Ellington Management Group Llc

Q2 2017 13F Combination Report, Stock Holdings

Signature - Title: David Rice - Chief Compliance Officer
Location: Old Greenwich, CT
Holdings as of: June 30, 2017
Value $: $370M
Num holdings: 601
Date filed: 8/14/2017, 01:41 PM
Form type: 13F-HR
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). Top holdings included EFC, BCEI, CJ, FXI, and NTRI.
Previous filing: Q1 2017 - May 15, 2017
Next filing: Q3 2017 - Nov 14, 2017
SEC: View on sec.gov
Options Holdings: Showing stock holdings, see here for options holdings

Sym	Weight	Trade Impact	Company	Class	Shares Change	Activity	Value Change $	Value $	* Price $	Shares	Principal
Loading...

Showing 0 to 0 of 0 entries

Filing 2017 Q2 compared to 2017 Q1 by default.

Compare Q2 2017 to

* 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	8/14/2017

DLD Asset Management, LP is reporting for Ellington Management Group Llc:

Name	Holdings Value	Location	File Number
DLD Asset Management, LP	$691M	New York, NY	028-17749