Ellington Management Group Llc

Q2 2016 13F Holdings Report, Stock Holdings

Signature - Title
David Rice - 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
Form type
13F-HR
Description
All US holdings of this investor are reported in this report. Top holdings included EFC, SWHC, STLD, JOY, and HPQ.
Previous filing
Q1 2016 - May 16, 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