ELLINGTON MANAGEMENT GROUP LLC

Q2 2016 13F Holdings Report, Stock Holdings

Signature - Title
Patrick Maloney - Chief Compliance Officer
Location
Old Greenwich, CT
Holdings as of
June 30, 2016
Value $
$71.8M
Num holdings
241
Date filed
8/15/2016, 01:07 PM
Description
All US holdings of this investor are reported in this report. The Form 13F report requires disclosure of the manager that files the report, the name and class of the security, the CUSIP code, the number of shares as of the end of the calendar quarter for which the report is filed, and the total market value. The market value column should not be used as a substitute for Assets Under Management (AUM), as it does not include cash held in accounts.
Previous filing
Q1 2016 - May 16, 2016
Next filing
Q3 2016 - Nov 14, 2016
Filing 2016 Q2 compared to 2016 Q1 by default.
* 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.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
David Rice Chief Compliance Officer Greenwich, Connecticut 8/12/2016

EMG Holdings, L.P. is reporting for ELLINGTON MANAGEMENT GROUP LLC:

Name Holdings Value Location File Number
EMG Holdings, L.P. $72.6M Old Greenwich, CT 028-21414