California Public Employees Retirement System’s Ellington Financial EFC Stock Holding History

California Public Employees Retirement System’s Portfolio EFC Stock Details EFC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q2	–	Sell	-83,900	Closed	-$1.34M	–	1966
2021 Q1	$1.34M	Sell	83,900 -7,779	-8%	-$123K	﹤0.01%	2288
2020 Q4	$1.36M	Sell	91,679 -1,800	-2%	-$25.1K	﹤0.01%	2265
2020 Q3	$1.15M	Buy	93,479 +2,200	+2%	+$26.9K	﹤0.01%	2186
2020 Q2	$1.07M	Buy	91,279 +33,296	+57%	+$338K	﹤0.01%	2184
2020 Q1	$331K	Buy	57,983 +33,436	+136%	+$520K	﹤0.01%	2607
2019 Q4	$450K	Sell	24,547 -17,688	-42%	-$323K	﹤0.01%	2783
2019 Q3	$763K	Buy	42,235 +5,623	+15%	+$99.9K	﹤0.01%	2403
2019 Q2	$658K	Buy	+36,612	New	+$661K	﹤0.01%	2401
2019 Q1	–	Sell	-23,526	Closed	-$361K	–	3219
2018 Q4	$361K	Buy	+23,526	New	+$367K	﹤0.01%	2695
2015 Q2	–	Sell	-16,800	Closed	-$353K	–	3706
2015 Q1	$353K	Hold	16,800	–	–	﹤0.01%	3164
2014 Q4	$353K	Buy	+16,800	New	+$363K	﹤0.01%	3164

Other funds holding EFC

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

SOMRS

State of Michigan Retirement System Lansing, Michigan $22.6B AUM 40.24% 1-Year Est. Return

EMG

Ellington Management Group Old Greenwich, Connecticut $676M AUM 23.65% 1-Year Est. Return

CLG

Cooperman Leon G $3.55B AUM 41.85% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Mirae Asset Global Investments Seoul, South Korea $67.7B AUM 57.61% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

California Public Employees Retirement System's EFC Position: Q2 2021 in Review

California Public Employees Retirement System sold out of Ellington Financial (EFC) in Q2 2021, closing a stake of 83,900 shares — an estimated $1.34M sold.

California Public Employees Retirement System first reported a position in EFC in Q4 2014 and held it in 11 quarters. The position peaked at $1.36M in Q4 2020. 117 funds tracked by Wall St. Rank hold EFC as of Q2 2021.

California Public Employees Retirement System reported no remaining Ellington Financial position as of Q2 2021 after selling out during the quarter.
California Public Employees Retirement System sold 83,900 Ellington Financial shares in Q2 2021, an estimated $1.34M.
California Public Employees Retirement System first reported a position in Ellington Financial in Q4 2014 and held it in 11 quarters.
California Public Employees Retirement System's Ellington Financial position peaked at $1.36M in Q4 2020.
117 funds tracked by Wall St. Rank held Ellington Financial as of Q2 2021.

Based on California Public Employees Retirement System's 13F filing for Q2 2021, filed 13 Aug 2021.