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
351 YANDEX N V 24,100 507 0.14%
352 HORIZON GLOBAL CORPORATION 25,500 508 0.14%
353 WESTERN DIGITAL CORP 8,700 509 0.14%
354 ISTAR INC COM 47,600 511 0.14%
355 MACYS INC 13,800 511 0.14%
356 ACCURAY INC 80,500 513 0.14%
357 ABB LTD 22,900 515 0.14%
358 PEBBLEBROOK HOTEL TR 19,400 516 0.14%
359 GEO GROUP INC NEW 21,700 516 0.14%
360 HARTFORD FINL SVCS GROUP INC 12,100 518 0.14%
361 ACTUANT CORP 22,300 518 0.14%
362 AMBEV SA 85,300 519 0.14%
363 ACACIA RESH CORP 79,600 519 0.14%
364 SANTANDER CONSUMER 42,900 522 0.14%
365 WIX COM LTD 12,080 525 0.14%
366 CENTERPOINT ENERGY INC 22,700 527 0.15%
367 HOME DEPOT INC 4,100 528 0.15%
368 VAIL RESORTS INC 3,400 533 0.15%
369 STATE STR CORP 7,700 536 0.15%
370 CALLAWAY GOLF CO 46,400 539 0.15%
371 FelCor Lodging Trust Inc 83,900 539 0.15%
372 HUNTSMAN CORP 33,100 539 0.15%
373 JPMORGAN CHASE & CO 8,100 539 0.15%
374 RENAISSANCERE HOLDINGS LTD 4,500 541 0.15%
375 MOMO INC 24,100 542 0.15%
376 ENTERGY CORP NEW 7,100 545 0.15%
377 WEC ENERGY GROUP INC 9,100 545 0.15%
378 KEMPER CORP DEL 13,900 547 0.15%
379 BAZAARVOICE INC 92,800 548 0.15%
380 HENRY JACK & ASSOC INC 6,400 548 0.15%
381 ROGERS CORP 9,000 550 0.15%
382 CHECK POINT SOFTWARE TECH LT 7,100 551 0.15%
383 TREX CO INC COM 9,400 552 0.15%
384 INTERDIGITAL INC 7,000 554 0.15%
385 TYSON FOODS INC 7,500 560 0.15%
386 DONALDSON INC 15,000 560 0.15%
387 UNISYS CORP 57,700 562 0.15%
388 CREDICORP LTD 3,700 563 0.16%
389 SCHWAB CHARLES CORP 17,900 565 0.16%
390 BLUEBIRD BIO INC 8,400 569 0.16%
391 FIRST SOLAR INC 14,400 569 0.16%
392 PG&E CORP 9,300 569 0.16%
393 RUBICON PROJ INC 68,900 570 0.16%
394 BRUNSWICK CORP 11,700 571 0.16%
395 DYCOM INDS INC 7,000 572 0.16%
396 EQUINIX INC 1,600 576 0.16%
397 LEVEL 3 COMMUNICATIONS INC 12,500 580 0.16%
398 COSTCO WHSL CORP NEW 3,800 580 0.16%
399 BED BATH & BEYOND INC 13,500 582 0.16%
400 VEEVA SYS INC 14,100 582 0.16%
Page 8 of 13