EFC

Ellington Financial
EFC

Overview Fund Activity

120 hedge funds and large institutions have $434M invested in Ellington Financial in 2019 Q4 according to their latest regulatory filings, with 30 funds opening new positions, 56 increasing their positions, 17 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
120
Holders Change
+17
Holders Change %
+16.5%
% of All Funds
2.37%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.08%
New
30
Increased
56
Reduced
17
Closed
10
Calls
$5.74M
Puts
$231K
Net Calls
+$5.51M
Net Calls Change
-$7.37M

Top Buyers

1
Marshall Wace
1
Marshall Wace
United Kingdom
$14.4M
2
Grantham, Mayo, Van Otterloo & Co (GMO)
2
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$6.54M
3
Acadian Asset Management
3
Acadian Asset Management
Massachusetts
$17M
4
Millennium Management
4
Millennium Management
New York
$7.81M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$31.9M

Top Sellers

1
Hotchkis & Wiley Capital Management
1
Hotchkis & Wiley Capital Management
California
$0
2
EMG
2
Ellington Management Group
Connecticut
$15.6M
3
CEP
3
Chicago Equity Partners
Illinois
$1.36M
4
Ameriprise
4
Ameriprise
Minnesota
$1.17M
5
CAM
5
ClariVest Asset Management
California
$3.93M
Name Holding Trade Value Shares
Change 		Shares
Change %
WAM
26
Wolverine Asset Management
Illinois
$2.87M +$1.06M +58,056 +59%
Connor, Clark & Lunn Investment Management (CC&L)
27
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$2.61M +$2.61M +142,550 New
WCM
28
Wedge Capital Management
North Carolina
$2.57M +$1.2M +65,224 +87%
Public Sector Pension Investment Board (PSP Investments)
29
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$2.49M +$1.45M +79,100 +140%
UBS Group
30
UBS Group
Switzerland
$2.44M +$243K +13,280 +11%
ZIM
31
Zacks Investment Management
Illinois
$2.43M +$2.43M +132,678 New
Bank of New York Mellon
32
Bank of New York Mellon
New York
$2.43M +$309K +16,880 +15%
JPMorgan Chase & Co
33
JPMorgan Chase & Co
New York
$2.32M +$1.49M +81,097 +179%
Mackenzie Financial
34
Mackenzie Financial
Ontario, Canada
$2.04M +$2.04M +111,048 New
FCM
35
FJ Capital Management
Virginia
$1.92M -$54.7K -3,000 -3%
KOCAA
36
Knights of Columbus Asset Advisors
Connecticut
$1.86M +$1.86M +101,356 New
CS
37
Credit Suisse
Switzerland
$1.82M +$482K +26,286 +36%
Bank of America
38
Bank of America
North Carolina
$1.72M +$893K +48,754 +108%
CEP
39
Chicago Equity Partners
Illinois
$1.36M -$2.08M -113,517 -60%
MWNA
40
Marshall Wace North America
New York
$1.31M +$807K +44,010 +161%
Stifel Financial
41
Stifel Financial
Missouri
$1.28M +$1.08M +58,772 +520%
Swiss National Bank
42
Swiss National Bank
Switzerland
$1.27M +$1.27M +69,000 New
Wells Fargo
43
Wells Fargo
California
$1.23M +$72K +3,928 +6%
Ameriprise
44
Ameriprise
Minnesota
$1.17M -$1.36M -74,400 -54%
LCM
45
Laurion Capital Management
New York
$1.11M +$1.11M +60,387 New
Principal Financial Group
46
Principal Financial Group
Iowa
$1.08M +$1.08M +58,900 New
AG
47
AlphaSimPlex Group
Massachusetts
$1.04M -$149K -8,104 -12%
Deutsche Bank
48
Deutsche Bank
Germany
$976K -$522K -28,508 -35%
UBS AM
49
UBS AM
Illinois
$944K +$944K +51,518 New
Canada Pension Plan Investment Board
50
Canada Pension Plan Investment Board
Ontario, Canada
$940K +$940K +51,300 New
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