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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
351 DUKE REALTY CORP 14,900 407 0.11%
352 NATIONAL FUEL GAS CO N J 7,500 406 0.11%
353 ASML HOLDING N V N Y REGISTRY SHS 3,700 405 0.11%
354 PNC FINL SVCS GROUP INC 4,500 405 0.11%
355 MAGNACHIP SEMICONDUCTOR CORP 48,500 404 0.11%
356 PATTERSON UTI ENERGY INC 18,000 403 0.11%
357 NATIONAL HEALTH INVS INC 5,100 400 0.11%
358 EASTMAN CHEM CO 5,900 399 0.11%
359 DEVRY INC DEL 17,300 399 0.11%
360 PERFICIENT INC COM 19,700 397 0.11%
361 URBAN OUTFITTERS INC COM 11,500 397 0.11%
362 ROYAL GOLD INC 5,100 395 0.11%
363 3-D SYS CORP DEL 21,800 391 0.11%
364 ASHFORD HOSPITALITY TR INC 66,400 391 0.11%
365 RAYMOND JAMES FINANC 6,700 390 0.11%
366 EXTRA SPACE STORAGE INC 4,900 389 0.11%
367 OMEGA PROTEIN CORP 16,600 388 0.11%
368 RED HAT INC 4,800 388 0.11%
369 DARDEN RESTAURANTS INC 6,300 386 0.11%
370 GLAXOSMITHKLINE PLC 8,900 384 0.11%
371 GENESCO INC COM 7,023 382 0.11%
372 WELLTOWER INC 5,100 381 0.10%
373 MEDTRONIC PLC 4,400 380 0.10%
374 COMMERCIAL METALS CO COM 23,400 379 0.10%
375 LOUISIANA PAC CORP 20,000 377 0.10%
376 RPM INTL INC 7,000 376 0.10%
377 AXALTA COATING SYS LTD 13,300 376 0.10%
378 WABCO HLDGS INC 3,300 375 0.10%
379 JABIL INC 17,200 375 0.10%
380 UNIVERSAL INS HLDGS INC 14,900 375 0.10%
381 SKECHERS U S A INC 16,300 373 0.10%
382 PURE STORAGE INC 27,400 371 0.10%
383 NMI HLDGS INC CL A 48,600 370 0.10%
384 AK STL HLDG CORP 76,400 369 0.10%
385 CEVA INC 10,400 365 0.10%
386 ADURO BIOTECH INC COM 29,284 364 0.10%
387 RUDOLPH TECHNOLOGIES INC 20,400 362 0.10%
388 BBVA BANCO FRANCES S A SPONSORED ADR 18,200 362 0.10%
389 TERADYNE INC 16,700 360 0.10%
390 ENEL GENERACION CHILE S A 18,100 359 0.10%
391 MSG NETWORK INC 19,200 357 0.10%
392 HAWAIIAN HOLDINGS INC 7,300 355 0.10%
393 ANALOG DEVICES INC 5,500 354 0.10%
394 Pandora Media 24,600 353 0.10%
395 CERNER CORP 5,700 352 0.10%
396 CPFL ENERGIA S A 23,700 351 0.10%
397 TERNIUM SA 17,800 349 0.10%
398 RETROPHIN INC 15,500 347 0.10%
399 NEWS CORPORATION NEW CLASS B 24,400 347 0.10%
400 IRON MTN INC NEW 9,200 345 0.10%
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