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EFC

Ellington Financial

Name Holding Trade Value Shares
Change
Change in
Stake
USAA
26
United Services Automobile Association
Texas
$1.75M +$141K +7,797 +9%
Millennium Management
27
Millennium Management
New York
$1.74M -$700K -38,791 -29%
Arrowstreet Capital
28
Arrowstreet Capital
Massachusetts
$1.63M -$5.41M -299,740 -77%
Bank of New York Mellon
29
Bank of New York Mellon
New York
$1.59M +$1.6M +88,450 New
Northern Trust
30
Northern Trust
Illinois
$1.51M +$1.29M +71,290 +570%
YMRC
31
Yorktown Management & Research Company
Virginia
$1.46M +$1.1M +61,000 +305%
UBS Group
32
UBS Group
Switzerland
$1.21M +$564K +31,277 +87%
WCM
33
Wedge Capital Management
North Carolina
$1.13M -$248K -13,735 -18%
BA
34
Boston Advisors
Massachusetts
$1.08M +$1.08M +59,895 New
Wells Fargo
35
Wells Fargo
California
$1.01M +$781K +43,270 +341%
AC
36
Almitas Capital
California
$970K -$15.9M -883,555 -94%
AG
37
AlphaSimPlex Group
Massachusetts
$917K +$395K +21,891 +75%
California State Teachers Retirement System (CalSTRS)
38
California State Teachers Retirement System (CalSTRS)
California
$746K +$750K +41,533 New
EWM
39
Edge Wealth Management
New York
$708K -$5.41K -300 -0.8%
GIM
40
Greenwich Investment Management
Connecticut
$681K
BIM
41
Bogle Investment Management
Massachusetts
$675K +$678K +37,572 New
California Public Employees Retirement System
42
California Public Employees Retirement System
California
$658K +$661K +36,612 New
Bank of America
43
Bank of America
North Carolina
$580K -$136K -7,539 -19%
RhumbLine Advisers
44
RhumbLine Advisers
Massachusetts
$574K +$577K +31,965 New
OIA
45
Optimum Investment Advisors
Illinois
$537K +$63.3K +3,506 +13%
MSL
46
Mackay Shields LLC
New York
$532K +$534K +29,600 New
BTS
47
BB&T Securities
Virginia
$513K -$5.41K -300 -1%
New York State Common Retirement Fund
48
New York State Common Retirement Fund
New York
$498K +$500K +27,700 New
Bank of Montreal
49
Bank of Montreal
Ontario, Canada
$490K +$40.6K +2,252 +9%
GCP
50
GSA Capital Partners
United Kingdom
$482K -$407K -22,550 -46%