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 %
California Public Employees Retirement System
76
California Public Employees Retirement System
California
$450K -$324K -17,688 -42%
QSS
77
Quantitative Systematic Strategies
Florida
$448K +$448K +24,447 New
EC
78
EJF Capital
Virginia
$443K +$76.8K +4,195 +21%
SWM
79
Stockman Wealth Management
Montana
$440K – – –
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
80
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$436K +$436K +23,800 New
Allianz Asset Management
81
Allianz Asset Management
Germany
$404K +$23.4K +1,275 +6%
AIG
82
American International Group
New York
$352K -$2.97K -162 -0.8%
Squarepoint
83
Squarepoint
New York
$325K +$325K +17,734 New
Manulife (Manufacturers Life Insurance)
84
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$315K +$3.61K +197 +1%
Royal Bank of Canada
85
Royal Bank of Canada
Ontario, Canada
$295K +$48.4K +2,641 +20%
BAM
86
Belpointe Asset Management
Nevada
$282K +$169K +9,205 +148%
Cambridge Investment Research Advisors
87
Cambridge Investment Research Advisors
Iowa
$281K +$90K +4,913 +47%
MIM
88
MetLife Investment Management
New Jersey
$277K – – –
Russell Investments Group
89
Russell Investments Group
United Kingdom
$276K +$153K +8,355 +124%
VOYA Investment Management
90
VOYA Investment Management
Georgia
$272K +$272K +14,857 New
DTL
91
Dynamic Technology Lab
Singapore
$259K -$416K -22,696 -62%
TI
92
Trexquant Investment
Connecticut
$251K -$53.8K -2,938 -18%
RJA
93
Raymond James & Associates
Florida
$248K +$2.51K +137 +1%
Prudential Financial
94
Prudential Financial
New Jersey
$192K -$974K -53,107 -84%
MLICM
95
Metropolitan Life Insurance Company (MetLife)
New York
$186K -$14.4K -784 -7%
SO
96
STRS Ohio
Ohio
$152K – – –
BNP Paribas Financial Markets
97
BNP Paribas Financial Markets
France
$139K +$68.9K +3,758 +98%
FC
98
FORA Capital
Florida
$127K +$127K +6,939 New
Legal & General Group
99
Legal & General Group
United Kingdom
$122K +$29.3K +1,605 +32%
LTFS
100
Ladenburg Thalmann Financial Services
Florida
$76K +$18.3K +1,003 +32%
2 3
4
5 6