Ellington Management Group’s Alcoa AA Stock Holding History

Ellington Management Group’s Portfolio AA Stock Details AA Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q3	–	Sell	-26,441	Closed	-$297K	–	47
2020 Q2	$297K	Sell	26,441 -172,062	-87%	-$1.54M	0.13%	36
2020 Q1	$1.22M	Buy	+198,503	New	+$2.72M	0.29%	70
2019 Q3	–	Sell	-23,252	Closed	-$544K	–	564
2019 Q2	$544K	Sell	23,252 -34,247	-60%	-$853K	0.09%	217
2019 Q1	$1.62M	Buy	+57,499	New	+$1.64M	0.3%	87
2018 Q1	–	Sell	-8,300	Closed	-$447K	–	788
2017 Q4	$447K	Buy	+8,300	New	+$380K	0.07%	241
2017 Q3	–	Sell	-18,700	Closed	-$611K	–	602
2017 Q2	$611K	Sell	18,700 -4,900	-21%	-$159K	0.09%	187
2017 Q1	$812K	Buy	+23,600	New	+$826K	0.03%	151
2015 Q3	–	Sell	-41,407	Closed	-$1.11M	–	677
2015 Q2	$1.11M	Sell	41,407 -71,285	-63%	-$2.21M	0.27%	86
2015 Q1	$3.5M	Buy	112,692 +105,701	+1,512%	+$3.8M	0.72%	4
2014 Q4	$265K	Buy	6,991 +707	+11%	+$27.4K	0.09%	366
2014 Q3	$243K	Buy	+6,284	New	+$246K	0.17%	202

Other funds holding AA

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

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Orbis Allan Gray Hamilton, Bermuda $23.7B AUM 65.43% 1-Year Est. Return

Dimensional Fund Advisors

Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return

T. Rowe Price Associates

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

Fisher Asset Management

Fisher Asset Management Camas, Washington $295B AUM 31.6% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Arrowstreet Capital

Arrowstreet Capital Boston, Massachusetts $185B AUM 39.58% 1-Year Est. Return

Two Sigma Advisers

Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return