EFC

Ellington Financial
EFC

Overview Fund Activity

114 hedge funds and large institutions have $148M invested in Ellington Financial in 2020 Q1 according to their latest regulatory filings, with 22 funds opening new positions, 47 increasing their positions, 31 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
114
Holders Change
-6
Holders Change %
-5%
% of All Funds
2.52%
Holding in Top 10
1
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-75%
% of All Funds
0.02%
New
22
Increased
47
Reduced
31
Closed
26
Calls
$3.56M
Puts
$217K
Net Calls
+$3.35M
Net Calls Change
-$2.16M

Top Buyers

1
BlackRock
BlackRock
New York
+$4.12M
2
RGREA
Ranger Global Real Estate Advisors
Colorado
+$3.52M
3
Millennium Management
Millennium Management
New York
+$3.06M
4
State Street
State Street
Massachusetts
+$2.51M
5
AFG
American Financial Group
Ohio
+$2.28M

Top Sellers

1
Marshall Wace
Marshall Wace
United Kingdom
-$14.4M
2
CAM
ClariVest Asset Management
California
-$3.93M
3
Public Sector Pension Investment Board (PSP Investments)
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
-$2.49M
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$2.16M
5
CC
Claybrook Capital
Massachusetts
-$1.93M
Name Holding Trade Value Shares
Change 		Shares
Change %
Bank of New York Mellon
26
Bank of New York Mellon
New York
$961K +$204K +35,765 +27%
Allianz Asset Management
27
Allianz Asset Management
Germany
$892K +$766K +134,127 +608%
Russell Investments Group
28
Russell Investments Group
United Kingdom
$840K +$754K +132,306 +878%
ZIM
29
Zacks Investment Management
Illinois
$815K +$58.2K +10,196 +8%
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
30
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$811K +$675K +118,200 +497%
MSL
31
Mackay Shields LLC
New York
$757K +$757K +132,700 New
Wells Fargo
32
Wells Fargo
California
$672K +$288K +50,398 +75%
Canada Pension Plan Investment Board
33
Canada Pension Plan Investment Board
Ontario, Canada
$642K +$349K +61,210 +119%
Goldman Sachs
34
Goldman Sachs
New York
$641K +$352K +61,686 +122%
Mackenzie Financial
35
Mackenzie Financial
Ontario, Canada
$618K -$16.1K -2,814 -3%
KOCAA
36
Knights of Columbus Asset Advisors
Connecticut
$535K -$43.3K -7,594 -7%
Swiss National Bank
37
Swiss National Bank
Switzerland
$455K +$61.1K +10,700 +16%
Susquehanna International Group
38
Susquehanna International Group
Pennsylvania
$433K +$433K +75,773 New
PP
39
PDT Partners
New York
$408K +$171K +30,000 +72%
Bank of America
40
Bank of America
North Carolina
$403K -$132K -23,127 -25%
Morgan Stanley
41
Morgan Stanley
New York
$388K -$765K -133,519 -66%
WCM
42
Wedge Capital Management
North Carolina
$369K -$432K -75,720 -54%
Osaic Holdings
43
Osaic Holdings
Arizona
$365K +$365K +66,116 New
California State Teachers Retirement System (CalSTRS)
44
California State Teachers Retirement System (CalSTRS)
California
$346K +$73.3K +12,838 +27%
Connor, Clark & Lunn Investment Management (CC&L)
45
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$340K -$474K -82,997 -58%
Principal Financial Group
46
Principal Financial Group
Iowa
$338K +$1.4K +245 +0.4%
California Public Employees Retirement System
47
California Public Employees Retirement System
California
$331K +$191K +33,436 +136%
CS
48
Credit Suisse
Switzerland
$330K -$239K -41,726 -42%
UBS Group
49
UBS Group
Switzerland
$325K -$436K -76,336 -57%
RhumbLine Advisers
50
RhumbLine Advisers
Massachusetts
$322K +$73.8K +12,946 +30%
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