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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
151 SYNOPSYS INC 19,000 730 0.20%
152 BALCHEM CORP 9,400 729 0.20%
153 DOMINOS PIZZA INC 4,800 729 0.20%
154 QIWI PLC 49,740 728 0.20%
155 HERC HLDGS INC 21,401 721 0.20%
156 EARTHLINK HOLDINGS ORD 116,100 720 0.20%
157 DEXCOM INC 8,200 719 0.20%
158 Clarcor Inc Com 11,000 715 0.20%
159 SANFILIPPO JOHN B & SON INC 13,900 713 0.20%
160 UNION PAC CORP 7,300 712 0.20%
161 NIKE INC 13,500 711 0.20%
162 SMITH & WESSON HLDG 26,700 710 0.20%
163 VERISIGN INC 9,000 704 0.19%
164 NOVARTIS A G 8,900 703 0.19%
165 GRAPHIC PACKAGING HLDG CO 50,100 701 0.19%
166 Greenhill & Co Inc 29,600 698 0.19%
167 XILINX INC 12,800 696 0.19%
168 BANK NEW YORK MELLON CORP 17,400 694 0.19%
169 AMERICAN TOWER CORP NEW 6,100 691 0.19%
170 SPECTRUM BRANDS HLDGS INC 5,000 688 0.19%
171 IAC INTERACTIVECORP 11,000 687 0.19%
172 DICKS SPORTING GOODS INC 12,100 686 0.19%
173 DEUTSCHE BANK AG 52,100 682 0.19%
174 DISH NETWORK CORP 12,400 679 0.19%
175 L-3 Communications Holdings 4,500 678 0.19%
176 SCORPIO TANKERS INC 145,300 673 0.19%
177 NXP SEMICONDUCTORS N V 6,600 673 0.19%
178 FIRST AMERN FINL CORP 17,100 672 0.19%
179 OPKO HEALTH INC 63,000 667 0.18%
180 OASIS PETE INC NEW 58,000 665 0.18%
181 TRANSDIGM GROUP INC 2,300 665 0.18%
182 MCDONALDS CORP 5,700 658 0.18%
183 TRIBUNE MEDIA CO 18,000 657 0.18%
184 Marinemax Inc 31,300 656 0.18%
185 BAOZUN INC 43,500 656 0.18%
186 SPIRIT AIRLS INC 15,400 655 0.18%
187 KT CORP 40,800 655 0.18%
188 UNDER ARMOUR INC 16,900 654 0.18%
189 ENSCO PLC 76,800 653 0.18%
190 AARONS INC 25,700 653 0.18%
191 ANI PHARMACEUTICALS INC 9,800 650 0.18%
192 CROCS INC 78,300 650 0.18%
193 FORESTAR GROUP INC 55,300 648 0.18%
194 Enersis SA ADR 78,900 646 0.18%
195 ARGAN INC 10,900 645 0.18%
196 EXELIXIS INC 50,000 640 0.18%
197 MDU RES GROUP INC 25,000 636 0.18%
198 AMGEN INC 3,800 634 0.17%
199 VMWARE INC 8,600 631 0.17%
200 DR PEPPER SNAPPLE GROUP INC 6,900 630 0.17%
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