$406 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 50 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was 87.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | New | ISHARES TRput | $139,418,000 | – | 1,597,000 | +100.0% | 34.38% | – |
| TSLA | TESLA INCput | $55,395,000 | +64.5% | 78,500 | 0.0% | 13.66% | +16.1% | |
| Sell | NABORS INDS INC NEWnote 0.750% 1/1 | $45,014,000 | +66.4% | 86,348,000 | -13.0% | 11.10% | +17.4% | |
| NLY | Buy | ANNALY CAPITAL MANAGEMENT IN | $17,356,000 | +55.1% | 2,053,959 | +30.7% | 4.28% | +9.4% |
| DISH NETWORK CORPORATIONnote 2.375% 3/1 | $16,935,000 | +4.2% | 17,895,000 | 0.0% | 4.18% | -26.5% | ||
| PFSI | Buy | PENNYMAC FINL SVCS INC NEWcall | $13,616,000 | +17.1% | 207,500 | +3.8% | 3.36% | -17.3% |
| EFC | ELLINGTON FINANCIAL INC | $12,627,000 | +21.0% | 850,887 | 0.0% | 3.11% | -14.6% | |
| SPY | New | SPDR S&P 500 ETF TRput | $9,347,000 | – | 25,000 | +100.0% | 2.30% | – |
| NYMT | Buy | NEW YORK MTG TR INC | $9,230,000 | +302.2% | 2,501,238 | +177.9% | 2.28% | +183.8% |
| XLF | New | SELECT SECTOR SPDR TRput | $8,254,000 | – | 280,000 | +100.0% | 2.04% | – |
| LUMN | New | LUMEN TECHNOLOGIES INCcall | $7,995,000 | – | 820,000 | +100.0% | 1.97% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INCput | $6,828,000 | -64.1% | 433,000 | -72.0% | 1.68% | -74.7% |
| MFA | Buy | MFA FINL INC | $6,039,000 | +651.1% | 1,552,554 | +417.5% | 1.49% | +429.9% |
| AJX | Buy | GREAT AJAX CORP | $5,380,000 | +35.3% | 514,362 | +7.2% | 1.33% | -4.5% |
| RC | Buy | READY CAPITAL CORP | $5,236,000 | +36.2% | 420,570 | +22.5% | 1.29% | -3.9% |
| LB | L BRANDS INCput | $4,277,000 | +16.9% | 115,000 | 0.0% | 1.06% | -17.4% | |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS IN | $3,486,000 | -39.4% | 417,928 | -58.1% | 0.86% | -57.2% |
| RIG | Buy | TRANSOCEAN LTDput | $3,238,000 | +600.9% | 1,401,400 | +145.6% | 0.80% | +395.7% |
| URI | New | UNITED RENTALS INCput | $3,130,000 | – | 13,500 | +100.0% | 0.77% | – |
| AGNC | New | AGNC INVT CORP | $2,878,000 | – | 184,500 | +100.0% | 0.71% | – |
| DVN | New | DEVON ENERGY CORP NEW | $2,652,000 | – | 167,724 | +100.0% | 0.65% | – |
| COOP | Sell | MR COOPER GROUP INC | $2,429,000 | +36.3% | 78,265 | -2.0% | 0.60% | -3.7% |
| BA | Sell | BOEING COput | $1,927,000 | -75.7% | 9,000 | -81.2% | 0.48% | -82.9% |
| GPMT | Buy | GRANITE PT MTG TR INC | $1,844,000 | +134.3% | 184,612 | +66.4% | 0.46% | +65.5% |
| EXPE | New | EXPEDIA GROUP INCput | $1,787,000 | – | 13,500 | +100.0% | 0.44% | – |
| WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,757,000 | +2.6% | 2,000,000 | 0.0% | 0.43% | -27.6% | ||
| PBI | Sell | PITNEY BOWES INC | $1,627,000 | -18.9% | 264,146 | -30.1% | 0.40% | -42.8% |
| NRZ | Sell | NEW RESIDENTIAL INVT CORP | $1,565,000 | -49.7% | 157,398 | -59.8% | 0.39% | -64.5% |
| TRTX | Sell | TPG RE FIN TR INC | $1,506,000 | +23.2% | 141,826 | -1.9% | 0.37% | -13.1% |
| LUV | Sell | SOUTHWEST AIRLS COput | $1,398,000 | -32.2% | 30,000 | -45.5% | 0.34% | -52.1% |
| RCL | New | ROYAL CARIBBEAN GROUPput | $1,382,000 | – | 18,500 | +100.0% | 0.34% | – |
| SPR | SPIRIT AEROSYSTEMS HLDGS INCput | $1,291,000 | +106.9% | 33,000 | 0.0% | 0.32% | +45.9% | |
| New | PENNYMAC CORPnote 5.500%11/0 | $1,218,000 | – | 1,230,000 | +100.0% | 0.30% | – | |
| LFT | New | LUMENT FINANCE TRUST INC | $922,000 | – | 281,991 | +100.0% | 0.23% | – |
| PFSI | New | PENNYMAC FINL SVCS INC NEW | $784,000 | – | 11,940 | +100.0% | 0.19% | – |
| PMT | PENNYMAC MTG INVT TR | $704,000 | +9.5% | 40,000 | 0.0% | 0.17% | -22.7% | |
| ENR | New | ENERGIZER HLDGS INC NEW | $663,000 | – | 15,720 | +100.0% | 0.16% | – |
| AR | New | ANTERO RESOURCES CORP | $638,000 | – | 117,000 | +100.0% | 0.16% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $629,000 | – | 13,000 | +100.0% | 0.16% | – |
| APA | New | APACHE CORP | $591,000 | – | 41,650 | +100.0% | 0.15% | – |
| KSS | Sell | KOHLS CORP | $536,000 | -84.8% | 13,174 | -93.1% | 0.13% | -89.3% |
| LOW | New | LOWES COS INC | $447,000 | – | 2,783 | +100.0% | 0.11% | – |
| MSFT | New | MICROSOFT CORP | $440,000 | – | 1,979 | +100.0% | 0.11% | – |
| EXPE | New | EXPEDIA GROUP INC | $393,000 | – | 2,968 | +100.0% | 0.10% | – |
| RLGY | Sell | REALOGY HLDGS CORP | $302,000 | -53.5% | 23,000 | -66.5% | 0.07% | -67.4% |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $297,000 | – | 40,000 | +100.0% | 0.07% | – |
| IMH | IMPAC MTG HLDGS INC | $158,000 | +139.4% | 51,900 | 0.0% | 0.04% | +69.6% | |
| QQQ | New | INVESCO QQQ TRcall | $0 | – | 210,000 | +100.0% | 0.00% | – |
| XLE | New | SELECT SECTOR SPDR TRcall | $0 | – | 150,000 | +100.0% | 0.00% | – |
| KRE | Sell | SPDR SER TRcall | $0 | -100.0% | 100,000 | -63.0% | 0.00% | -100.0% |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -14,242 | -100.0% | -0.12% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -26,075 | -100.0% | -0.14% | – |
| CIM | Exit | CHIMERA INVT CORP | $0 | – | -77,758 | -100.0% | -0.22% | – |
| HCFT | Exit | HUNT COS FIN TR INC | $0 | – | -284,005 | -100.0% | -0.27% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -14,677 | -100.0% | -0.30% | – |
| OLN | Exit | OLIN CORP | $0 | – | -72,002 | -100.0% | -0.31% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INput | $0 | – | -157,500 | -100.0% | -0.32% | – |
| X | Exit | UNITED STATES STL CORP NEWcall | $0 | – | -145,000 | -100.0% | -0.37% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -53,009 | -100.0% | -0.46% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -35,835 | -100.0% | -0.46% | – |
| F | Exit | FORD MTR CO DELput | $0 | – | -200,000 | -100.0% | -0.46% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -99,530 | -100.0% | -0.51% | – |
| T | Exit | AT&T INC | $0 | – | -70,014 | -100.0% | -0.70% | – |
| RCL | Exit | ROYAL CARIBBEAN GROUPcall | $0 | – | -45,000 | -100.0% | -1.02% | – |
| Exit | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $0 | – | -4,000,000 | -100.0% | -1.29% | – | |
| COOP | Exit | MR COOPER GROUP INCput | $0 | – | -300,000 | -100.0% | -2.34% | – |
| XLB | Exit | SELECT SECTOR SPDR TRput | $0 | – | -700,000 | -100.0% | -5.88% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -679,928 | -100.0% | -19.93% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-02-16
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.