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 %
Truist Financial
51
Truist Financial
North Carolina
$933K +$933K +50,897 New
Goldman Sachs
52
Goldman Sachs
New York
$928K -$173K -9,413 -16%
MAM
53
Meeder Asset Management
Ohio
$913K +$148K +8,054 +19%
California State Teachers Retirement System (CalSTRS)
54
California State Teachers Retirement System (CalSTRS)
California
$875K – – –
ICA
55
Infrastructure Capital Advisors
New York
$841K +$20.5K +1,120 +3%
Victory Capital Management
56
Victory Capital Management
Texas
$836K +$738K +40,239 +749%
RhumbLine Advisers
57
RhumbLine Advisers
Massachusetts
$797K +$80.8K +4,411 +11%
Capital Fund Management (CFM)
58
Capital Fund Management (CFM)
France
$783K +$783K +42,715 New
PP
59
PDT Partners
New York
$759K +$318K +17,352 +72%
EWM
60
Edge Wealth Management
New York
$724K – – –
Citadel Advisors
61
Citadel Advisors
Florida
$703K +$703K +38,347 New
JCM
62
Jag Capital Management
Missouri
$690K +$315K +17,188 +84%
Citigroup
63
Citigroup
New York
$688K +$620K +33,821 +907%
AG
64
Advisor Group
Arizona
$626K +$6.9K +376 +1%
Nisa Investment Advisors
65
Nisa Investment Advisors
Missouri
$615K +$28.8K +1,571 +5%
GIM
66
Greenwich Investment Management
Connecticut
$595K -$98.9K -5,399 -14%
Barclays
67
Barclays
United Kingdom
$572K +$223K +12,164 +64%
OIA
68
Optimum Investment Advisors
Illinois
$553K +$110 +6 +0%
SSA
69
Schonfeld Strategic Advisors
New York
$530K +$321K +17,500 +154%
New York State Common Retirement Fund
70
New York State Common Retirement Fund
New York
$504K -$106K -5,800 -17%
GCP
71
GSA Capital Partners
United Kingdom
$503K +$41.2K +2,246 +9%
CSS
72
Cubist Systematic Strategies
Connecticut
$501K +$501K +27,347 New
AM
73
Ares Management
California
$473K – – –
Arrowstreet Capital
74
Arrowstreet Capital
Massachusetts
$473K +$473K +25,800 New
YMRC
75
Yorktown Management & Research Company
Virginia
$458K – – –
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3
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