EFC

Ellington Financial
EFC

Overview Fund Activity

60 hedge funds and large institutions have $296M invested in Ellington Financial in 2015 Q2 according to their latest regulatory filings, with 7 funds opening new positions, 12 increasing their positions, 18 reducing their positions, and 10 closing their positions.

Holders
60
Holders Change
-4
Holders Change %
-6.25%
% of All Funds
1.62%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.08%
New
7
Increased
12
Reduced
18
Closed
10
Calls
$81K
Puts
$5.34M
Net Calls
-$5.26M
Net Calls Change
-$852K

Top Buyers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$75.2M
2
BP
2
BBR Partners
New York
$8.86M
3
Renaissance Technologies
3
Renaissance Technologies
New York
$2.09M
4
PG
4
PEAK6 Group
Illinois
$1.68M
5
BIG
5
Blackthorn Investment Group
Kansas
$648K

Top Sellers

1
OA
1
Omega Advisors
New York
$16.2M
2
Citigroup
2
Citigroup
New York
$4.31M
3
WAM
3
Wolverine Asset Management
Illinois
$4.23M
4
WA
4
Whitebox Advisors
Minnesota
$0
5
Goldman Sachs
5
Goldman Sachs
New York
$2.16M
Name Market Value Shares Shares
Change 		Shares
Change %
Wellington Management Group
1
Wellington Management Group
Massachusetts
$75.2M 4,061,524 +496,838 +14%
EMG
2
Ellington Management Group
Connecticut
$37.7M 2,034,255 – –
SOMRS
3
State of Michigan Retirement System
Michigan
$28.7M 1,550,000 – –
Fidelity Investments
4
Fidelity Investments
Massachusetts
$22.2M 1,197,200 – –
AFG
5
American Financial Group
Ohio
$19.5M 1,053,853 – –
OA
6
Omega Advisors
New York
$16.2M 875,000 -271,700 -24%
GIM
7
Greenwich Investment Management
Connecticut
$12.2M 657,808 -29,875 -4%
BP
8
BBR Partners
New York
$8.86M 478,476 +59,200 +14%
WFI
9
West Family Investments
California
$8.19M 442,344 – –
YMRC
10
Yorktown Management & Research Company
Virginia
$7.4M 400,000 -25,600 -6%
MOACM
11
Mutual of America Capital Management
New York
$6.63M 358,427 – –
Morgan Stanley
12
Morgan Stanley
New York
$6.53M 352,502 -26,038 -7%
PTC
13
Petrus Trust Company
Texas
$4.63M 250,000 – –
Citigroup
14
Citigroup
New York
$4.31M 232,869 -261,241 -53%
WAM
15
Wolverine Asset Management
Illinois
$4.23M 228,322 -259,852 -53%
Bank of America
16
Bank of America
North Carolina
$3.46M 187,041 +28,878 +18%
RO
17
Reservoir Operations
New York
$3.39M 183,210 – –
Deutsche Bank
18
Deutsche Bank
Germany
$2.73M 147,548 +28,948 +24%
Goldman Sachs
19
Goldman Sachs
New York
$2.16M 116,855 -55,968 -32%
EC
20
EJF Capital
Virginia
$2.13M 115,000 – –
Renaissance Technologies
21
Renaissance Technologies
New York
$2.09M 113,010 +48,760 +76%
MIG
22
Mariner Investment Group
New York
$1.96M 106,000 – –
SC
23
Selz Capital
New York
$1.85M 100,000 – –
PG
24
PEAK6 Group
Illinois
$1.68M 90,838 +36,855 +68%
Susquehanna International Group
25
Susquehanna International Group
Pennsylvania
$1.6M 86,577 +13,283 +18%
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