13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2020-12-31, filed 2021-02-16, with 50 holding rows worth $405,566,000.
- Accession
- 0001085146-21-000900
- Filer
- CIK 1098490
- Filed
- 2021-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2020
A holdings report, 50 entries on the cover page, a total value of $405,566,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $405,566,000 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 |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 1,597,000 | $139,418,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 78,500 | $55,395,000 | thousands by filing date | put |
| NABORS INDS INC | 62957HAB1 | BOND | 86,348,000 | $45,014,000 | thousands by filing date | principal |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 2,053,959 | $17,356,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 17,895,000 | $16,935,000 | thousands by filing date | principal |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 207,500 | $13,616,000 | thousands by filing date | call |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 850,887 | $12,627,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 25,000 | $9,347,000 | thousands by filing date | put |
| NEW YORK MORTGAGE TRUST INC | 649604501 | COM PAR $.02 | 2,501,238 | $9,230,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 280,000 | $8,254,000 | thousands by filing date | put |
| CENTURYLINK INC | 156700106 | COM | 820,000 | $7,995,000 | thousands by filing date | call |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 433,000 | $6,828,000 | thousands by filing date | put |
| MFA FINL INC | 55272X102 | COM | 1,552,554 | $6,039,000 | thousands by filing date | |
| Rithm Property Trust Inc | 38983D300 | REIT | 514,362 | $5,380,000 | thousands by filing date | |
| READY CAPITAL CORP | 75574U101 | COM | 420,570 | $5,236,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 115,000 | $4,277,000 | thousands by filing date | put |
| DAUCH CORP | 024061103 | COM | 417,928 | $3,486,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 1,401,400 | $3,238,000 | thousands by filing date | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 13,500 | $3,130,000 | thousands by filing date | put |
| AGNC INVT CORP COM | 00123Q104 | REIT | 184,500 | $2,878,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 167,724 | $2,652,000 | thousands by filing date | |
| MR COOPER GROUP INC | 62482R107 | COM | 78,265 | $2,429,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 9,000 | $1,927,000 | thousands by filing date | put |
| GRANITE PT MTG TR INC | 38741L107 | COM STK | 184,612 | $1,844,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 13,500 | $1,787,000 | thousands by filing date | put |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 2,000,000 | $1,757,000 | thousands by filing date | principal |
| PITNEY BOWES INC COM | 724479100 | Stock | 264,146 | $1,627,000 | thousands by filing date | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 157,398 | $1,565,000 | thousands by filing date | |
| TPG RE FIN TR INC COM | 87266M107 | REIT | 141,826 | $1,506,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 30,000 | $1,398,000 | thousands by filing date | put |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 18,500 | $1,382,000 | thousands by filing date | put |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 33,000 | $1,291,000 | thousands by filing date | put |
| PENNYMAC CORP | 70932AAD5 | BOND | 1,230,000 | $1,218,000 | thousands by filing date | principal |
| LUMENT FINANCE TRUST INC | 55025L108 | COM | 281,991 | $922,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 11,940 | $784,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 40,000 | $704,000 | thousands by filing date | |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 15,720 | $663,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 117,000 | $638,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 13,000 | $629,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 41,650 | $591,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 13,174 | $536,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 2,783 | $447,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 1,979 | $440,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 2,968 | $393,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 23,000 | $302,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 40,000 | $297,000 | thousands by filing date | |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 51,900 | $158,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 150,000 | $0 | thousands by filing date | callValue filed as zero, left out of ratios. |
| INVESCO QQQ TR | 46090E103 | COM | 210,000 | $0 | thousands by filing date | callValue filed as zero, left out of ratios. |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 100,000 | $0 | thousands by filing date | callValue filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-21-000900 | this filing | 2021-02-16 | acceptance time not in the bulk data set |