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EFC

Ellington Financial

79 hedge funds and large institutions have $372M invested in Ellington Financial in 2014 Q3 according to their latest regulatory filings, with 22 funds opening new positions, 28 increasing their positions, 14 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

144% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 9

100% more repeat investments, than reductions

Existing positions increased: 28 | Existing positions reduced: 14

33% more funds holding in top 10

Funds holding in top 10: 34 (+1)

20% more capital invested

Capital invested by funds: $310M → $372M (+$62.2M)

16% more funds holding

Funds holding: 6879 (+11)

0.17% less ownership

Funds ownership: 50.2%50.03% (-0.17%)

98% less call options, than puts

Call options by funds: $196K | Put options by funds: $8.01M

Holders
79
Holders Change
+11
Holders Change %
+16.18%
% of All Funds
2.29%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.12%
New
22
Increased
28
Reduced
14
Closed
9
Calls
$196K
Puts
$8.01M
Net Calls
-$7.81M
Net Calls Change
-$7.68M
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$52.3M -$8.79M -369,474 -14%
EMG
2
Ellington Management Group
Connecticut
$45.1M
Deutsche Bank
3
Deutsche Bank
Germany
$40.4M +$37.7M +1,584,201 +675%
MVP
4
Miller Value Partners
Florida
$37.1M -$594K -25,000 -1%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$24.6M +$5.01M +210,884 +23%
AFG
6
American Financial Group
Ohio
$23.4M
OA
7
Omega Advisors
New York
$21.2M +$22.6M +952,000 New
GIM
8
Greenwich Investment Management
Connecticut
$17.8M -$209K -8,785 -1%
WFI
9
West Family Investments
California
$9.83M +$3.45M +144,970 +49%
YMRC
10
Yorktown Management & Research Company
Virginia
$9.46M +$476K +20,000 +5%
Morgan Stanley
11
Morgan Stanley
New York
$8.47M +$5.92M +248,971 +188%
MOACM
12
Mutual of America Capital Management
New York
$7.26M +$999K +42,007 +15%
Renaissance Technologies
13
Renaissance Technologies
New York
$6.99M +$2.08M +87,374 +38%
PTC
14
Petrus Trust Company
Texas
$5.55M
RO
15
Reservoir Operations
New York
$4.07M
Acadian Asset Management
16
Acadian Asset Management
Massachusetts
$3.99M +$4.27M +179,426 New
Goldman Sachs
17
Goldman Sachs
New York
$3.55M +$3.07M +129,164 +420%
CS
18
Credit Suisse
Switzerland
$3.53M +$650K +27,336 +21%
GXMC
19
Global X Management Company
New York
$3.51M +$1.63M +68,402 +76%
CHAM
20
Clear Harbor Asset Management
Connecticut
$3.49M +$3.73M +157,030 New
WA
21
Whitebox Advisors
Minnesota
$3.33M +$3.57M +150,000 New
NCCM
22
Nine Chapters Capital Management
New Jersey
$2.96M +$2.32M +97,700 +276%
NI
23
Numeric Investors
Massachusetts
$2.57M -$38K -1,600 -1%
EC
24
EJF Capital
Virginia
$2.44M +$951K +40,000 +57%
GEM
25
Global Endowment Management
North Carolina
$2.26M

EFC Hedge Fund Activity: Q3 2014 in Review

79 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q3 2014, worth a combined $372M — up 20% from $310M a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new EFC positions and 9 closed out — a net gain of 13 holders — while 28 added to existing stakes and 14 trimmed.

The largest buyer was Deutsche Bank, adding an estimated $37.7M. The largest seller was Wellington Management Group, cutting an estimated $8.79M.

  • 79 institutional investors held Ellington Financial (EFC) as of Q3 2014, up from 68 in Q2 2014.
  • Funds reported $372M of Ellington Financial stock for Q3 2014, up 20% quarter-over-quarter.
  • 22 funds opened new Ellington Financial positions in Q3 2014 and 9 closed out, a net change of +13 holders.
  • The largest Ellington Financial buyer in Q3 2014 was Deutsche Bank, an estimated $37.7M added.
  • The largest Ellington Financial seller in Q3 2014 was Wellington Management Group, an estimated $8.79M sold.

Based on aggregated 13F filings for Q3 2014.