EFC

Ellington Financial
EFC

Overview Fund Activity

114 hedge funds and large institutions have $148M invested in Ellington Financial in 2020 Q1 according to their latest regulatory filings, with 22 funds opening new positions, 47 increasing their positions, 31 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
114
Holders Change
-6
Holders Change %
-5%
% of All Funds
2.52%
Holding in Top 10
1
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-75%
% of All Funds
0.02%
New
22
Increased
47
Reduced
31
Closed
26
Calls
$3.56M
Puts
$217K
Net Calls
+$3.35M
Net Calls Change
-$2.16M

Top Buyers

1
BlackRock
BlackRock
New York
+$4.12M
2
RGREA
Ranger Global Real Estate Advisors
Colorado
+$3.52M
3
Millennium Management
Millennium Management
New York
+$3.06M
4
State Street
State Street
Massachusetts
+$2.51M
5
AFG
American Financial Group
Ohio
+$2.28M

Top Sellers

1
Marshall Wace
Marshall Wace
United Kingdom
-$14.4M
2
CAM
ClariVest Asset Management
California
-$3.93M
3
Public Sector Pension Investment Board (PSP Investments)
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
-$2.49M
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$2.16M
5
CC
Claybrook Capital
Massachusetts
-$1.93M
Name Holding Trade Value Shares
Change 		Shares
Change %
BlackRock
1
BlackRock
New York
$22.8M +$4.12M +720,798 +22%
AFG
2
American Financial Group
Ohio
$10.9M +$2.28M +400,000 +27%
Vanguard Group
3
Vanguard Group
Pennsylvania
$10.8M +$909K +159,215 +9%
RGREA
4
Ranger Global Real Estate Advisors
Colorado
$10.6M +$3.52M +616,957 +50%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$9.79M -$879K -153,959 -8%
SOMRS
6
State of Michigan Retirement System
Michigan
$8.35M – – –
State Street
7
State Street
Massachusetts
$6.75M +$2.51M +430,170 +59%
Millennium Management
8
Millennium Management
New York
$5.49M +$3.06M +535,553 +126%
CLG
9
Cooperman Leon G
$5.48M – – –
EMG
10
Ellington Management Group
Connecticut
$4.86M +$3.64K +637 +0.1%
Grantham, Mayo, Van Otterloo & Co (GMO)
11
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$4.04M +$2M +350,000 +98%
WFI
12
West Family Investments
California
$3.37M +$573K +100,328 +20%
Geode Capital Management
13
Geode Capital Management
Massachusetts
$3.21M +$736K +128,896 +30%
Acadian Asset Management
14
Acadian Asset Management
Massachusetts
$3.15M -$2.16M -377,670 -41%
MOACM
15
Mutual of America Capital Management
New York
$2.68M – – –
Northern Trust
16
Northern Trust
Illinois
$2.64M +$499K +87,460 +23%
Balyasny Asset Management
17
Balyasny Asset Management
Illinois
$2.29M +$1.16M +202,939 +103%
Nuveen Asset Management
18
Nuveen Asset Management
Illinois
$2.27M -$605K -105,981 -21%
WAM
19
Wolverine Asset Management
Illinois
$2.06M +$1.16M +203,620 +130%
Charles Schwab
20
Charles Schwab
California
$1.43M +$238K +41,748 +20%
GLA
21
Great Lakes Advisors
Illinois
$1.24M +$1.24M +216,267 New
AllianceBernstein
22
AllianceBernstein
Tennessee
$1.2M +$278K +48,600 +30%
Victory Capital Management
23
Victory Capital Management
Texas
$1.19M +$934K +163,447 +358%
CSS
24
Cubist Systematic Strategies
Connecticut
$1.11M +$951K +166,494 +609%
Renaissance Technologies
25
Renaissance Technologies
New York
$1.04M -$498K -87,224 -32%
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