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
301 INTELIQUENT ORD 27,000 436 0.12%
302 INTERDIGITAL INC 7,000 554 0.15%
303 INTERFACE INC COM 12,500 209 0.06%
304 INTERNATIONAL FLAVORS&FRAGRA 9,400 1,344 0.37%
305 INTERNATIONAL GAME TECHNOLOG 49,500 1,207 0.33%
306 INTRALINKS HLDGS INC 21,300 214 0.06%
307 INTUITIVE SURGICAL INC 400 290 0.08%
308 IONIS PHARMACEUTICALS INC 5,900 216 0.06%
309 IRIDIUM COMMUNICATIONS INC 13,700 111 0.03%
310 IRON MTN INC NEW 9,200 345 0.10%
311 ISTAR INC COM 47,600 511 0.14%
312 ITRON INC 5,900 329 0.09%
313 JABIL INC 17,200 375 0.10%
314 JACK IN THE BOX INC 4,500 432 0.12%
315 JANUS CAP GROUP INC 12,800 179 0.05%
316 JAZZ PHARMACEUTICALS PLC 3,600 437 0.12%
317 JOHNSON CTLS INTL PLC 27,404 1,275 0.35%
318 JPMORGAN CHASE & CO 8,100 539 0.15%
319 JUNIPER NETWORKS INC 25,600 616 0.17%
320 KATE SPADE & CO 13,100 224 0.06%
321 KB HOME 11,300 182 0.05%
322 KELLOGG CO 4,000 310 0.09%
323 KEMPER CORP DEL 13,900 547 0.15%
324 KINDRED HEALTHCARE INC 48,000 491 0.14%
325 KOHLS CORP 35,900 1,571 0.43%
326 KRATOS DEFENSE & SECURITY SOLU COM 15,000 103 0.03%
327 KT CORP 40,800 655 0.18%
328 L-3 Communications Holdings 4,500 678 0.19%
329 LAKELAND FINL CORP 6,300 223 0.06%
330 LAMAR ADVERTISING CO NEW CL A 11,300 738 0.20%
331 LANCASTER COLONY CORP 1,600 211 0.06%
332 LANTHEUS HLDGS INC 57,500 476 0.13%
333 LAS VEGAS SANDS CORP 22,800 1,312 0.36%
334 LATAM AIRLS GROUP S A 23,100 188 0.05%
335 LAUDER ESTEE COS INC 4,900 434 0.12%
336 LENNOX INTL INC 5,400 848 0.23%
337 LEUCADIA NATL CORP 93,300 1,776 0.49%
338 LEVEL 3 COMMUNICATIONS INC 12,500 580 0.16%
339 LIBERTY BROADBAND-C 8,800 629 0.17%
340 LIBERTY GLOBAL PLC 14,300 472 0.13%
341 LIGAND PHARMACEUTICALS INC 2,000 204 0.06%
342 LILLY ELI & CO 10,100 811 0.22%
343 LION BIOTECHNOLOGIES INC COM 12,400 102 0.03%
344 LIVEPERSON INC 10,700 90 0.02%
345 LKQ CORP 39,800 1,411 0.39%
346 LOUISIANA PAC CORP 20,000 377 0.10%
347 LUXOFT HLDG INC 3,800 201 0.06%
348 Laredo Petroleum Inc 15,400 199 0.05%
349 MACK-CALI REALTY CORP COM 9,100 248 0.07%
350 MACQUARIE INFRASTRUCTURE COR 9,000 749 0.21%
Page 7 of 13