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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
551 REYNOLDS AMERICAN INC 21,000 990 0.27%
552 TECH DATA CORP 11,700 991 0.27%
553 NIMBLE STORAGE INC 112,800 996 0.27%
554 SBA COMMUNICATIONS CORP 8,900 998 0.27%
555 BROOKFIELD ASSET MGMT INC 28,500 1,003 0.28%
556 ACUITY BRANDS INC 3,800 1,005 0.28%
557 NETEASE INC 4,200 1,011 0.28%
558 BOX INC 64,200 1,012 0.28%
559 MELCO ENTERTAINMENT ADR 62,900 1,013 0.28%
560 BLUE BUFFALO PET PRODS INC 42,900 1,019 0.28%
561 HARMAN INTL INDS INC COM 12,100 1,022 0.28%
562 IHS MARKIT LTD SHS 27,300 1,025 0.28%
563 ZOETIS INC 20,200 1,051 0.29%
564 SANDERSON FARMS INC 11,000 1,060 0.29%
565 CUMMINS INC 8,300 1,064 0.29%
566 SYNNEX CORP 9,600 1,095 0.30%
567 VCA 15,900 1,113 0.31%
568 UNIVERSAL HLTH SVCS INC 9,100 1,121 0.31%
569 VALE S A 239,300 1,127 0.31%
570 SINA CORP 15,500 1,144 0.32%
571 BRITISH AMERN TOB PLC 9,000 1,149 0.32%
572 COACH INC 31,600 1,155 0.32%
573 GAP 52,100 1,159 0.32%
574 PROGRESSIVE CORP OHIO 37,200 1,172 0.32%
575 FIAT CHRYSLER AUTOMOBILES N V SHS 183,900 1,177 0.32%
576 TEXAS INSTRS INC 16,800 1,179 0.32%
577 WABTEC CORP 14,600 1,192 0.33%
578 VALERO ENERGY CORP NEW 22,600 1,198 0.33%
579 INTERNATIONAL GAME TECHNOLOG 49,500 1,207 0.33%
580 PRINCIPAL FIN GROUP 23,600 1,216 0.33%
581 INNERWORKINGS INC 131,500 1,239 0.34%
582 BARCLAYS PLC 145,700 1,266 0.35%
583 JOHNSON CTLS INTL PLC 27,404 1,275 0.35%
584 AGCO CORP 26,000 1,282 0.35%
585 TIFFANY 17,900 1,300 0.36%
586 FLEETCOR TECHNOLOGIES INC 7,500 1,303 0.36%
587 THOR INDS INC 15,400 1,304 0.36%
588 LAS VEGAS SANDS CORP 22,800 1,312 0.36%
589 CONSOLIDATED EDISON INC 17,500 1,318 0.36%
590 INTERNATIONAL FLAVORS&FRAGRA 9,400 1,344 0.37%
591 NABORS INDUSTRIES LTD 110,700 1,346 0.37%
592 ARCELORMITTAL SA LUXEMBOURG 223,200 1,348 0.37%
593 F5 NETWORKS INC 11,100 1,384 0.38%
594 CROWN HOLDINGS INC 24,300 1,387 0.38%
595 CALATLANTIC GROUP INC 41,700 1,394 0.38%
596 LKQ CORP 39,800 1,411 0.39%
597 ROSS STORES INC 22,200 1,427 0.39%
598 QUALCOMM INC 21,000 1,439 0.40%
599 MARRIOTT INTL INC NEW 21,400 1,441 0.40%
600 FINISAR CORP 48,800 1,454 0.40%
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