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EFC

Ellington Financial

56 hedge funds and large institutions have $292M invested in Ellington Financial in 2013 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 15 increasing their positions, 22 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more funds holding in top 10

Funds holding in top 10: 23 (+1)

2% less funds holding

Funds holding: 5756 (-1)

2.94% less ownership

Funds ownership: 54.4%51.46% (-2.9%)

7% less capital invested

Capital invested by funds: $314M → $292M (-$21.8M)

14% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 7

32% less repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 22

74% less call options, than puts

Call options by funds: $794K | Put options by funds: $3.11M

Holders
56
Holders Change
-1
Holders Change %
-1.75%
% of All Funds
1.82%
Holding in Top 10
3
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+50%
% of All Funds
0.1%
New
6
Increased
15
Reduced
22
Closed
7
Calls
$794K
Puts
$3.11M
Net Calls
-$2.31M
Net Calls Change
-$1.31M
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$79.8M +$944K +42,118 +1%
EMG
2
Ellington Management Group
Connecticut
$45.1M +$115K +5,144 +0.3%
MVP
3
Miller Value Partners
Florida
$36.8M +$841K +37,525 +2%
AFG
4
American Financial Group
Ohio
$23.7M
SAM
5
Serengeti Asset Management
New York
$12.1M +$897K +40,000 +8%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$11.9M
DRZID
7
DePrince Race & Zollo Inc (DRZ)
Florida
$10.9M +$2.03M +90,606 +23%
YMRC
8
Yorktown Management & Research Company
Virginia
$7.64M -$897K -40,000 -11%
CCMLC
9
Cardinal Capital Management LLC (Connecticut)
Connecticut
$6.95M -$360K -16,060 -5%
WFI
10
West Family Investments
California
$6.68M
MOACM
11
Mutual of America Capital Management
New York
$5.87M -$37K -1,650 -0.6%
NI
12
Numeric Investors
Massachusetts
$5.65M -$132K -5,900 -2%
SCA
13
Stieven Capital Advisors
Missouri
$5.64M
PTC
14
Petrus Trust Company
Texas
$5.62M
RGL
15
RMF GP LLC
New York
$4.12M
CS
16
Credit Suisse
Switzerland
$2.96M -$114K -5,102 -4%
NTCOC
17
Northern Trust Company of Connecticut
Connecticut
$2.39M -$206K -9,200 -8%
EC
18
EJF Capital
Virginia
$2.13M -$7.56M -336,998 -78%
RFC
19
Russell Frank Company
Washington
$1.82M +$1.82M +80,960 New
PG
20
PEAK6 Group
Illinois
$1.58M +$1.9M +84,718 +151%
Bank of America
21
Bank of America
North Carolina
$1.41M -$358K -15,959 -20%
U
22
UBS
Switzerland
$1.21M +$187K +8,325 +18%
KCM
23
Key Colony Management
Arkansas
$1.2M -$563K -25,116 -32%
Morgan Stanley
24
Morgan Stanley
New York
$1.03M -$154K -6,882 -13%
NCCM
25
Nine Chapters Capital Management
New Jersey
$791K -$1.29M -57,600 -62%

EFC Hedge Fund Activity: Q3 2013 in Review

56 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q3 2013, worth a combined $292M — down 6.9% from $314M a quarter earlier.

Sellers outnumbered buyers: 7 funds closed out of EFC and 6 opened new positions — a net loss of 1 holder — while 22 trimmed existing stakes and 15 added.

The largest buyer was DePrince Race & Zollo Inc (DRZ), adding an estimated $2.03M. The largest seller was EJF Capital, cutting an estimated $7.56M.

  • 56 institutional investors held Ellington Financial (EFC) as of Q3 2013, down from 57 in Q2 2013.
  • Funds reported $292M of Ellington Financial stock for Q3 2013, down 6.9% quarter-over-quarter.
  • 6 funds opened new Ellington Financial positions in Q3 2013 and 7 closed out, a net change of -1 holder.
  • The largest Ellington Financial buyer in Q3 2013 was DePrince Race & Zollo Inc (DRZ), an estimated $2.03M added.
  • The largest Ellington Financial seller in Q3 2013 was EJF Capital, an estimated $7.56M sold.

Based on aggregated 13F filings for Q3 2013.