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EFC

Ellington Financial

52 hedge funds and large institutions have $262M invested in Ellington Financial in 2015 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 9 increasing their positions, 20 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more funds holding in top 10

Funds holding in top 10: 34 (+1)

4.06% less ownership

Funds ownership: 47.82%43.75% (-4.1%)

12% less capital invested

Capital invested by funds: $296M → $262M (-$34.4M)

13% less funds holding

Funds holding: 6052 (-8)

41% less first-time investments, than exits

New positions opened: 10 | Existing positions closed: 17

55% less repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 20

98% less call options, than puts

Call options by funds: $45K | Put options by funds: $2.17M

Holders
52
Holders Change
-8
Holders Change %
-13.33%
% of All Funds
1.45%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.11%
New
10
Increased
9
Reduced
20
Closed
17
Calls
$45K
Puts
$2.17M
Net Calls
-$2.12M
Net Calls Change
+$3.13M
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$83.7M +$11.4M +621,430 +15%
SOMRS
2
State of Michigan Retirement System
Michigan
$27.7M
Fidelity Investments
3
Fidelity Investments
Massachusetts
$21.4M
AFG
4
American Financial Group
Ohio
$18.8M
OA
5
Omega Advisors
New York
$18.3M +$2.75M +150,000 +17%
EMG
6
Ellington Management Group
Connecticut
$17.3M -$19.5M -1,064,243 -52%
GIM
7
Greenwich Investment Management
Connecticut
$11.4M -$389K -21,185 -3%
BP
8
BBR Partners
New York
$9.76M +$1.24M +67,400 +14%
WFI
9
West Family Investments
California
$7.91M
YMRC
10
Yorktown Management & Research Company
Virginia
$6.79M -$367K -20,000 -5%
MOACM
11
Mutual of America Capital Management
New York
$6.39M -$20.5K -1,117 -0.3%
Morgan Stanley
12
Morgan Stanley
New York
$4.49M -$1.86M -101,227 -29%
PTC
13
Petrus Trust Company
Texas
$4.47M
Bank of America
14
Bank of America
North Carolina
$3.48M +$134K +7,307 +4%
RO
15
Reservoir Operations
New York
$3.28M
SCM
16
Summit Capital Management
Washington
$2.15M +$2.21M +120,250 New
Goldman Sachs
17
Goldman Sachs
New York
$1.81M -$291K -15,826 -14%
EC
18
EJF Capital
Virginia
$1.34M -$734K -40,000 -35%
BTS
19
BB&T Securities
Virginia
$1.23M -$24.9K -1,354 -2%
UBS Group
20
UBS Group
Switzerland
$1.06M -$233K -12,699 -18%
DRZID
21
DePrince Race & Zollo Inc (DRZ)
Florida
$1.05M +$1.08M +58,920 New
VIA
22
Vident Investment Advisory
Georgia
$972K +$398K +21,680 +66%
MVP
23
Miller Value Partners
Florida
$877K
Deutsche Bank
24
Deutsche Bank
Germany
$772K -$1.92M -104,310 -71%
MCM
25
McGlinn Capital Management
Pennsylvania
$771K

EFC Hedge Fund Activity: Q3 2015 in Review

52 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q3 2015, worth a combined $262M — down 12% from $296M a quarter earlier.

Sellers outnumbered buyers: 17 funds closed out of EFC and 10 opened new positions — a net loss of 7 holders — while 20 trimmed existing stakes and 9 added.

The largest buyer was Wellington Management Group, adding an estimated $11.4M. The largest seller was Ellington Management Group, cutting an estimated $19.5M.

  • 52 institutional investors held Ellington Financial (EFC) as of Q3 2015, down from 60 in Q2 2015.
  • Funds reported $262M of Ellington Financial stock for Q3 2015, down 12% quarter-over-quarter.
  • 10 funds opened new Ellington Financial positions in Q3 2015 and 17 closed out, a net change of -7 holders.
  • The largest Ellington Financial buyer in Q3 2015 was Wellington Management Group, an estimated $11.4M added.
  • The largest Ellington Financial seller in Q3 2015 was Ellington Management Group, an estimated $19.5M sold.

Based on aggregated 13F filings for Q3 2015.