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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 A O SMITH 5,900 583 0.16%
402 AVERY DENNISON CORP 7,500 583 0.16%
403 PANERA BREAD CO 3,000 584 0.16%
404 GILEAD SCIENCES INC 7,400 585 0.16%
405 SEAGATE TECHNOLOGY PLC 15,300 590 0.16%
406 ROYAL DUTCH SHELL PLC 11,800 591 0.16%
407 ERIE INDEMNITY CO-CL A 5,800 592 0.16%
408 SAP SE 6,500 594 0.16%
409 ALLERGAN PLC 2,600 599 0.17%
410 APPLIED MATLS INC 19,900 600 0.17%
411 FIRST INDL RLTY TR INC 21,400 604 0.17%
412 HARRIS CORP 6,600 605 0.17%
413 FEDERATED HERMES INC CL B 20,600 610 0.17%
414 FEDEX CORP 3,500 611 0.17%
415 HDFC BANK LTD 8,500 611 0.17%
416 JUNIPER NETWORKS INC 25,600 616 0.17%
417 SPIRIT RLTY CAP INC NEW 46,200 616 0.17%
418 QUAD/GRAPHICS INC 23,100 617 0.17%
419 TARGA RES CORP 12,600 619 0.17%
420 HFF INCORPORATED CLASS A 22,400 620 0.17%
421 MONOLITHIC PWR SYS INC 7,700 620 0.17%
422 CHART INDS INC 19,000 624 0.17%
423 EVERCORE PARTNERS INC 12,200 628 0.17%
424 NU SKIN ENTERPRISES INC 9,700 628 0.17%
425 LIBERTY BROADBAND-C 8,800 629 0.17%
426 DR PEPPER SNAPPLE GROUP INC 6,900 630 0.17%
427 VMWARE INC 8,600 631 0.17%
428 AMGEN INC 3,800 634 0.17%
429 MDU RES GROUP INC 25,000 636 0.18%
430 EXELIXIS INC 50,000 640 0.18%
431 ARGAN INC 10,900 645 0.18%
432 ENEL AMERICAS S A 78,900 646 0.18%
433 FORESTAR GROUP INC COM 55,300 648 0.18%
434 CROCS INC 78,300 650 0.18%
435 ANI PHARMACEUTICALS INC 9,800 650 0.18%
436 ENSCO PLC 76,800 653 0.18%
437 Aaron's Inc 25,700 653 0.18%
438 UNDER ARMOUR INC 16,900 654 0.18%
439 SPIRIT AIRLS INC 15,400 655 0.18%
440 KT CORP 40,800 655 0.18%
441 BAOZUN INC 43,500 656 0.18%
442 MARINEMAX INC COM 31,300 656 0.18%
443 Tribune Media Company 18,000 657 0.18%
444 MCDONALDS CORP 5,700 658 0.18%
445 TRANSDIGM GROUP INC 2,300 665 0.18%
446 OASIS PETE INC NEW 58,000 665 0.18%
447 OPKO HEALTH INC 63,000 667 0.18%
448 FIRST AMERN FINL CORP 17,100 672 0.19%
449 NXP SEMICONDUCTORS N V 6,600 673 0.19%
450 SCORPIO TANKERS INC 145,300 673 0.19%
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