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EFC

Ellington Financial
EFC

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

1,542% more call options, than puts

Call options by funds: $3.56M | Put options by funds: $217K

52% more repeat investments, than reductions

Existing positions increased: 47 | Existing positions reduced: 31

3.38% less ownership

Funds ownership: 62.31% → 58.92% (-3.4%)

5% less funds holding

Funds holding: 120 → 114 (-6)

15% less first-time investments, than exits

New positions opened: 22 | Existing positions closed: 26

66% less capital invested

Capital invested by funds: $434M → $148M (-$286M)

75% less funds holding in top 10

Funds holding in top 10: 4 → 1 (-3)

Holders
114
Holders Change
-6
Holders Change %
-5%
% of All Funds
2.51%
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

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$11.2M
2
RGREA
Ranger Global Real Estate Advisors
Colorado
+$9.6M
3
Millennium Management
Millennium Management
New York
+$8.34M
4
State Street
State Street
Massachusetts
+$6.7M
5
AFG
American Financial Group
Ohio
+$6.23M

Top Sellers

Rank Fund Capital Flow
1
Marshall Wace
Marshall Wace
United Kingdom
-$14.4M
2
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$5.88M
3
CC
Claybrook Capital
Massachusetts
-$5.29M
4
CAM
ClariVest Asset Management
California
-$3.93M
5
Public Sector Pension Investment Board (PSP Investments)
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
-$2.49M
Name Holding Trade Value Shares
Change 		Change in
Stake
Bank of New York Mellon
26
Bank of New York Mellon
New York
$961K +$557K +35,765 +27%
Allianz Asset Management
27
Allianz Asset Management
Germany
$892K +$2.09M +134,127 +608%
Russell Investments Group
28
Russell Investments Group
United Kingdom
$840K +$2.06M +132,306 +878%
ZIM
29
Zacks Investment Management
Illinois
$815K +$159K +10,196 +8%
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
30
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$811K +$1.84M +118,200 +497%
MSL
31
Mackay Shields LLC
New York
$757K +$2.07M +132,700 New
Wells Fargo
32
Wells Fargo
California
$672K +$784K +50,398 +75%
Canada Pension Plan Investment Board
33
Canada Pension Plan Investment Board
Ontario, Canada
$642K +$953K +61,210 +119%
Goldman Sachs
34
Goldman Sachs
New York
$641K +$960K +61,686 +122%
Mackenzie Financial
35
Mackenzie Financial
Ontario, Canada
$618K -$43.8K -2,814 -3%
KOCAA
36
Knights of Columbus Asset Advisors
Connecticut
$535K -$118K -7,594 -7%
Swiss National Bank
37
Swiss National Bank
Switzerland
$455K +$167K +10,700 +16%
Susquehanna International Group
38
Susquehanna International Group
Pennsylvania
$433K +$1.18M +75,773 New
PP
39
PDT Partners
New York
$408K +$467K +30,000 +72%
Bank of America
40
Bank of America
North Carolina
$403K -$360K -23,127 -25%
Morgan Stanley
41
Morgan Stanley
New York
$388K -$2.08M -133,519 -66%
WCM
42
Wedge Capital Management
North Carolina
$369K -$1.18M -75,720 -54%
Osaic Holdings
43
Osaic Holdings
Arizona
$365K +$1.03M +66,116 New
California State Teachers Retirement System (CalSTRS)
44
California State Teachers Retirement System (CalSTRS)
California
$346K +$200K +12,838 +27%
Connor, Clark & Lunn Investment Management (CC&L)
45
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$340K -$1.29M -82,997 -58%
Principal Financial Group
46
Principal Financial Group
Iowa
$338K +$3.81K +245 +0.4%
California Public Employees Retirement System
47
California Public Employees Retirement System
California
$331K +$520K +33,436 +136%
CS
48
Credit Suisse
Switzerland
$330K -$649K -41,726 -42%
UBS Group
49
UBS Group
Switzerland
$325K -$1.19M -76,336 -57%
RhumbLine Advisers
50
RhumbLine Advisers
Massachusetts
$322K +$201K +12,946 +30%
1
2
3 4 5

EFC Hedge Fund Activity: Q1 2020 in Review

114 of the 4,539 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q1 2020, worth a combined $148M — down 66% from $434M a quarter earlier.

Sellers outnumbered buyers: 26 funds closed out of EFC and 22 opened new positions — a net loss of 4 holders — while 31 trimmed existing stakes and 47 added.

The largest buyer was BlackRock, adding an estimated $11.2M. The largest seller was Marshall Wace, exiting entirely with an estimated $14.4M sold.

  • 114 institutional investors held Ellington Financial (EFC) as of Q1 2020, down from 120 in Q4 2019.
  • Funds reported $148M of Ellington Financial stock for Q1 2020, down 66% quarter-over-quarter.
  • 22 funds opened new Ellington Financial positions in Q1 2020 and 26 closed out, a net change of -4 holders.
  • The largest Ellington Financial buyer in Q1 2020 was BlackRock, an estimated $11.2M added.
  • The largest Ellington Financial seller in Q1 2020 was Marshall Wace, an estimated $14.4M sold.

Based on aggregated 13F filings for Q1 2020.