ELLINGTON MANAGEMENT GROUP LLC

Q1 2018 13F Holdings Report, Stock Holdings

Signature - Title
David Rice - Chief Compliance Officer
Location
Old Greenwich
Holdings as of
31 Mar 2018
Value $
$1,392,879,000
Num holdings
787
Filing time
15 May 2018, 10:54:30 UTC
Form type
13F-HR
Description
All US holdings of this investor are reported in this report. Top holdings included SPY, IWM, SPY, IWM, and SPY.
Previous filing
Q4 2017 - 14 Feb 2018
Next filing
Q2 2018 - 14 Aug 2018
SEC
View on sec.gov
Options Holdings
Showing stock holdings, see here for options holdings
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2018 Q1 compared to 2017 Q4 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 10 May 2018