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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
251 MERITOR INC 24,300 270 0.07%
252 MERCURY GENL CORP NEW 4,300 236 0.07%
253 MERCK & CO INC 7,300 456 0.13%
254 MERCADOLIBRE INC 8,900 1,646 0.45%
255 MELCO ENTERTAINMENT ADR 62,900 1,013 0.28%
256 MEDTRONIC PLC 4,400 380 0.10%
257 MEDIFAST INC COM 11,700 442 0.12%
258 MDU RES GROUP INC 25,000 636 0.18%
259 MCKESSON CORP 4,600 767 0.21%
260 MCDONALDS CORP 5,700 658 0.18%
261 MCBC HLDGS INCORPORATED 29,900 341 0.09%
262 MAXIM INTEGR 22,900 914 0.25%
263 MATTEL INC 57,100 1,729 0.48%
264 MATCH GROUP INC 43,300 770 0.21%
265 MASTERCARD INCORPORATED 7,500 763 0.21%
266 MASIMO CORP 8,200 488 0.13%
267 MASCO CORP 22,900 786 0.22%
268 MARRIOTT INTL INC NEW 21,400 1,441 0.40%
269 MARINEMAX INC COM 31,300 656 0.18%
270 MARATHON PETE CORP 10,300 418 0.12%
271 MANHATTAN ASSOCS INC 3,600 207 0.06%
272 MALLINCKRODT PUB LTD CO 7,200 502 0.14%
273 MAIDEN HOLDINGS LTD 12,300 156 0.04%
274 MAGNACHIP SEMICONDUCTOR CORP 48,500 404 0.11%
275 MACYS INC 13,800 511 0.14%
276 MACQUARIE INFRASTRUCTURE COR 9,000 749 0.21%
277 MACK-CALI REALTY CORP COM 9,100 248 0.07%
278 Laredo Petroleum Inc 15,400 199 0.05%
279 LUXOFT HLDG INC 3,800 201 0.06%
280 LOUISIANA PAC CORP 20,000 377 0.10%
281 LKQ CORP 39,800 1,411 0.39%
282 LIVEPERSON INC 10,700 90 0.02%
283 LION BIOTECHNOLOGIES INC COM 12,400 102 0.03%
284 LILLY ELI & CO 10,100 811 0.22%
285 LIGAND PHARMACEUTICALS INC 2,000 204 0.06%
286 LIBERTY GLOBAL PLC 14,300 472 0.13%
287 LIBERTY BROADBAND-C 8,800 629 0.17%
288 LEVEL 3 COMMUNICATIONS INC 12,500 580 0.16%
289 LEUCADIA NATL CORP 93,300 1,776 0.49%
290 LENNOX INTL INC 5,400 848 0.23%
291 LAUDER ESTEE COS INC 4,900 434 0.12%
292 LATAM AIRLS GROUP S A 23,100 188 0.05%
293 LAS VEGAS SANDS CORP 22,800 1,312 0.36%
294 LANTHEUS HLDGS INC 57,500 476 0.13%
295 LANCASTER COLONY CORP 1,600 211 0.06%
296 LAMAR ADVERTISING CO NEW CL A 11,300 738 0.20%
297 LAKELAND FINL CORP 6,300 223 0.06%
298 L-3 Communications Holdings 4,500 678 0.19%
299 KT CORP 40,800 655 0.18%
300 KRATOS DEFENSE & SECURITY SOLU COM 15,000 103 0.03%
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