$286 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 46 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 94.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | New | ISHARES TRiboxx hi yd etf | $57,046,000 | – | 679,928 | +100.0% | 19.93% | – |
| TSLA | Buy | TESLA INCput | $33,677,000 | +98.6% | 78,500 | +400.0% | 11.76% | +63.9% |
| Sell | NABORS INDS INC NEWnote 0.750% 1/1 | $27,059,000 | -44.8% | 99,298,000 | -28.8% | 9.45% | -54.5% | |
| AAL | Buy | AMERICAN AIRLS GROUP INCput | $19,038,000 | +996.7% | 1,549,000 | +1066.4% | 6.65% | +804.8% |
| XLB | New | SELECT SECTOR SPDR TRput | $16,849,000 | – | 700,000 | +100.0% | 5.88% | – |
| Sell | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $16,256,000 | -12.3% | 17,895,000 | -12.3% | 5.68% | -27.7% | |
| PFSI | New | PENNYMAC FINL SVCS INC NEWcall | $11,624,000 | – | 200,000 | +100.0% | 4.06% | – |
| NLY | Buy | ANNALY CAPITAL MANAGEMENT IN | $11,193,000 | +430.5% | 1,571,983 | +388.7% | 3.91% | +337.8% |
| EFC | ELLINGTON FINANCIAL INC | $10,432,000 | +4.1% | 850,887 | 0.0% | 3.64% | -14.1% | |
| KRE | New | SPDR SER TRcall | $9,633,000 | – | 270,000 | +100.0% | 3.36% | – |
| BA | Buy | BOEING COput | $7,932,000 | +41.9% | 48,000 | +57.4% | 2.77% | +17.1% |
| COOP | New | MR COOPER GROUP INCput | $6,696,000 | – | 300,000 | +100.0% | 2.34% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $5,749,000 | – | 996,277 | +100.0% | 2.01% | – |
| AJX | Buy | GREAT AJAX CORP | $3,977,000 | +441.8% | 479,769 | +501.4% | 1.39% | +346.6% |
| RC | Sell | READY CAPITAL CORP | $3,844,000 | +19.2% | 343,184 | -7.5% | 1.34% | -1.7% |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $3,683,000 | – | 4,000,000 | +100.0% | 1.29% | – | |
| LB | New | L BRANDS INCput | $3,658,000 | – | 115,000 | +100.0% | 1.28% | – |
| KSS | Buy | KOHLS CORP | $3,516,000 | +13.4% | 189,740 | +27.1% | 1.23% | -6.5% |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $3,110,000 | – | 391,194 | +100.0% | 1.09% | – |
| RCL | New | ROYAL CARIBBEAN GROUPcall | $2,913,000 | – | 45,000 | +100.0% | 1.02% | – |
| NYMT | New | NEW YORK MTG TR INC | $2,295,000 | – | 900,000 | +100.0% | 0.80% | – |
| LUV | SOUTHWEST AIRLS COput | $2,063,000 | +9.7% | 55,000 | 0.0% | 0.72% | -9.4% | |
| PBI | Sell | PITNEY BOWES INC | $2,007,000 | +43.5% | 377,918 | -29.8% | 0.70% | +18.4% |
| T | Buy | AT&T INC | $1,996,000 | +16.9% | 70,014 | +23.9% | 0.70% | -3.6% |
| COOP | New | MR COOPER GROUP INC | $1,782,000 | – | 79,840 | +100.0% | 0.62% | – |
| WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,712,000 | +19.9% | 2,000,000 | 0.0% | 0.60% | -1.2% | ||
| RDN | New | RADIAN GROUP INC | $1,454,000 | – | 99,530 | +100.0% | 0.51% | – |
| F | New | FORD MTR CO DELput | $1,332,000 | – | 200,000 | +100.0% | 0.46% | – |
| ESNT | New | ESSENT GROUP LTD | $1,326,000 | – | 35,835 | +100.0% | 0.46% | – |
| AMCX | Sell | AMC NETWORKS INCcl a | $1,310,000 | -7.0% | 53,009 | -12.0% | 0.46% | -23.2% |
| TRTX | New | TPG RE FIN TR INC | $1,222,000 | – | 144,500 | +100.0% | 0.43% | – |
| X | New | UNITED STATES STL CORP NEWcall | $1,064,000 | – | 145,000 | +100.0% | 0.37% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INput | $909,000 | – | 157,500 | +100.0% | 0.32% | – |
| OLN | New | OLIN CORP | $891,000 | – | 72,002 | +100.0% | 0.31% | – |
| CVS | Buy | CVS HEALTH CORP | $857,000 | +33.5% | 14,677 | +48.6% | 0.30% | +9.9% |
| MFA | MFA FINL INC | $804,000 | +7.6% | 300,000 | 0.0% | 0.28% | -11.1% | |
| GPMT | New | GRANITE PT MTG TR INC | $787,000 | – | 110,969 | +100.0% | 0.28% | – |
| HCFT | HUNT COS FIN TR INC | $775,000 | +2.9% | 284,005 | 0.0% | 0.27% | -15.0% | |
| RLGY | Sell | REALOGY HLDGS CORP | $649,000 | +2.2% | 68,705 | -19.8% | 0.23% | -15.6% |
| PMT | PENNYMAC MTG INVT TR | $643,000 | -8.3% | 40,000 | 0.0% | 0.22% | -24.2% | |
| CIM | Sell | CHIMERA INVT CORP | $638,000 | -55.8% | 77,758 | -48.2% | 0.22% | -63.4% |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INCput | $624,000 | – | 33,000 | +100.0% | 0.22% | – |
| RIG | New | TRANSOCEAN LTDput | $462,000 | – | 570,500 | +100.0% | 0.16% | – |
| STWD | Sell | STARWOOD PPTY TR INC | $393,000 | -65.0% | 26,075 | -65.2% | 0.14% | -71.2% |
| NBR | Sell | NABORS INDUSTRIES LTD | $348,000 | -55.9% | 14,242 | -33.3% | 0.12% | -63.5% |
| IMH | IMPAC MTG HLDGS INC | $66,000 | -25.0% | 51,900 | 0.0% | 0.02% | -37.8% | |
| AA | Exit | ALCOA CORP | $0 | – | -26,441 | -100.0% | -0.13% | – |
| ANH | Exit | ANWORTH MTG ASSET CORP | $0 | – | -400,000 | -100.0% | -0.29% | – |
| AAIC | Exit | ARLINGTON ASSET INVST CORPcl a new | $0 | – | -247,278 | -100.0% | -0.31% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INcall | $0 | – | -130,000 | -100.0% | -0.42% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -83,400 | -100.0% | -0.58% | – |
| SIRI | Exit | SIRIUS XM HOLDINGS INCput | $0 | – | -270,000 | -100.0% | -0.67% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -233,238 | -100.0% | -0.81% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -82,000 | -100.0% | -0.88% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEW | $0 | – | -56,564 | -100.0% | -1.00% | – |
| OXY | Exit | OCCIDENTAL PETE CORPcall | $0 | – | -170,000 | -100.0% | -1.32% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INCput | $0 | – | -420,000 | -100.0% | -9.80% | – |
| F | Exit | FORD MTR CO DELcall | $0 | – | -4,261,400 | -100.0% | -10.97% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -150,000 | -100.0% | -19.58% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-11-16
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.