ELLINGTON MANAGEMENT GROUP LLC

Holdings History for CSX CORP - Common Stock, $1 Par Value (CSX)

Symbol: CSX on Nasdaq
Investment type: Equity / Common Stock, $1 Par Value

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2020			-0.53%	$0	0	-31,800	-100%	$40.90	Q2 2020
31 Mar 2020		0.53%	+0.53%	$1,822,000	31,800	+31,800	NEW	$57.30	Q1 2020
30 Jun 2017			-2.3%	$0	0	-194,357	-100%	$40.90	Q2 2017
30 Jun 2017	put		-3.2%	$0	0	-190,000	-100%	$40.90	Q2 2017
31 Mar 2017		2.3%	+2.3%	$9,047,000	194,357	+194,357	NEW	$46.55	Q1 2017
31 Mar 2017	put	3.2%	+3.2%	$8,845,000	190,000	+190,000	NEW	$46.55	Q1 2017

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.