Ellington Management Group’s CEMIG Preferred Shares CIG Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q3	–	Sell	-66,897	Closed	-$130K	–	733
2015 Q2	$130K	Buy	+66,897	New	+$159K	0.03%	634
2015 Q1	–	Sell	-121,239	Closed	-$307K	–	697
2014 Q4	$307K	Sell	121,239 -197,750	-62%	-$561K	0.1%	333
2014 Q3	$1.01M	Buy	+318,989	New	+$1.31M	0.7%	6
2014 Q2	–	Sell	-213,836	Closed	-$741K	–	473
2014 Q1	$741K	Buy	213,836 +157,144	+277%	+$462K	0.22%	109
2013 Q4	$172K	Sell	56,692 -657,730	-92%	-$2.18M	0.06%	485
2013 Q3	$2.41M	Buy	714,422 +250,625	+54%	+$851K	0.46%	16
2013 Q2	$1.62M	Buy	+463,797	New	+$1.88M	0.31%	53

Other funds holding CIG

Lazard Asset Management New York $60.8B AUM 22.47% 1-Year Est. Return

Acadian Asset Management Boston, Massachusetts $70.5B AUM 36% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return

AQR Capital Management Greenwich, Connecticut $218B AUM 29.41% 1-Year Est. Return

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

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

AJO LP Philadelphia, Pennsylvania $199M AUM 109.68% 1-Year Est. Return

Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

PPA

Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return

Ellington Management Group's CIG Position: Q3 2015 in Review

Ellington Management Group sold out of CEMIG Preferred Shares (CIG) in Q3 2015, closing a stake of 66,897 shares — an estimated $130K sold.

Ellington Management Group first reported a position in CIG in Q2 2013 and held it in 7 quarters. The position peaked at $2.41M in Q3 2013. 145 funds tracked by Wall St. Rank hold CIG as of Q3 2015.

Ellington Management Group reported no remaining CEMIG Preferred Shares position as of Q3 2015 after selling out during the quarter.
Ellington Management Group sold 66,897 CEMIG Preferred Shares shares in Q3 2015, an estimated $130K.
Ellington Management Group first reported a position in CEMIG Preferred Shares in Q2 2013 and held it in 7 quarters.
Ellington Management Group's CEMIG Preferred Shares position peaked at $2.41M in Q3 2013.
145 funds tracked by Wall St. Rank held CEMIG Preferred Shares as of Q3 2015.

Based on Ellington Management Group's 13F filing for Q3 2015, filed 16 Nov 2015.