Dark
Light
System
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
251 MOMO INC 24,100 542 0.15%
252 RENAISSANCERE HOLDINGS LTD 4,500 541 0.15%
253 JPMORGAN CHASE & CO 8,100 539 0.15%
254 FelCor Lodging Trust Inc 83,900 539 0.15%
255 HUNTSMAN CORP 33,100 539 0.15%
256 CALLAWAY GOLF CO 46,400 539 0.15%
257 STATE STR CORP 7,700 536 0.15%
258 VAIL RESORTS INC 3,400 533 0.15%
259 HOME DEPOT INC 4,100 528 0.15%
260 CENTERPOINT ENERGY INC 22,700 527 0.15%
261 WIX COM LTD 12,080 525 0.14%
262 SANTANDER CONSUMER 42,900 522 0.14%
263 ACACIA RESH CORP 79,600 519 0.14%
264 AMBEV SA 85,300 519 0.14%
265 ACTUANT CORP 22,300 518 0.14%
266 HARTFORD FINL SVCS GROUP INC 12,100 518 0.14%
267 PEBBLEBROOK HOTEL TR 19,400 516 0.14%
268 GEO GROUP INC NEW 21,700 516 0.14%
269 ABB LTD 22,900 515 0.14%
270 ACCURAY INC 80,500 513 0.14%
271 ISTAR INC COM 47,600 511 0.14%
272 MACYS INC 13,800 511 0.14%
273 WESTERN DIGITAL CORP 8,700 509 0.14%
274 HORIZON GLOBAL CORPORATION 25,500 508 0.14%
275 YANDEX N V 24,100 507 0.14%
276 HESS CORP 9,400 504 0.14%
277 EXELON CORP 15,100 503 0.14%
278 MALLINCKRODT PUB LTD CO 7,200 502 0.14%
279 MOODYS CORP 4,600 498 0.14%
280 PAYCHEX INC 8,600 498 0.14%
281 FIVE9 INC 31,600 495 0.14%
282 TATA MTRS LTD 12,300 492 0.14%
283 INGREDION INC 3,700 492 0.14%
284 KINDRED HEALTHCARE INC 48,000 491 0.14%
285 MRC Global Inc 29,900 491 0.14%
286 FIRSTENERGY CORP 14,800 490 0.13%
287 CAVIUM INC 8,400 489 0.13%
288 ADOBE INC 4,500 488 0.13%
289 MASIMO CORP 8,200 488 0.13%
290 HCA HEALTHCARE INC 6,400 484 0.13%
291 CARLISLE COS INC 4,700 482 0.13%
292 GRUPO FINANCIERO GALICIA S A 15,500 482 0.13%
293 STARWOOD PPTY TR INC 21,300 480 0.13%
294 BANK OF THE OZARKS INC 12,500 480 0.13%
295 TTM TECHNOLOGIES 41,900 480 0.13%
296 EZCORP INC CL A NON VTG 43,300 479 0.13%
297 BARNES GROUP INC COM 11,800 478 0.13%
298 LANTHEUS HLDGS INC 57,500 476 0.13%
299 LIBERTY GLOBAL PLC 14,300 472 0.13%
300 FIDELITY NATL INFORMATION SV 6,100 470 0.13%
Page 6 of 13