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EFC

Ellington Financial

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.

New
Increased
Maintained
Reduced
Closed

1.4% less ownership

Funds ownership: 49.21%47.82% (-1.4%)

6% less funds holding

Funds holding: 6460 (-4)

13% less capital invested

Capital invested by funds: $341M → $296M (-$44.6M)

25% less funds holding in top 10

Funds holding in top 10: 43 (-1)

30% less first-time investments, than exits

New positions opened: 7 | Existing positions closed: 10

33% less repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 18

98% less call options, than puts

Call options by funds: $81K | Put options by funds: $5.34M

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
-$5.25M
Net Calls Change
-$852K
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$75.2M +$9.85M +496,838 +14%
EMG
2
Ellington Management Group
Connecticut
$37.7M
SOMRS
3
State of Michigan Retirement System
Michigan
$28.7M
Fidelity Investments
4
Fidelity Investments
Massachusetts
$22.2M
AFG
5
American Financial Group
Ohio
$19.5M
OA
6
Omega Advisors
New York
$16.2M -$5.39M -271,700 -24%
GIM
7
Greenwich Investment Management
Connecticut
$12.2M -$592K -29,875 -4%
BP
8
BBR Partners
New York
$8.86M +$1.17M +59,200 +14%
WFI
9
West Family Investments
California
$8.19M
YMRC
10
Yorktown Management & Research Company
Virginia
$7.4M -$507K -25,600 -6%
MOACM
11
Mutual of America Capital Management
New York
$6.63M
Morgan Stanley
12
Morgan Stanley
New York
$6.53M -$516K -26,038 -7%
PTC
13
Petrus Trust Company
Texas
$4.63M
Citigroup
14
Citigroup
New York
$4.31M -$5.18M -261,241 -53%
WAM
15
Wolverine Asset Management
Illinois
$4.23M -$5.15M -259,852 -53%
Bank of America
16
Bank of America
North Carolina
$3.46M +$572K +28,878 +18%
RO
17
Reservoir Operations
New York
$3.39M
Deutsche Bank
18
Deutsche Bank
Germany
$2.73M +$574K +28,948 +24%
Goldman Sachs
19
Goldman Sachs
New York
$2.16M -$1.11M -55,968 -32%
EC
20
EJF Capital
Virginia
$2.13M
Renaissance Technologies
21
Renaissance Technologies
New York
$2.09M +$967K +48,760 +76%
MIG
22
Mariner Investment Group
New York
$1.96M
SC
23
Selz Capital
New York
$1.85M
PG
24
PEAK6 Group
Illinois
$1.68M +$731K +36,855 +68%
Susquehanna International Group
25
Susquehanna International Group
Pennsylvania
$1.6M +$263K +13,283 +18%

EFC Hedge Fund Activity: Q2 2015 in Review

60 of the 3,711 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q2 2015, worth a combined $296M — down 13% from $341M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of EFC and 7 opened new positions — a net loss of 3 holders — while 18 trimmed existing stakes and 12 added.

The largest buyer was Wellington Management Group, adding an estimated $9.85M. The largest seller was Omega Advisors, cutting an estimated $5.39M.

  • 60 institutional investors held Ellington Financial (EFC) as of Q2 2015, down from 64 in Q1 2015.
  • Funds reported $296M of Ellington Financial stock for Q2 2015, down 13% quarter-over-quarter.
  • 7 funds opened new Ellington Financial positions in Q2 2015 and 10 closed out, a net change of -3 holders.
  • The largest Ellington Financial buyer in Q2 2015 was Wellington Management Group, an estimated $9.85M added.
  • The largest Ellington Financial seller in Q2 2015 was Omega Advisors, an estimated $5.39M sold.

Based on aggregated 13F filings for Q2 2015.