Grantham, Mayo, Van Otterloo & Co (GMO)’s HATTERAS FINANCIAL CORP HTS Stock Holding History

Grantham, Mayo, Van Otterloo & Co (GMO)’s Portfolio HTS Stock Details HTS Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2014 Q1	–	Sell	-24,357	Closed	-$398K	–	700
2013 Q4	$398K	Sell	24,357 -17,304	-42%	-$302K	﹤0.01%	583
2013 Q3	$779K	Buy	41,661 +5,300	+15%	+$107K	﹤0.01%	489
2013 Q2	$896K	Buy	+36,361	New	+$961K	﹤0.01%	474

Other funds holding HTS

Artisan Partners Milwaukee, Wisconsin $62.3B AUM 26.25% 1-Year Est. Return

ACMM

American Capital Mortgage Management Bethesda, Maryland $33.9M AUM 13.41% 1-Year Est. Return

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

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

BGIM

Brandywine Global Investment Management Philadelphia, Pennsylvania $14.9B AUM 20.41% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return

Boston Partners Boston, Massachusetts $95.5B AUM 28.4% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO)'s HTS Position: Q1 2014 in Review

Grantham, Mayo, Van Otterloo & Co (GMO) sold out of HATTERAS FINANCIAL CORP (HTS) in Q1 2014, closing a stake of 24,357 shares — an estimated $398K sold.

Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in HTS in Q2 2013 and held it in 3 quarters. The position peaked at $896K in Q2 2013. 177 funds tracked by Wall St. Rank hold HTS as of Q1 2014.

Grantham, Mayo, Van Otterloo & Co (GMO) reported no remaining HATTERAS FINANCIAL CORP position as of Q1 2014 after selling out during the quarter.
Grantham, Mayo, Van Otterloo & Co (GMO) sold 24,357 HATTERAS FINANCIAL CORP shares in Q1 2014, an estimated $398K.
Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in HATTERAS FINANCIAL CORP in Q2 2013 and held it in 3 quarters.
Grantham, Mayo, Van Otterloo & Co (GMO)'s HATTERAS FINANCIAL CORP position peaked at $896K in Q2 2013.
177 funds tracked by Wall St. Rank held HATTERAS FINANCIAL CORP as of Q1 2014.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q1 2014, filed 14 May 2014.