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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
51 FIAT CHRYSLER AUTOMOBILES N 183,900 1,177 0.32%
52 PROGRESSIVE CORP OHIO 37,200 1,172 0.32%
53 GAP 52,100 1,159 0.32%
54 COACH INC 31,600 1,155 0.32%
55 BRITISH AMERN TOB PLC 9,000 1,149 0.32%
56 SINA CORP 15,500 1,144 0.32%
57 VALE S A 239,300 1,127 0.31%
58 UNIVERSAL HLTH SVCS INC 9,100 1,121 0.31%
59 VCA INCORPORATED 15,900 1,113 0.31%
60 SYNNEX CORP 9,600 1,095 0.30%
61 CUMMINS INC 8,300 1,064 0.29%
62 SANDERSON FARMS INC 11,000 1,060 0.29%
63 ZOETIS INC 20,200 1,051 0.29%
64 IHS MARKIT LTD SHS 27,300 1,025 0.28%
65 HARMAN INTL INDS INC 12,100 1,022 0.28%
66 BLUE BUFFALO PET PRODS INC 42,900 1,019 0.28%
67 MELCO ENTMT ADR 62,900 1,013 0.28%
68 BOX INC 64,200 1,012 0.28%
69 NETEASE INC 4,200 1,011 0.28%
70 ACUITY BRANDS INC 3,800 1,005 0.28%
71 BROOKFIELD ASSET MGMT INC 28,500 1,003 0.28%
72 SBA COMMUNICATIONS CORP 8,900 998 0.27%
73 NIMBLE STORAGE INC 112,800 996 0.27%
74 TECH DATA CORP 11,700 991 0.27%
75 REYNOLDS AMERICAN INC 21,000 990 0.27%
76 BARD C R INC 4,400 987 0.27%
77 PPL CORP 28,500 985 0.27%
78 MSCI INC 11,700 982 0.27%
79 EOG RES INC 10,100 977 0.27%
80 TRIMBLE INC 34,000 971 0.27%
81 NORDSTROM INC 18,600 965 0.27%
82 DIAGEO P L C 8,300 963 0.27%
83 VALIDUS HOLDINGS LTD 19,300 962 0.27%
84 EVERSOURCE ENERGY 17,700 959 0.26%
85 ENERGEN CORP COM 16,500 952 0.26%
86 RIO TINTO PLC 28,100 939 0.26%
87 AMBARELLA INC 12,600 927 0.26%
88 MAXIM INTEGR 22,900 914 0.25%
89 SCOTTS MIRACLE-GRO CO 10,900 908 0.25%
90 GENTEX CORP 50,900 894 0.25%
91 HMS HOLDINGS CORPORATION 39,700 880 0.24%
92 UNITED THERAPEUTICS CORP DEL 7,400 874 0.24%
93 SAREPTA THERAPEUTICS INC 14,100 866 0.24%
94 APPLE HOSPITALITY REIT INC 46,400 859 0.24%
95 PRUDENTIAL FINL INC 10,500 857 0.24%
96 Evolent Health, Inc. 34,800 857 0.24%
97 ELLIE MAE INCORPORATED 8,100 853 0.23%
98 SIGNATURE BANK 7,200 853 0.23%
99 PREMIER INC CL A 26,300 851 0.23%
100 LENNOX INTL INC 5,400 848 0.23%
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