Ellington Management Group’s Calpine Corporation CPN Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q1	–	Sell	-16,300	Closed	-$186K	–	971
2016 Q4	$186K	Buy	+16,300	New	+$192K	0.03%	453
2016 Q2	–	Sell	-11,000	Closed	-$167K	–	594
2016 Q1	$167K	Sell	11,000 -33,824	-75%	-$475K	0.07%	430
2015 Q4	$649K	Buy	+44,824	New	+$656K	0.23%	63
2015 Q1	–	Sell	-26,400	Closed	-$584K	–	906
2014 Q4	$584K	Buy	+26,400	New	+$586K	0.19%	144
2014 Q2	–	Sell	-14,300	Closed	-$299K	–	765
2014 Q1	$299K	Buy	14,300 +3,300	+30%	+$64.7K	0.09%	360
2013 Q4	$215K	Sell	11,000 -4,800	-30%	-$93.3K	0.08%	431
2013 Q3	$307K	Buy	+15,800	New	+$313K	0.06%	504

Other funds holding CPN

Hotchkis & Wiley Capital Management Los Angeles, California $34.3B AUM 22.63% 1-Year Est. Return

SCP

SailingStone Capital Partners Houston, Texas $534M AUM 51.9% 1-Year Est. Return

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

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

ECPI

Energy Capital Partners III Summit, New Jersey $398M AUM

Massachusetts Financial Services Boston, Massachusetts $315B AUM 27.84% 1-Year Est. Return

Bank of New York Mellon New York $609B AUM 40.19% 1-Year Est. Return

SSM

Sound Shore Management Greenwich, Connecticut $3.25B AUM 28.47% 1-Year Est. Return

Greenlight Capital New York $2.05B AUM 78.75% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

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

Ellington Management Group sold out of Calpine Corporation (CPN) in Q1 2017, closing a stake of 16,300 shares — an estimated $186K sold.

Ellington Management Group first reported a position in CPN in Q3 2013 and held it in 7 quarters. The position peaked at $649K in Q4 2015. 288 funds tracked by Wall St. Rank hold CPN as of Q1 2017.

Ellington Management Group reported no remaining Calpine Corporation position as of Q1 2017 after selling out during the quarter.
Ellington Management Group sold 16,300 Calpine Corporation shares in Q1 2017, an estimated $186K.
Ellington Management Group first reported a position in Calpine Corporation in Q3 2013 and held it in 7 quarters.
Ellington Management Group's Calpine Corporation position peaked at $649K in Q4 2015.
288 funds tracked by Wall St. Rank held Calpine Corporation as of Q1 2017.

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