Nine Chapters Capital Management’s Ellington Financial EFC Stock Holding History

Nine Chapters Capital Management’s Portfolio EFC Stock Details EFC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q3	–	Sell	-10,600	Closed	-$172K	–	159
2017 Q2	$172K	Buy	+10,600	New	+$175K	1.63%	33
2014 Q4	–	Sell	-133,100	Closed	-$2.96M	–	1009
2014 Q3	$2.96M	Buy	133,100 +97,700	+276%	+$2.32M	0.26%	96
2014 Q2	$850K	Buy	+35,400	New	+$842K	0.07%	387
2014 Q1	–	Sell	-22,300	Closed	-$506K	–	845
2013 Q4	$506K	Sell	22,300 -12,900	-37%	-$297K	0.05%	482
2013 Q3	$791K	Sell	35,200 -57,600	-62%	-$1.29M	0.09%	303
2013 Q2	$2.12M	Buy	+92,800	New	+$2.28M	0.37%	57

Other funds holding EFC

Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return

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

SOMRS

State of Michigan Retirement System Lansing, Michigan $18.9B AUM 27.96% 1-Year Est. Return

AFG

American Financial Group Cincinnati, Ohio $270M AUM 3.25% 1-Year Est. Return

EMG

Ellington Management Group Old Greenwich, Connecticut $676M AUM 23.65% 1-Year Est. Return

BBR Partners New York $1.79B AUM 16.83% 1-Year Est. Return

RGREA

Ranger Global Real Estate Advisors Denver, Colorado $232M AUM 20.95% 1-Year Est. Return

GXMC

Global X Management Company New York $5.62B AUM 10.7% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

MOACM

Mutual of America Capital Management New York $8.8B AUM 29.06% 1-Year Est. Return

Nine Chapters Capital Management's EFC Position: Q3 2017 in Review

Nine Chapters Capital Management sold out of Ellington Financial (EFC) in Q3 2017, closing a stake of 10,600 shares — an estimated $172K sold.

Nine Chapters Capital Management first reported a position in EFC in Q2 2013 and held it in 6 quarters. The position peaked at $2.96M in Q3 2014. 47 funds tracked by Wall St. Rank hold EFC as of Q3 2017.

Nine Chapters Capital Management reported no remaining Ellington Financial position as of Q3 2017 after selling out during the quarter.
Nine Chapters Capital Management sold 10,600 Ellington Financial shares in Q3 2017, an estimated $172K.
Nine Chapters Capital Management first reported a position in Ellington Financial in Q2 2013 and held it in 6 quarters.
Nine Chapters Capital Management's Ellington Financial position peaked at $2.96M in Q3 2014.
47 funds tracked by Wall St. Rank held Ellington Financial as of Q3 2017.

Based on Nine Chapters Capital Management's 13F filing for Q3 2017, filed 31 Oct 2017.