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 %
JPMorgan Chase & Co
51
JPMorgan Chase & Co
New York
$271K -$451K -78,984 -62%
Deutsche Bank
52
Deutsche Bank
Germany
$259K -$46.2K -8,073 -15%
BNP Paribas Financial Markets
53
BNP Paribas Financial Markets
France
$259K +$215K +37,671 +495%
UBS AM
54
UBS AM
Illinois
$250K -$43.8K -7,669 -15%
CEP
55
Chicago Equity Partners
Illinois
$234K -$190K -33,305 -45%
TRCT
56
Tower Research Capital (TRC)
New York
$208K +$208K +36,397 New
PP
57
Paloma Partners
Connecticut
$198K +$198K +34,650 New
Jane Street
58
Jane Street
New York
$197K +$197K +34,556 New
GIM
59
Greenwich Investment Management
Connecticut
$191K +$5.71K +1,000 +3%
VRS
60
Virginia Retirement Systems
Virginia
$189K +$189K +33,100 New
IA
61
IndexIQ Advisors
New York
$187K +$187K +32,706 New
EGM
62
Engineers Gate Manager
New York
$182K +$182K +31,924 New
JCM
63
Jag Capital Management
Missouri
$180K -$34.9K -6,118 -16%
New York State Common Retirement Fund
64
New York State Common Retirement Fund
New York
$157K – – –
DTL
65
Dynamic Technology Lab
Singapore
$156K +$75.4K +13,212 +94%
Citadel Advisors
66
Citadel Advisors
Florida
$151K -$67.7K -11,874 -31%
YMRC
67
Yorktown Management & Research Company
Virginia
$143K – – –
SWM
68
Stockman Wealth Management
Montana
$137K – – –
SEI Investments
69
SEI Investments
Pennsylvania
$136K +$136K +35,119 New
AIG
70
American International Group
New York
$135K +$25.3K +4,412 +23%
NIT
71
NumerixS Investment Technologies
British Columbia, Canada
$135K +$135K +23,700 New
Royal Bank of Canada
72
Royal Bank of Canada
Ontario, Canada
$133K +$40.5K +7,058 +44%
Truist Financial
73
Truist Financial
North Carolina
$132K -$157K -27,626 -54%
AM
74
Ares Management
California
$128K -$19.7K -3,437 -13%
DRZID
75
DePrince Race & Zollo Inc (DRZ)
Florida
$126K +$126K +22,000 New
1 2
3
4 5