MarketPeel
Insider Trading Intelligence
MV

Michael W. Vranos

EFC
CO-CHIEF INVESTMENT OFFICER · ELLINGTON FINANCIAL INC. · CIK 0001474808
FILING MIX · LIFETIME47%/53%
BUYS
8
SELLS
9
TOTAL VALUE
$628.2K
COMPANIES
1
ACTIVE SINCE
Feb 2020
HOLDINGS NOW
1,122,952
AVG SELL PX
$12.35
TRADE KIND
SHOWING 17 / 17
Trades · vs SPY
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Performance · forward returns vs SPY
5 backtested trades · 8 horizons · 2 pendingHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Michael W. Vranos, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d5+0.00%+0.67%+0.38%+0.29%+0.08%
14d5+60.00%+0.93%+0.64%+0.28%-0.42%
30d5+40.00%+2.71%+1.87%+0.84%+3.67%
60d5+40.00%+3.65%+2.42%+1.23%+5.56%
90d5+40.00%+3.63%+2.37%+1.27%+1.26%
180d5+60.00%-1.84%+3.43%-5.27%-8.41%
1y5+0.00%+7.27%+13.12%-5.85%-6.35%
2y5(2 pending)+0.00%+12.72%+36.55%-23.83%-23.82%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
EFC · 1,122,952 shares · as of May 11, 2026
0472,422944,8451,417,2671,889,689202120222023202420252026SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2020
2021
2021
2021
2021
2022
2022
2022
2022
2023
2023
2023
2023
2024
2024
2024
2024
2025
2025
2025
2025
2026
2026
FLOW · 8 buys / 9 sellsCOVERAGE · 26 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
161,9341,122,952May 11, 2026May 13, 2026View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
33,877961,018May 20, 2025May 22, 2025View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
14,361$12.58$180.6K153,998Oct 15, 2024Oct 16, 2024View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
14,000$12.48$174.7K168,359Oct 14, 2024Oct 16, 2024View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
5,900$12.12$71.5K179,655Jul 2, 2024Jul 3, 2024View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
8,300$12.15$100.9K160,874Jun 17, 2024Jun 18, 2024View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
8,300$12.11$100.5K169,174Jun 14, 2024Jun 18, 2024View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
19,094927,141Feb 22, 2022Feb 24, 2022View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
28,453916,713Nov 12, 2021Nov 16, 2021View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
8,666908,047Nov 12, 2021Nov 16, 2021View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
17,65028,521Nov 12, 2021Nov 16, 2021View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
1,363319,241Nov 12, 2021Nov 16, 2021View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
37,373888,260Jul 30, 2021Aug 2, 2021View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
140,6001,889,689Dec 11, 2020Dec 14, 2020View →
EFC
ELLINGTON FINANCIAL INC.
SALE
Co-Chief Investment Officer
129,51646,171Mar 2, 2020Mar 4, 2020View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
129,516129,516Mar 2, 2020Mar 4, 2020View →
EFC
ELLINGTON FINANCIAL INC.
PURCHASE
Co-Chief Investment Officer
637850,887Feb 5, 2020Feb 6, 2020View →
Other insiders · EFC
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About this filer
CIK 0001474808
ROLE
Co-Chief Investment Officer
PRIMARY
EFC
COMPANIES
1
ACTIVE SINCE
Feb 2020
MARKETPEEL · /INSIDER/0001474808DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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