ELLINGTON MANAGEMENT GROUP LLC Historic Quarter Change: USA ETF, Added

ELLINGTON MANAGEMENT GROUP LLC historic quarter change: USA ETF, Added

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, ELLINGTON MANAGEMENT GROUP LLC opened 6 positions, added to 7, reduced 4 and sold out of 5.

Q1 2016: Stock SPY; Country of operation —; Class TR UNIT; Shares before 2,000.
Q4 2015: Stock CALY; Country of operation —; Class COM; Shares before 48,400.
Q3 2015: Stock SPY; Country of operation —; Class TR UNIT; Shares before 5,600.
Q2 2015: Stock SPY; Country of operation —; Class TR UNIT; Shares before 2,800.

Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1098490), 13 quarters: Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-14); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-08-15); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-05-16); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-05-27); Q3 2015 (2015-06-30 to 2015-09-30, filed 2016-05-27); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-14); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-15); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-17); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-14); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-14); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-15); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-14); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-11-14). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2005-09-30.

Quarter	Stock	Class	Shares before	Shares after	Share change	Value before	Value after	Value change	Filed
Q1 2016	SPY SPDR S&P 500 ETF TR	TR UNIT	2,000	4,900	+2,900	$408,000	$1,007,000	+$599,000	2016-05-16
Q4 2015	CALY CALLAWAY GOLF CO	COM	48,400	69,700	+21,300	$404,000	$657,000	+$253,000	2016-05-27
Q3 2015	SPY SPDR S&P 500 ETF TR	TR UNIT	5,600	10,700	+5,100	$1,153,000	$2,050,000	+$897,000	2016-05-27
Q2 2015	SPY SPDR S&P 500 ETF TR	TR UNIT	2,800	5,600	+2,800	$578,000	$1,153,000	+$575,000	2015-08-14
Q4 2014	CALY CALLAWAY GOLF CO	COM	40,200	59,200	+19,000	$291,000	$456,000	+$165,000	2015-02-17
Q4 2013	CALY CALLAWAY GOLF CO	COM	55,000	91,200	+36,200	$392,000	$769,000	+$377,000	2014-02-14
Q3 2013	CALY CALLAWAY GOLF CO	COM	17,300	55,000	+37,700	$114,000	$392,000	+$278,000	2013-11-14

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