$813 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 161 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 74.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | NABORS INDS INC NEWnote 0.750% 1/1 | $55,664,000 | +23.7% | 75,734,000 | -12.3% | 6.85% | -38.3% | |
| EFC | Sell | ELLINGTON FINANCIAL INC | $13,623,000 | +7.9% | 850,250 | -0.1% | 1.68% | -46.1% |
| AJX | Sell | GREAT AJAX CORP | $4,361,000 | -18.9% | 400,097 | -22.2% | 0.54% | -59.5% |
| RC | Sell | READY CAPITAL CORP | $4,042,000 | -22.8% | 301,200 | -28.4% | 0.50% | -61.5% |
| AAL | Sell | AMERICAN AIRLS GROUP INCput | $3,657,000 | -46.4% | 153,000 | -64.7% | 0.45% | -73.3% |
| NYMT | Sell | NEW YORK MTG TR INC | $2,608,000 | -71.7% | 583,426 | -76.7% | 0.32% | -85.9% |
| MFA | Sell | MFA FINL INC | $2,561,000 | -57.6% | 629,231 | -59.5% | 0.32% | -78.8% |
| DVN | Sell | DEVON ENERGY CORP NEW | $703,000 | -73.5% | 32,187 | -80.8% | 0.09% | -86.7% |
| LFT | Sell | LUMENT FINANCE TRUST INC | $642,000 | -30.4% | 181,858 | -35.5% | 0.08% | -65.2% |
| GPMT | Sell | GRANITE PT MTG TR INC | $562,000 | -69.5% | 46,991 | -74.5% | 0.07% | -84.8% |
| EXPE | Sell | EXPEDIA GROUP INC | $155,000 | -60.6% | 900 | -69.7% | 0.02% | -80.4% |
| QQQ | Exit | INVESCO QQQ TRcall | $0 | – | -210,000 | -100.0% | 0.00% | – |
| KRE | Exit | SPDR SER TRcall | $0 | – | -100,000 | -100.0% | 0.00% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -40,000 | -100.0% | -0.07% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -23,000 | -100.0% | -0.07% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -2,783 | -100.0% | -0.11% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -13,174 | -100.0% | -0.13% | – |
| APA | Exit | APACHE CORP | $0 | – | -41,650 | -100.0% | -0.15% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -13,000 | -100.0% | -0.16% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -117,000 | -100.0% | -0.16% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -15,720 | -100.0% | -0.16% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -40,000 | -100.0% | -0.17% | – |
| RCL | Exit | ROYAL CARIBBEAN GROUPput | $0 | – | -18,500 | -100.0% | -0.34% | – |
| LUV | Exit | SOUTHWEST AIRLS COput | $0 | – | -30,000 | -100.0% | -0.34% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -141,826 | -100.0% | -0.37% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -157,398 | -100.0% | -0.39% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -264,146 | -100.0% | -0.40% | – |
| BA | Exit | BOEING COput | $0 | – | -9,000 | -100.0% | -0.48% | – |
| URI | Exit | UNITED RENTALS INCput | $0 | – | -13,500 | -100.0% | -0.77% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -1,401,400 | -100.0% | -0.80% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -417,928 | -100.0% | -0.86% | – |
| LB | Exit | L BRANDS INCput | $0 | – | -115,000 | -100.0% | -1.06% | – |
| LUMN | Exit | LUMEN TECHNOLOGIES INCcall | $0 | – | -820,000 | -100.0% | -1.97% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -280,000 | -100.0% | -2.04% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEWcall | $0 | – | -207,500 | -100.0% | -3.36% | – |
| NLY | Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -2,053,959 | -100.0% | -4.28% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -78,500 | -100.0% | -13.66% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-05-17
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.