Ellington Management Group’s CalAtlantic Group, Inc. CAA Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q1	–	Sell	-35,300	Closed	-$1.2M	–	975
2016 Q4	$1.2M	Sell	35,300 -6,400	-15%	-$212K	0.18%	45
2016 Q3	$1.39M	Buy	+41,700	New	+$1.53M	0.38%	31
2015 Q1	–	Sell	-9,900	Closed	-$361K	–	907
2014 Q4	$361K	Buy	+9,900	New	+$367K	0.12%	286
2013 Q3	–	Sell	-5,800	Closed	-$242K	–	1070
2013 Q2	$242K	Buy	+5,800	New	+$255K	0.05%	600

Other funds holding CAA

MGA

MatlinPatterson Global Advisers New York $163M AUM 32.35% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

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

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

Sanders Capital West Palm Beach, Florida $83.9B AUM 37.89% 1-Year Est. Return

Hexavest Montreal, Quebec, Canada $1.64B AUM 28.34% 1-Year Est. Return

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

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

Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return

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

Ellington Management Group's CAA Position: Q1 2017 in Review

Ellington Management Group sold out of CalAtlantic Group, Inc. (CAA) in Q1 2017, closing a stake of 35,300 shares — an estimated $1.2M sold.

Ellington Management Group first reported a position in CAA in Q2 2013 and held it in 4 quarters. The position peaked at $1.39M in Q3 2016. 242 funds tracked by Wall St. Rank hold CAA as of Q1 2017.

Ellington Management Group reported no remaining CalAtlantic Group, Inc. position as of Q1 2017 after selling out during the quarter.
Ellington Management Group sold 35,300 CalAtlantic Group, Inc. shares in Q1 2017, an estimated $1.2M.
Ellington Management Group first reported a position in CalAtlantic Group, Inc. in Q2 2013 and held it in 4 quarters.
Ellington Management Group's CalAtlantic Group, Inc. position peaked at $1.39M in Q3 2016.
242 funds tracked by Wall St. Rank held CalAtlantic Group, Inc. as of Q1 2017.

Based on Ellington Management Group's 13F filing for Q1 2017, filed 15 May 2017.