QSS
EFC

Quantitative Systematic Strategies’s Ellington Financial EFC Stock Holding History

Quantitative Systematic Strategies’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
Q1 		– Sell
-24,447
Closed -$448K – 333
2019
Q4 		$448K Buy
+24,447
New +$447K 0.07% 359

Other funds holding EFC

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
AFG
American Financial Group Cincinnati, Ohio $270M AUM 3.25% 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
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
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
CLG
Cooperman Leon G $3.05B AUM 42.78% 1-Year Est. Return
EMG
Ellington Management Group Old Greenwich, Connecticut $676M AUM 23.65% 1-Year Est. Return

Quantitative Systematic Strategies's EFC Position: Q1 2020 in Review

Quantitative Systematic Strategies sold out of Ellington Financial (EFC) in Q1 2020, closing a stake of 24,447 shares — an estimated $448K sold.

Quantitative Systematic Strategies first reported a position in EFC in Q4 2019 and held it in 1 quarter. The position peaked at $448K in Q4 2019. 114 funds tracked by Wall St. Rank hold EFC as of Q1 2020.

  • Quantitative Systematic Strategies reported no remaining Ellington Financial position as of Q1 2020 after selling out during the quarter.
  • Quantitative Systematic Strategies sold 24,447 Ellington Financial shares in Q1 2020, an estimated $448K.
  • Quantitative Systematic Strategies first reported a position in Ellington Financial in Q4 2019 and held it in 1 quarter.
  • Quantitative Systematic Strategies's Ellington Financial position peaked at $448K in Q4 2019.
  • 114 funds tracked by Wall St. Rank held Ellington Financial as of Q1 2020.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2020, filed 6 May 2020.