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Institutional Investment Manager
ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC (CIK: 0001098490) incorporated in Delaware, located at 53 Forest Avenue, Old Greenwich, CT. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q3)
Original 13F HR (0001085146-16-004801) filed in 2016.11.14
#
Name
Shares
Value ($)
%
Options
Notes
101 RENT A CENTER INC-NEW 66,900 846 0.23%
102 TAILORED BRANDS INC COM 53,800 845 0.23%
103 APACHE CORP 13,200 843 0.23%
104 ALLEGHANY CORP 1,600 840 0.23%
105 BIO TECHNE CORP 7,500 821 0.23%
106 CURTISS WRIGHT CORP 9,000 820 0.23%
107 ENCANA CORP 78,200 819 0.23%
108 Nice Systems LTD Sponsored 12,200 817 0.23%
109 YUM BRANDS INC 9,000 817 0.23%
110 CME GROUP INC 7,800 815 0.22%
111 POPEYES LA KITCHEN INC 15,300 813 0.22%
112 MOBILEYE N V AMSTELVEEN 19,100 813 0.22%
113 LILLY ELI & CO 10,100 811 0.22%
114 PACCAR INC 13,800 811 0.22%
115 FISERV INC 8,100 806 0.22%
116 AGNICO EAGLE MINES LTD 14,800 802 0.22%
117 USG Corp 31,000 801 0.22%
118 PNM RES INC 24,400 798 0.22%
119 AMTRUST FINL SVCS INC 29,700 797 0.22%
120 INTEGRA LIFESCIENCES HLDGS CP COM NEW 9,600 792 0.22%
121 OSHKOSH CORP 14,100 790 0.22%
122 UNITED NATURAL FOODSINC 19,700 789 0.22%
123 MASCO CORP 22,900 786 0.22%
124 CARA THERAPEUTICS INC 93,400 780 0.21%
125 RYDER SYS INC 11,800 778 0.21%
126 HALOZYME THERAPEUTICS INC 64,300 777 0.21%
127 NAVIENT 53,600 776 0.21%
128 RANDGOLD RES LTD 7,700 771 0.21%
129 ARMOUR RESIDENTIAL REIT INC 34,200 771 0.21%
130 MATCH GROUP INCORPORATED 43,300 770 0.21%
131 WENDYS CO 71,300 770 0.21%
132 QIAGEN NV 28,000 768 0.21%
133 CVB FINL CORP COM 43,600 768 0.21%
134 MCKESSON CORP 4,600 767 0.21%
135 MASTERCARD INCORPORATED 7,500 763 0.21%
136 NOBLE CORP PLC 120,200 762 0.21%
137 YRC WORLDWIDE INC COM PAR .01 61,700 760 0.21%
138 AERIE PHARMACEUTICALS INC COM 20,100 759 0.21%
139 ABBVIE INC 12,000 757 0.21%
140 Francesca's Holdings Corp 49,000 756 0.21%
141 CELGENE CORP 7,200 753 0.21%
142 EXACT SCIENCES CORP 40,500 752 0.21%
143 NUTRI SYS INC NEW 25,300 751 0.21%
144 MACQUARIE INFRASTRUCTURE COR 9,000 749 0.21%
145 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 89,500 744 0.20%
146 NETAPP INC 20,700 741 0.20%
147 LAMAR ADVERTISING CO NEW CL A 11,300 738 0.20%
148 T MOBILE US INC 15,800 738 0.20%
149 CONTINENTAL RESOURE 14,100 733 0.20%
150 RSP PERMIAN INC COM 18,900 733 0.20%
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