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Gregory Morris Borenstein

EARN
PORTFOLIO MANAGER · ELLINGTON CREDIT CO · CIK 0002063866
FILING MIX · LIFETIME100%/0%
BUYS
3
SELLS
0
TOTAL VALUE
$76.2K
COMPANIES
1
ACTIVE SINCE
Apr 2025
HOLDINGS NOW
25,000
AVG SELL PX
TRADE KIND
SHOWING 3 / 3
Trades · vs SPY
Loading price series…
Performance · forward returns vs SPY
3 backtested trades · 8 horizons · 5 pendingHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Gregory Morris Borenstein, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d3+33.33%+1.79%-0.64%+2.43%-1.57%
14d3+66.67%+3.74%-0.12%+3.86%-1.48%
30d3+33.33%+0.41%+2.89%-2.48%-6.54%
60d3+33.33%+3.71%+5.13%-1.43%-2.33%
90d3+33.33%+5.54%+7.20%-1.66%-3.15%
180d3+33.33%-7.23%+7.61%-14.84%-12.33%
1y3(2 pending)+0.00%-2.31%+23.93%-26.24%-26.24%
2y3(3 pending)
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
EARN · 25,000 shares · as of Oct 1, 2025
06,25012,50018,75025,000SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2025
2025
2025
FLOW · 3 buys / 0 sellsCOVERAGE · 3 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
EARN
ELLINGTON CREDIT CO
PURCHASE
Portfolio Manager
3,000$5.29$15.9K25,000Oct 1, 2025Oct 2, 2025View →
EARN
ELLINGTON CREDIT CO
PURCHASE
Portfolio Manager
4,000$5.62$22.5K22,000Sep 5, 2025Sep 9, 2025View →
EARN
ELLINGTON CREDIT CO
PURCHASE
Portfolio Manager
8,000$4.73$37.9K18,000Apr 9, 2025Apr 10, 2025View →
Other insiders · EARN
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About this filer
CIK 0002063866
ROLE
Portfolio Manager
PRIMARY
EARN
COMPANIES
1
ACTIVE SINCE
Apr 2025
MARKETPEEL · /INSIDER/0002063866DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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