ELLINGTON MANAGEMENT GROUP LLC

ELLINGTON MANAGEMENT GROUP LLC latest Q4_2020 13F filings reported $146,283,000 in market value on this 2021-02-16 report date . The portfolio quarterly return is -12.83%. This fund has 32 securities concentrations of 100% weights.

ELLINGTON MANAGEMENT GROUP LLC largest holding is Annaly Capital Management Inc with weight of 11.86% and $17,356,000 in market value. The portfolio return is computed based on the amount invested in the new quarter. The following shows the portfolio details.

Portfolio Performance History

FILE DATEREPORT PERIODQTR YEARFILE TYPENOS. OF STOCKSREPORTED VALUERETURN
2021-02-162020-12-31Q4_202013F-HR32$146,283,000-12.83%
2020-11-162020-09-30Q3_202013F-HR31$167,820,00056.86%
2020-08-172020-06-30Q2_202013F-HR26$106,986,000-69.32%
2020-05-152020-03-31Q1_202013F-HR498$348,689,000-4.04%
2020-02-142019-12-31Q4_201913F-HR473$363,386,000-17.13%
2019-11-142019-09-30Q3_201913F-HR540$438,514,000-12.74%
2019-08-142019-06-30Q2_201913F-HR537$502,522,0007.69%
2019-05-152019-03-31Q1_201913F-HR526$466,622,00069.86%
2019-02-142018-12-31Q4_201813F-HR356$274,710,000-21.53%
2018-11-142018-09-30Q3_201813F-HR487$350,102,0002.16%
2018-08-142018-06-30Q2_201813F-HR462$342,694,000-47.85%
2018-05-152018-03-31Q1_201813F-HR773$657,103,00082.56%
2018-02-142017-12-31Q4_201713F-HR554$359,937,0005.23%
2017-11-142017-09-30Q3_201713F-HR592$342,044,000-7.55%
2017-08-142017-06-30Q2_201713F-HR601$369,961,000-8.53%
2017-05-152017-03-31Q1_201713F-HR644$404,463,00039.23%
2017-02-142016-12-31Q4_201613F-HR506$290,491,000-19.97%
2016-11-142016-09-30Q3_201613F-HR625$362,991,000405.28%
2016-08-152016-06-30Q2_201613F-HR241$71,840,000-67.57%
2016-05-272015-12-31Q4_201513F-HR/A556$221,526,0000.00%
2016-05-272015-09-30Q3_201513F-HR/A676$355,019,0000.00%

Portfolio Details

Stock NameTickersValueCurrent Value (x1000)Change Value %WeightComputed PriceShares Change %Current Shares
NABORS INDS INC NEWINCR$45,01466.36%30.77%$0.52-113.04%86,348,000
ANNALY CAPITAL MANAGEMENT INNLYINCR$17,35655.06%11.86%$8.45-69.34%2,053,959
DISH NETWORK CORPORATIONINCR$16,9354.18%11.58%$0.95-100.00%17,895,000
ELLINGTON FINANCIAL INCEFCINCR$12,62721.04%8.63%$14.84-100.00%850,887
NEW YORK MTG TR INCNYMTINCR$9,230302.18%6.31%$3.6977.92%2,501,238
MFA FINL INCMFAINCR$6,039651.12%4.13%$3.89317.52%1,552,554
GREAT AJAX CORPINCR$5,38035.28%3.68%$10.46-92.79%514,362
READY CAPITAL CORPRCINCR$5,23636.21%3.58%$12.45-77.45%420,570
AMERICAN AXLE & MFG HLDGS INAXLDECR$3,486-39.36%2.38%$8.34-158.05%417,928
AGNC INVT CORPAGNCBUY$2,8780.00%1.97%$15.600.00%184,500
DEVON ENERGY CORP NEWDVNBUY$2,6520.00%1.81%$15.810.00%167,724
MR COOPER GROUP INCCOOPINCR$2,42936.31%1.66%$31.04-101.97%78,265
GRANITE PT MTG TR INCGPMTINCR$1,844134.31%1.26%$9.99-33.64%184,612
WESTERN ASSET MTG CAP CORP NoteINCR$1,7572.63%1.20%$0.88-100.00%2,000,000
PITNEY BOWES INCPBIDECR$1,627-18.93%1.11%$6.16-130.10%264,146
NEW RESIDENTIAL INVT CORPNRZDECR$1,565-49.68%1.07%$9.94-159.76%157,398
TPG RE FIN TR INCTRTXINCR$1,50623.24%1.03%$10.62-101.85%141,826
PENNYMAC CORPBUY$1,2180.00%0.83%$0.990.00%1,230,000
LUMENT FINANCE TRUST INCLFTBUY$9220.00%0.63%$3.270.00%281,991
PENNYMAC FINL SVCS INC NEWPFSIBUY$7840.00%0.54%$65.660.00%11,940
PENNYMAC MTG INVT TRPMTINCR$7049.49%0.48%$17.60-100.00%40,000
ENERGIZER HLDGS INC NEW COMENRBUY$6630.00%0.45%$42.180.00%15,720
ANTERO RESOURCES CORPARBUY$6380.00%0.44%$5.450.00%117,000
DIAMONDBACK ENERGY INCFANGBUY$6290.00%0.43%$48.380.00%13,000
APACHE CORPAPABUY$5910.00%0.40%$14.190.00%41,650
KOHL'S CORPKSSDECR$536-84.76%0.37%$40.69-193.06%13,174
LOWES COS INCLOWBUY$4470.00%0.31%$160.620.00%2,783
MICROSOFT CORPMSFTBUY$4400.00%0.30%$222.330.00%1,979
EXPEDIA GROUP INCEXPEBUY$3930.00%0.27%$132.410.00%2,968
REALOGY HLDGS CORPRLGYDECR$302-53.47%0.21%$13.13-166.52%23,000
COMMUNITY HEALTH SYS INC NEWCYHBUY$2970.00%0.20%$7.430.00%40,000
IMPAC MTG HLDGS INCIMHINCR$158139.39%0.11%$3.04-100.00%51,900
AMC NETWORKS INCAMCXSOLD$00.00%-100.00%$0.000.00%0
AT&T INCTSOLD$00.00%-100.00%$0.000.00%0
CHIMERA INVT CORPCIMSOLD$00.00%-100.00%$0.000.00%0
CVS HEALTH CORPORATIONCVSSOLD$00.00%-100.00%$0.000.00%0
DISH NETWORK CORPSOLD$00.00%-100.00%$0.000.00%0
ESSENT GROUP LTDESNTSOLD$00.00%-100.00%$0.000.00%0
FORD MTR CO DELFSOLD$00.00%-100.00%$0.000.00%0
HUNT COS FIN TR INCSOLD$00.00%-100.00%$0.000.00%0
NABORS INDUSTRIES LTDNBRSOLD$00.00%-100.00%$0.000.00%0
OLIN CORPOLNSOLD$00.00%-100.00%$0.000.00%0
RADIAN GROUP INCRDNSOLD$00.00%-100.00%$0.000.00%0
SELECT SECTOR SPDR TRXLBSOLD$00.00%-100.00%$0.000.00%0
STARWOOD PPTY TR INCSTWDSOLD$00.00%-100.00%$0.000.00%0
UNITED STATES STL CORP NEWXSOLD$00.00%-100.00%$0.000.00%0