ELLINGTON MANAGEMENT GROUP LLC

Q4 2016 13F Combination Report, Options Holdings

Signature - Title
David Rice - Chief Compliance Officer
Location
Old Greenwich, CT
Options holdings as of
31 Dec 2016
Notional value $
$365M
Number of holdings
13
Filing time
14 Feb 2017, 17:07:21 UTC
Description
A portion of the US holdings for this investor are reported in this report and a portion are reported by other reporting manager(s).
Previous filing
Q3 2016 - 14 Nov 2016
Next filing
Q1 2017 - 15 May 2017
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2016 Q4 compared to 2016 Q3 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 10 Feb 2017

DLD Asset Management, LP is reporting for ELLINGTON MANAGEMENT GROUP LLC:

Name Holdings Value Location File Number
DLD Asset Management, LP $777M New York, NY 028-17749