Ellington Management Group’s CPFL Energia S.A. CPL Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-23,700	Closed	-$351K	–	907
2016 Q3	$351K	Buy	+23,700	New	+$337K	0.1%	396
2016 Q2	–	Sell	-59,044	Closed	-$627K	–	563
2016 Q1	$627K	Buy	59,044 +41,515	+237%	+$348K	0.27%	100
2015 Q4	$127K	Sell	17,529 -43,976	-71%	-$347K	0.04%	525
2015 Q3	$450K	Buy	61,505 +26,755	+77%	+$257K	0.13%	254
2015 Q2	$415K	Sell	34,750 -1,851	-5%	-$23.2K	0.1%	311
2015 Q1	$440K	Buy	36,601 +12,906	+54%	+$155K	0.09%	330
2014 Q4	$304K	Buy	+23,695	New	+$327K	0.1%	334
2014 Q1	–	Sell	-30,571	Closed	-$463K	–	822
2013 Q4	$463K	Sell	30,571 -13,963	-31%	-$222K	0.17%	200
2013 Q3	$726K	Buy	+44,534	New	+$747K	0.14%	177

Other funds holding CPL

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

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

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

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

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

PPA

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

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

Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

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

BlackRock Group London, United Kingdom $210B AUM 15.5% 1-Year Est. Return

Ellington Management Group's CPL Position: Q4 2016 in Review

Ellington Management Group sold out of CPFL Energia S.A. (CPL) in Q4 2016, closing a stake of 23,700 shares — an estimated $351K sold.

Ellington Management Group first reported a position in CPL in Q3 2013 and held it in 9 quarters. The position peaked at $726K in Q3 2013. 76 funds tracked by Wall St. Rank hold CPL as of Q4 2016.

Ellington Management Group reported no remaining CPFL Energia S.A. position as of Q4 2016 after selling out during the quarter.
Ellington Management Group sold 23,700 CPFL Energia S.A. shares in Q4 2016, an estimated $351K.
Ellington Management Group first reported a position in CPFL Energia S.A. in Q3 2013 and held it in 9 quarters.
Ellington Management Group's CPFL Energia S.A. position peaked at $726K in Q3 2013.
76 funds tracked by Wall St. Rank held CPFL Energia S.A. as of Q4 2016.

Based on Ellington Management Group's 13F filing for Q4 2016, filed 14 Feb 2017.