CA
EFC

Cliff Asness’s Ellington Financial EFC Stock Holding History

Cliff Asness’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
2026
Q2 		$221K Sell
16,217
-9,387
-37% -$124K ﹤0.01% 3768
2026
Q1 		$303K Sell
25,604
-153,734
-86% -$1.96M ﹤0.01% 3400
2025
Q4 		$2.44M Buy
179,338
+45,252
+34% +$616K ﹤0.01% 2018
2025
Q3 		$1.74M Buy
134,086
+103,701
+341% +$1.38M ﹤0.01% 2066
2025
Q2 		$395K Buy
+30,385
New +$386K ﹤0.01% 2729

Other funds holding EFC

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
Vanguard Capital Management
Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return
Mirae Asset Global ETFs Holdings
Mirae Asset Global ETFs Holdings Causeway Bay, Hong Kong $83.9B AUM 60.43% 1-Year Est. Return
Vanguard Portfolio Management
Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return
JP Morgan Chase
JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return
DFG
Delphi Financial Group Wilmington, Delaware $202M AUM 21.25% 1-Year Est. Return

Cliff Asness's EFC Position: Q2 2026 in Review

Cliff Asness reduced its Ellington Financial (EFC) stake by 37% in Q2 2026, selling an estimated $124K and leaving 16,217 shares worth $221K. The position accounts for ﹤0.01% of the portfolio, ranked #3768.

Cliff Asness first reported a position in EFC in Q2 2025 and has held it in 5 quarters since. The position peaked at $2.44M in Q4 2025. 247 funds tracked by Wall St. Rank hold EFC as of Q2 2026.

  • Cliff Asness held 16,217 shares of Ellington Financial worth $221K as of Q2 2026.
  • Cliff Asness sold 9,387 Ellington Financial shares in Q2 2026, an estimated $124K.
  • Ellington Financial made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #3768 holding.
  • Cliff Asness first reported a position in Ellington Financial in Q2 2025 and has held it in 5 quarters since.
  • Cliff Asness's Ellington Financial position peaked at $2.44M in Q4 2025.
  • 247 funds tracked by Wall St. Rank held Ellington Financial as of Q2 2026.

Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.