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 %
Bank of Montreal
101
Bank of Montreal
Ontario, Canada
$70K +$20.7K +1,128 +42%
CCMW
102
Cypress Capital Management (Wyoming)
Wyoming
$55K +$55K +2,998 New
US Bancorp
103
US Bancorp
Minnesota
$46K +$46K +2,500 New
AIP
104
Ameritas Investment Partners
Nebraska
$44K – – –
SIC
105
Samalin Investment Counsel
New York
$37K +$37K +2,050 New
Zurich Cantonal Bank
106
Zurich Cantonal Bank
Switzerland
$36K +$36K +1,967 New
Canada Life
107
Canada Life
Manitoba, Canada
$28K +$28K +1,519 New
AS
108
Altshuler Shaham
Israel
$27K +$8.03K +429 +42%
FGAM
109
Financial Gravity Asset Management
Texas
$18K +$720 +1 +4%
JPLA
110
Joseph P. Lucia & Associates
New York
$13K +$818 +45 +7%
RE
111
RBC Europe
United Kingdom
$12.8K – – –
DWA
112
Dorsey Wright & Associates
California
$11K – – –
AIM
113
Anchor Investment Management
South Carolina
$11K – – –
WAP
114
Wealthcare Advisory Partners
Pennsylvania
$8K – – –
MSFP
115
Mark Sheptoff Financial Planning
Connecticut
$5K +$5K +300 New
MWC
116
MBM Wealth Consultants
Missouri
$2K – – –
OPS
117
Orion Portfolio Solutions
Nebraska
$2K +$2K +115 New
ASN
118
Advisory Services Network
Georgia
$1K +$1K +61 New
Hotchkis & Wiley Capital Management
119
Hotchkis & Wiley Capital Management
California
– -$5.78M -319,769 Closed
SG Americas Securities
120
SG Americas Securities
New York
– -$784K -43,403 Closed
SEI Investments
121
SEI Investments
Pennsylvania
– -$476K -26,320 Closed
Susquehanna International Group
122
Susquehanna International Group
Pennsylvania
– -$410K -22,709 Closed
BIM
123
Bogle Investment Management
Massachusetts
– -$395K -21,872 Closed
HCM
124
Hilton Capital Management
New York
– -$45K -2,495 Closed
TRCT
125
Tower Research Capital (TRC)
New York
– -$37K -2,064 Closed
2 3 4
5
6