000 | thousands by filing date | call |
| Verizon Communications Inc | 92343V104 | COM | 420,000 | $23,155,000 | thousands by filing date | put |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 20,395,000 | $18,539,000 | thousands by filing date | principal |
| Tesla Motors, Inc | 88160R101 | COM | 15,700 | $16,953,000 | thousands by filing date | put |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 850,887 | $10,023,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 30,500 | $5,591,000 | thousands by filing date | put |
| READY CAPITAL CORP | 75574U101 | COM | 371,184 | $3,226,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 170,000 | $3,111,000 | thousands by filing date | call |
| KOHLS CORP | 500255104 | COM | 149,300 | $3,101,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 56,564 | $2,364,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 321,683 | $2,110,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 82,000 | $2,074,000 | thousands by filing date | call |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 233,238 | $1,910,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 55,000 | $1,880,000 | thousands by filing date | put |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 132,800 | $1,736,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 56,514 | $1,708,000 | thousands by filing date | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 270,000 | $1,585,000 | thousands by filing date | put |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 150,000 | $1,442,000 | thousands by filing date | |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 2,000,000 | $1,428,000 | thousands by filing date | principal |
| AMC NETWORKS INC | 00164V103 | CL A | 60,256 | $1,409,000 | thousands by filing date | |
| PITNEY BOWES INC COM | 724479100 | Stock | 537,962 | $1,399,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 83,400 | $1,376,000 | thousands by filing date | |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 74,976 | $1,122,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 130,000 | $988,000 | thousands by filing date | call |
| NABORS INDUSTRIES LTD | G6359F137 | SHS | 21,346 | $790,000 | thousands by filing date | |
| HUNT COS FIN TR INC | 44558T100 | COM | 284,005 | $753,000 | thousands by filing date | |
| MFA FINL INC | 55272X102 | COM | 300,000 | $747,000 | thousands by filing date | |
| Rithm Property Trust Inc | 38983D300 | REIT | 79,769 | $734,000 | thousands by filing date | |
| ARLINGTON ASSET INVST CORP | 041356205 | CL A NEW | 247,278 | $734,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 40,000 | $701,000 | thousands by filing date | |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 400,000 | $680,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 9,877 | $642,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 85,635 | $635,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 26,441 | $297,000 | thousands by filing date | |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 51,900 | $88,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-20-002341 | this filing | 2020-08-17 | acceptance time not in the bulk data set |