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ELLINGTON MANAGEMENT GROUP LLC Last Quarter Change: USA Stocks, Unchanged

ELLINGTON MANAGEMENT GROUP LLC quarter change: USA Stocks, Unchanged

In share positions in stocks (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, ELLINGTON MANAGEMENT GROUP LLC opened 291 positions, added to 44, reduced 7, sold out of 70 and left 0 unchanged. The largest increase in value was CAG (+$3,152,000); the largest decrease was STLD (-$654,000).

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.

No position of this class changed this way between the two filings.

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