Grantham, Mayo, Van Otterloo & Co (GMO)
EFC

Grantham, Mayo, Van Otterloo & Co (GMO)’s Ellington Financial EFC Stock Holding History

Grantham, Mayo, Van Otterloo & Co (GMO)’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
2020
Q4 		– Sell
-134,000
Closed -$1.64M – 823
2020
Q3 		$1.64M Sell
134,000
-411,100
-75% -$5.02M 0.01% 441
2020
Q2 		$6.42M Sell
545,100
-161,600
-23% -$1.64M 0.05% 209
2020
Q1 		$4.04M Buy
706,700
+350,000
+98% +$5.45M 0.03% 274
2019
Q4 		$6.54M Buy
356,700
+314,100
+737% +$5.74M 0.04% 253
2019
Q3 		$770K Buy
+42,600
New +$757K 0.01% 582

Other funds holding EFC

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
Wellington Management Group
Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
RGREA
Ranger Global Real Estate Advisors Denver, Colorado $232M AUM 20.95% 1-Year Est. Return
AFG
American Financial Group Cincinnati, Ohio $270M AUM 3.25% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return
SOMRS
State of Michigan Retirement System Lansing, Michigan $18.9B AUM 27.96% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
EMG
Ellington Management Group Old Greenwich, Connecticut $676M AUM 23.65% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO)'s EFC Position: Q4 2020 in Review

Grantham, Mayo, Van Otterloo & Co (GMO) sold out of Ellington Financial (EFC) in Q4 2020, closing a stake of 134,000 shares — an estimated $1.64M sold.

Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in EFC in Q3 2019 and held it in 5 quarters. The position peaked at $6.54M in Q4 2019. 105 funds tracked by Wall St. Rank hold EFC as of Q4 2020.

  • Grantham, Mayo, Van Otterloo & Co (GMO) reported no remaining Ellington Financial position as of Q4 2020 after selling out during the quarter.
  • Grantham, Mayo, Van Otterloo & Co (GMO) sold 134,000 Ellington Financial shares in Q4 2020, an estimated $1.64M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in Ellington Financial in Q3 2019 and held it in 5 quarters.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s Ellington Financial position peaked at $6.54M in Q4 2019.
  • 105 funds tracked by Wall St. Rank held Ellington Financial as of Q4 2020.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q4 2020, filed 12 Feb 2021.