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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
201 RYANAIR HLDGS PLC 4,200 315 0.09%
202 SEMTECH CORP COM 11,400 316 0.09%
203 RED ROCK RESORTS INC CL A 13,400 316 0.09%
204 COEUR MNG INC 26,800 317 0.09%
205 SPX FLOW INC 10,300 318 0.09%
206 PHOTRONICS INC 30,900 319 0.09%
207 WORTHINGTON INDS INC 6,700 322 0.09%
208 CIRRUS LOGIC INC COM 6,100 324 0.09%
209 TRANSUNION 9,400 324 0.09%
210 WAL-MART STORES INC 4,500 325 0.09%
211 BRADY CORP CL A 9,400 325 0.09%
212 BENEFITFOCUS INCORPORATED 8,200 327 0.09%
213 SPARTON CORP COM 12,500 328 0.09%
214 ITRON INC 5,900 329 0.09%
215 WASHINGTON REAL ESTATE INVT 10,700 333 0.09%
216 Cyberoptics Corp Com 13,600 334 0.09%
217 NATIONAL GEN HLDGS CORP COM 15,000 334 0.09%
218 A10 NETWORKS 31,300 335 0.09%
219 NORWEGIAN CRUISE LINE HLDG L 8,900 336 0.09%
220 FIRST BANCORP P R COM NEW 65,000 338 0.09%
221 WELLCARE HEALTH PLANS INC 2,900 340 0.09%
222 OLLIES BARGAIN OUTLET HLDGS IN COM 13,000 341 0.09%
223 MCBC HLDGS INCORPORATED 29,900 341 0.09%
224 CHICAGO BRIDGE & IRON CO N V 12,200 342 0.09%
225 BOFI HLDG INCORPORATED 15,400 345 0.10%
226 IRON MTN INC NEW 9,200 345 0.10%
227 NEWS CORPORATION NEW CLASS B 24,400 347 0.10%
228 RETROPHIN INC 15,500 347 0.10%
229 TERNIUM SA 17,800 349 0.10%
230 CPFL ENERGIA S A 23,700 351 0.10%
231 CERNER CORP 5,700 352 0.10%
232 Pandora Media 24,600 353 0.10%
233 ANALOG DEVICES INC 5,500 354 0.10%
234 HAWAIIAN HOLDINGS INC 7,300 355 0.10%
235 MSG NETWORK INC 19,200 357 0.10%
236 ENEL GENERACION CHILE S A 18,100 359 0.10%
237 TERADYNE INC 16,700 360 0.10%
238 BBVA BANCO FRANCES S A SPONSORED ADR 18,200 362 0.10%
239 RUDOLPH TECHNOLOGIES INC 20,400 362 0.10%
240 ADURO BIOTECH INC COM 29,284 364 0.10%
241 CEVA INC 10,400 365 0.10%
242 AK STL HLDG CORP 76,400 369 0.10%
243 NMI HLDGS INC CL A 48,600 370 0.10%
244 PURE STORAGE INC 27,400 371 0.10%
245 SKECHERS U S A INC 16,300 373 0.10%
246 UNIVERSAL INS HLDGS INC 14,900 375 0.10%
247 JABIL INC 17,200 375 0.10%
248 WABCO HLDGS INC 3,300 375 0.10%
249 AXALTA COATING SYS LTD 13,300 376 0.10%
250 RPM INTL INC 7,000 376 0.10%
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