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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
301 NEXPOINT RESIDENTIAL TR INC 23,800 468 0.13%
302 VALE S A 85,100 468 0.13%
303 ORMAT TECHNOLOGIES INC 9,600 465 0.13%
304 TAL ED GROUP 6,500 460 0.13%
305 HELEN OF TROY CORP LTD 5,300 457 0.13%
306 SNAP ON INC 3,000 456 0.13%
307 MERCK & CO INC 7,300 456 0.13%
308 DCT Industrial Trust Inc 9,400 456 0.13%
309 TARGET CORP 6,600 453 0.12%
310 DREW INDUSTRIES INC 4,600 451 0.12%
311 ZOES KITCHEN INC 20,300 450 0.12%
312 AVON PRODS INC 78,900 447 0.12%
313 CARNIVAL PLC 9,100 447 0.12%
314 MYR GROUP INC DEL COM 14,800 445 0.12%
315 ANALOGIC CORP COM PAR $0.05 5,000 443 0.12%
316 GREEN PLAINS INC COM 16,900 443 0.12%
317 MEDIFAST INC COM 11,700 442 0.12%
318 NOVO-NORDISK A S 10,600 441 0.12%
319 GENERAL CABLE CORP DEL NEW 29,400 440 0.12%
320 COLUCID PHARMACEUTICALS ORD 11,500 439 0.12%
321 JAZZ PHARMACEUTICALS PLC 3,600 437 0.12%
322 PERFORMANCE FOOD GROUP CO COM 17,600 436 0.12%
323 INTELIQUENT ORD 27,000 436 0.12%
324 HERBALIFE LTD 7,000 434 0.12%
325 LAUDER ESTEE COS INC 4,900 434 0.12%
326 TEVA PHARMACEUTICAL INDS LTD 9,400 432 0.12%
327 JACK IN THE BOX INC 4,500 432 0.12%
328 AES CORP 33,600 432 0.12%
329 SERITAGE GROWTH PPTYS 8,500 431 0.12%
330 TRINSEO S A 7,600 430 0.12%
331 WEYERHAEUSER CO 13,400 428 0.12%
332 SPORTSMANS WAREHOUSE 40,600 427 0.12%
333 CENTRAL GARDEN & PET CO COM 16,400 426 0.12%
334 TIER REIT INC 27,600 426 0.12%
335 GARTNER INC 4,800 425 0.12%
336 Progenics Pharmaceuticals Inc 67,200 425 0.12%
337 VIAVI SOLUTIONS INC 57,000 421 0.12%
338 METTLER TOLEDO INTERNATIONAL 1,000 420 0.12%
339 ROWAN COMPANIES PLC SHS CL A 27,700 420 0.12%
340 RAYONIER ADVANCED MATLS INC COM 31,400 420 0.12%
341 STRATASYS LTD 17,400 419 0.12%
342 MARATHON PETE CORP 10,300 418 0.12%
343 IDEXX LABS INC 3,700 417 0.11%
344 GRUPO TELEVISA SA 16,200 416 0.11%
345 SABRA HEALTH CARE REIT INC 16,400 413 0.11%
346 SIGMA DESIGNS INC COM 52,945 412 0.11%
347 PIPER SANDLER COMPANIES COM 8,500 411 0.11%
348 INSIGHT ENTERPRISES INC 12,600 410 0.11%
349 ALLIANCE DATA SYSTEMS CORP 1,900 408 0.11%
350 SOTHEBYS 10,700 407 0.11%
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