EFC

Ellington Financial
EFC

Overview Fund Activity

120 hedge funds and large institutions have $434M invested in Ellington Financial in 2019 Q4 according to their latest regulatory filings, with 30 funds opening new positions, 56 increasing their positions, 17 reducing their positions, and 10 closing their positions.

Holders
120
Holders Change
+17
Holders Change %
+16.5%
% of All Funds
2.37%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.08%
New
30
Increased
56
Reduced
17
Closed
10
Calls
$5.74M
Puts
$231K
Net Calls
+$5.51M
Net Calls Change
-$7.37M

Top Buyers

1
Marshall Wace
1
Marshall Wace
United Kingdom
$14.4M
2
Grantham, Mayo, Van Otterloo & Co (GMO)
2
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$6.54M
3
Acadian Asset Management
3
Acadian Asset Management
Massachusetts
$17M
4
Millennium Management
4
Millennium Management
New York
$7.81M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$31.9M

Top Sellers

1
Hotchkis & Wiley Capital Management
1
Hotchkis & Wiley Capital Management
California
$0
2
EMG
2
Ellington Management Group
Connecticut
$15.6M
3
CEP
3
Chicago Equity Partners
Illinois
$1.36M
4
Ameriprise
4
Ameriprise
Minnesota
$1.17M
5
CAM
5
ClariVest Asset Management
California
$3.93M
Name Market Value Shares Shares
Change 		Shares
Change %
BlackRock
1
BlackRock
New York
$60M 3,273,830 +30,740 +0.9%
Fidelity Investments
2
Fidelity Investments
Massachusetts
$34.2M 1,868,085 +22,650 +1%
Vanguard Group
3
Vanguard Group
Pennsylvania
$31.9M 1,739,905 +253,069 +17%
AFG
4
American Financial Group
Ohio
$27.6M 1,507,162 – –
SOMRS
5
State of Michigan Retirement System
Michigan
$26.8M 1,462,778 – –
RGREA
6
Ranger Global Real Estate Advisors
Colorado
$22.7M 1,238,448 +43,682 +4%
CLG
7
Cooperman Leon G
$17.6M 960,000 – –
Acadian Asset Management
8
Acadian Asset Management
Massachusetts
$17M 928,873 +301,321 +48%
EMG
9
Ellington Management Group
Connecticut
$15.6M 850,250 -178,306 -17%
Marshall Wace
10
Marshall Wace
United Kingdom
$14.4M 783,012 +466,521 +147%
State Street
11
State Street
Massachusetts
$13.4M 727,387 +113,865 +19%
Nuveen Asset Management
12
Nuveen Asset Management
Illinois
$9.24M 503,950 +24,929 +5%
WFI
13
West Family Investments
California
$8.98M 489,953 -1,602 -0.3%
MOACM
14
Mutual of America Capital Management
New York
$8.62M 469,996 +10,010 +2%
Geode Capital Management
15
Geode Capital Management
Massachusetts
$7.93M 432,472 +12,224 +3%
Millennium Management
16
Millennium Management
New York
$7.81M 426,138 +266,913 +168%
Northern Trust
17
Northern Trust
Illinois
$6.87M 374,874 +15,579 +4%
Grantham, Mayo, Van Otterloo & Co (GMO)
18
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$6.54M 356,700 +314,100 +737%
CC
19
Claybrook Capital
Massachusetts
$6.49M 350,589 – –
Renaissance Technologies
20
Renaissance Technologies
New York
$4.94M 269,424 +182,624 +210%
CAM
21
ClariVest Asset Management
California
$3.93M 214,468 -63,720 -23%
Charles Schwab
22
Charles Schwab
California
$3.82M 208,087 +17,756 +9%
Morgan Stanley
23
Morgan Stanley
New York
$3.69M 201,211 +99,907 +99%
Balyasny Asset Management
24
Balyasny Asset Management
Illinois
$3.63M 197,765 +197,765 New
AllianceBernstein
25
AllianceBernstein
Tennessee
$2.96M 161,370 +112,030 +227%
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