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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
301 KOHLS CORP 35,900 1,571 0.43%
302 KINDRED HEALTHCARE INC 48,000 491 0.14%
303 KEMPER CORP DEL 13,900 547 0.15%
304 KELLOGG CO 4,000 310 0.09%
305 KB HOME 11,300 182 0.05%
306 KATE SPADE & CO 13,100 224 0.06%
307 JUNIPER NETWORKS INC 25,600 616 0.17%
308 JPMORGAN CHASE & CO 8,100 539 0.15%
309 JOHNSON CTLS INTL PLC 27,404 1,275 0.35%
310 JAZZ PHARMACEUTICALS PLC 3,600 437 0.12%
311 JANUS CAP GROUP INC 12,800 179 0.05%
312 JACK IN THE BOX INC 4,500 432 0.12%
313 JABIL INC 17,200 375 0.10%
314 ITRON INC 5,900 329 0.09%
315 ISTAR INC COM 47,600 511 0.14%
316 IRON MTN INC NEW 9,200 345 0.10%
317 IRIDIUM COMMUNICATIONS INC 13,700 111 0.03%
318 IONIS PHARMACEUTICALS INC 5,900 216 0.06%
319 INTUITIVE SURGICAL INC 400 290 0.08%
320 INTRALINKS HLDGS INC 21,300 214 0.06%
321 INTERNATIONAL GAME TECHNOLOG 49,500 1,207 0.33%
322 INTERNATIONAL FLAVORS&FRAGRA 9,400 1,344 0.37%
323 INTERFACE INC COM 12,500 209 0.06%
324 INTERDIGITAL INC 7,000 554 0.15%
325 INTELIQUENT ORD 27,000 436 0.12%
326 INTEGRA LIFESCIENCES HLDGS CP COM NEW 9,600 792 0.22%
327 INSIGHT ENTERPRISES INC 12,600 410 0.11%
328 INNOVIVA INC COM 12,900 142 0.04%
329 INNERWORKINGS INC 131,500 1,239 0.34%
330 INGREDION INC 3,700 492 0.14%
331 IHS MARKIT LTD SHS 27,300 1,025 0.28%
332 IDEXX LABS INC 3,700 417 0.11%
333 IAC INTERACTIVECORP 11,000 687 0.19%
334 HUNTSMAN CORP 33,100 539 0.15%
335 HUBSPOT INCORPORATED 4,100 236 0.07%
336 HP INC 114,200 1,774 0.49%
337 HORIZON GLOBAL CORPORATION 25,500 508 0.14%
338 HOME DEPOT INC 4,100 528 0.15%
339 HOLLYSYS AUTOMATION TECHNOLO 10,200 226 0.06%
340 HMS HOLDINGS CORPORATION 39,700 880 0.24%
341 HFF INCORPORATED CLASS A 22,400 620 0.17%
342 HESS CORP 9,400 504 0.14%
343 HERC HLDGS INC 21,401 721 0.20%
344 HERBALIFE LTD 7,000 434 0.12%
345 HENRY SCHEIN INC 12,400 2,021 0.56%
346 HENRY JACK & ASSOC INC 6,400 548 0.15%
347 HELEN OF TROY CORP LTD 5,300 457 0.13%
348 HECLA MNG CO 39,900 227 0.06%
349 HEALTHCARE SVCS GRP INC 5,100 202 0.06%
350 HDFC BANK LTD 8,500 611 0.17%
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