ELLINGTON MANAGEMENT GROUP LLC

Q2 2015 13F Holdings Report, Stock Holdings

Signature - Title
David Rice - Chief Compliance Officer
Location
Old Greenwich
Holdings as of
30 Jun 2015
Value $
$408,918,081
Num holdings
663
Filing time
14 Aug 2015, 16:07:42 UTC
Form type
13F-HR
Description
All US holdings of this investor are reported in this report. Top holdings included EFC, IDTI, PPC, LB, and WGO.
Previous filing
Q1 2015 - 15 May 2015
Next filing
Q3 2015 - 27 May 2016
SEC
View on sec.gov
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2015 Q2 compared to 2015 Q1 by default. Changes are calculated vs the previous SEC filing.
* 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 14 Aug 2015