EFC

Ellington Financial
EFC

Overview Fund Activity

105 hedge funds and large institutions have $390M invested in Ellington Financial in 2020 Q4 according to their latest regulatory filings, with 18 funds opening new positions, 30 increasing their positions, 34 reducing their positions, and 13 closing their positions.

Holders
105
Holders Change
+4
Holders Change %
+3.96%
% of All Funds
1.86%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.05%
New
18
Increased
30
Reduced
34
Closed
13
Calls
$20.2M
Puts
$1.9M
Net Calls
+$18.3M
Net Calls Change
+$1.82M

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$11.3M
2
Balyasny Asset Management
2
Balyasny Asset Management
Illinois
$1.6M
3
Prudential Financial
3
Prudential Financial
New Jersey
$2.26M
4
Susquehanna International Group
4
Susquehanna International Group
Pennsylvania
$1.11M
5
CS
5
Credit Suisse
Switzerland
$4.22M

Top Sellers

1
KCM
1
Kingstown Capital Management
New York
$0
2
Wellington Management Group
2
Wellington Management Group
Massachusetts
$48.6M
3
Principal Financial Group
3
Principal Financial Group
Iowa
$0
4
Grantham, Mayo, Van Otterloo & Co (GMO)
4
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$0
5
WG
5
Winton Group
United Kingdom
$786K
Name Market Value Shares Shares
Change 		Shares
Change %
Renaissance Technologies
26
Renaissance Technologies
New York
$1.69M 113,800 -21,500 -16%
Morgan Stanley
27
Morgan Stanley
New York
$1.64M 110,394 +30,502 +38%
Balyasny Asset Management
28
Balyasny Asset Management
Illinois
$1.6M 107,613 +107,613 New
First Trust Advisors
29
First Trust Advisors
Illinois
$1.57M 105,925 -4,778 -4%
ZIM
30
Zacks Investment Management
Illinois
$1.44M 97,115 +61,765 +175%
Swiss National Bank
31
Swiss National Bank
Switzerland
$1.39M 93,800 – –
California Public Employees Retirement System
32
California Public Employees Retirement System
California
$1.36M 91,679 -1,800 -2%
UBS Group
33
UBS Group
Switzerland
$1.13M 75,856 +33,169 +78%
Susquehanna International Group
34
Susquehanna International Group
Pennsylvania
$1.11M 74,934 +74,934 New
Truist Financial
35
Truist Financial
North Carolina
$1.07M 72,273 +24,223 +50%
Russell Investments Group
36
Russell Investments Group
United Kingdom
$1.03M 69,360 -53,171 -43%
UBS AM
37
UBS AM
Illinois
$1.02M 68,900 – –
RhumbLine Advisers
38
RhumbLine Advisers
Massachusetts
$966K 65,114 +8,416 +15%
California State Teachers Retirement System (CalSTRS)
39
California State Teachers Retirement System (CalSTRS)
California
$927K 62,459 – –
Deutsche Bank
40
Deutsche Bank
Germany
$883K 59,446 +7,787 +15%
WG
41
Winton Group
United Kingdom
$786K 52,967 -98,137 -65%
Citadel Advisors
42
Citadel Advisors
Florida
$776K 52,299 -28,759 -35%
Goldman Sachs
43
Goldman Sachs
New York
$734K 49,445 -23,836 -33%
PPA
44
Parametric Portfolio Associates
Washington
$700K 47,156 +360 +0.8%
CRC
45
Curi RMB Capital
Illinois
$646K 43,500 +8,428 +24%
HighTower Advisors
46
HighTower Advisors
Illinois
$616K 41,436 -5,400 -12%
Osaic Holdings
47
Osaic Holdings
Arizona
$600K 40,430 -1,527 -4%
New York State Common Retirement Fund
48
New York State Common Retirement Fund
New York
$564K 38,000 – –
IA
49
IndexIQ Advisors
New York
$544K 36,681 +3,788 +12%
Victory Capital Management
50
Victory Capital Management
Texas
$533K 35,908 -495 -1%
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