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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
401 BOFI HLDG INCORPORATED 15,400 345 0.10%
402 CHICAGO BRIDGE & IRON CO N V 12,200 342 0.09%
403 OLLIES BARGAIN OUTLET HLDGS IN COM 13,000 341 0.09%
404 MCBC HLDGS INCORPORATED 29,900 341 0.09%
405 WELLCARE HEALTH PLANS INC 2,900 340 0.09%
406 FIRST BANCORP P R COM NEW 65,000 338 0.09%
407 NORWEGIAN CRUISE LINE HLDG L 8,900 336 0.09%
408 A10 NETWORKS 31,300 335 0.09%
409 NATIONAL GEN HLDGS CORP COM 15,000 334 0.09%
410 Cyberoptics Corp Com 13,600 334 0.09%
411 WASHINGTON REAL ESTATE INVT 10,700 333 0.09%
412 ITRON INC 5,900 329 0.09%
413 SPARTON CORP COM 12,500 328 0.09%
414 BENEFITFOCUS INCORPORATED 8,200 327 0.09%
415 BRADY CORP CL A 9,400 325 0.09%
416 WAL-MART STORES INC 4,500 325 0.09%
417 TRANSUNION 9,400 324 0.09%
418 CIRRUS LOGIC INC COM 6,100 324 0.09%
419 WORTHINGTON INDS INC 6,700 322 0.09%
420 PHOTRONICS INC 30,900 319 0.09%
421 SPX FLOW INC 10,300 318 0.09%
422 COEUR MNG INC 26,800 317 0.09%
423 SEMTECH CORP COM 11,400 316 0.09%
424 RED ROCK RESORTS INC CL A 13,400 316 0.09%
425 RYANAIR HLDGS PLC 4,200 315 0.09%
426 Corrections Cp Amer Ne 22,600 313 0.09%
427 COMERICA INC 6,600 312 0.09%
428 KELLOGG CO 4,000 310 0.09%
429 EQUITY RESIDENTIAL 4,800 309 0.09%
430 AMERICAN AXLE & MFG HLDGS INC COM 17,900 308 0.08%
431 EXAR CORP 32,900 306 0.08%
432 SEI INVESTMENTS CO 6,600 301 0.08%
433 PACWEST BANCORP DEL COM 7,000 300 0.08%
434 ACHILLION PHARMACEUTICALS IN 37,000 300 0.08%
435 CHESAPEAKE UTILS CORP 4,900 299 0.08%
436 FRESENIUS MED CARE AG&CO KGA 6,800 298 0.08%
437 ENOVA INTL INC COM 30,800 298 0.08%
438 FERROGLOBE PLC SHS 33,000 298 0.08%
439 V F CORP 5,300 297 0.08%
440 CORESITE RLTY CORP 4,000 296 0.08%
441 INTUITIVE SURGICAL INC 400 290 0.08%
442 DIPLOMAT PHARMACY INC COM 10,300 289 0.08%
443 SPS COMM INC COM 3,800 279 0.08%
444 SOLAREDGE TECHNOLOGIES INC 16,100 277 0.08%
445 ABM INDS INC 6,900 274 0.08%
446 TIMKEN CO COM 7,800 274 0.08%
447 AMPHENOL CORP NEW 4,200 273 0.08%
448 MERITOR INC 24,300 270 0.07%
449 CRITEO S A SPONS ADS 7,700 270 0.07%
450 PCM INC 12,300 265 0.07%
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