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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 LAUDER ESTEE COS INC 4,900 434 0.12%
302 HERBALIFE LTD 7,000 434 0.12%
303 PERFORMANCE FOOD GROUP CO COM 17,600 436 0.12%
304 INTELIQUENT ORD 27,000 436 0.12%
305 JAZZ PHARMACEUTICALS PLC 3,600 437 0.12%
306 COLUCID PHARMACEUTICALS ORD 11,500 439 0.12%
307 GENERAL CABLE CORP DEL NEW 29,400 440 0.12%
308 NOVO-NORDISK A S 10,600 441 0.12%
309 MEDIFAST INC COM 11,700 442 0.12%
310 GREEN PLAINS INC COM 16,900 443 0.12%
311 ANALOGIC CORP COM PAR $0.05 5,000 443 0.12%
312 MYR GROUP INC DEL COM 14,800 445 0.12%
313 CARNIVAL PLC 9,100 447 0.12%
314 AVON PRODS INC 78,900 447 0.12%
315 ZOES KITCHEN INC 20,300 450 0.12%
316 DREW INDUSTRIES INC 4,600 451 0.12%
317 TARGET CORP 6,600 453 0.12%
318 DCT Industrial Trust Inc 9,400 456 0.13%
319 SNAP ON INC 3,000 456 0.13%
320 MERCK & CO INC 7,300 456 0.13%
321 HELEN OF TROY CORP LTD 5,300 457 0.13%
322 TAL ED GROUP 6,500 460 0.13%
323 ORMAT TECHNOLOGIES INC 9,600 465 0.13%
324 VALE S A 85,100 468 0.13%
325 NEXPOINT RESIDENTIAL TR INC 23,800 468 0.13%
326 FIDELITY NATL INFORMATION SV 6,100 470 0.13%
327 LIBERTY GLOBAL PLC 14,300 472 0.13%
328 LANTHEUS HLDGS INC 57,500 476 0.13%
329 BARNES GROUP INC COM 11,800 478 0.13%
330 EZCORP INC CL A NON VTG 43,300 479 0.13%
331 STARWOOD PPTY TR INC 21,300 480 0.13%
332 TTM TECHNOLOGIES 41,900 480 0.13%
333 BANK OF THE OZARKS INC 12,500 480 0.13%
334 GRUPO FINANCIERO GALICIA S A 15,500 482 0.13%
335 CARLISLE COS INC 4,700 482 0.13%
336 HCA HEALTHCARE INC 6,400 484 0.13%
337 ADOBE INC 4,500 488 0.13%
338 MASIMO CORP 8,200 488 0.13%
339 CAVIUM INC 8,400 489 0.13%
340 FIRSTENERGY CORP 14,800 490 0.13%
341 MRC Global Inc 29,900 491 0.14%
342 KINDRED HEALTHCARE INC 48,000 491 0.14%
343 TATA MTRS LTD 12,300 492 0.14%
344 INGREDION INC 3,700 492 0.14%
345 FIVE9 INC 31,600 495 0.14%
346 PAYCHEX INC 8,600 498 0.14%
347 MOODYS CORP 4,600 498 0.14%
348 MALLINCKRODT PUB LTD CO 7,200 502 0.14%
349 EXELON CORP 15,100 503 0.14%
350 HESS CORP 9,400 504 0.14%
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