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
Filing 2017 Q2 compared to 2017 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 8/14/2017

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