ELLINGTON MANAGEMENT GROUP LLC Last Quarter Change: Foreign Stocks, Reduced

ELLINGTON MANAGEMENT GROUP LLC quarter change: Foreign Stocks, Reduced

In share positions in stocks (depositary receipts and foreign shares traded over the counter), from the quarter ended 2016-06-30 to 2016-09-30, ELLINGTON MANAGEMENT GROUP LLC opened 32 positions, added to 2, reduced 2, sold out of 3 and left 0 unchanged. The largest increase in value was BCS (+$1,266,000); the largest decrease was KOF (-$465,000).

BMA: Country of operation —; Class SPON ADR B; Shares 2016-06-30 4,800; Shares 2016-09-30 3,100.
TX: Country of operation —; Class SPON ADR; Shares 2016-06-30 19,100; Shares 2016-09-30 17,800.

Two Form 13F-HR filings compared (SEC CIK 1098490): 2016-06-30 (filed 2016-08-15) and 2016-09-30 (filed 2016-11-14). 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; share change is the position change.

Stock	Country of operation	Class	Shares 2016-06-30	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
BMA BANCO MACRO SA		SPON ADR B	4,800	3,100	-1,700	$356,000	$243,000	-$113,000
TX TERNIUM SA		SPON ADR	19,100	17,800	-1,300	$364,000	$349,000	-$15,000

Similar Firms

Firm Name	Country	13F Value	Holdings
Not available yet