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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 ANWORTH MORTGAGE ASSET CP 32,500 160 0.04%
52 AZENTA INC COM 12,000 163 0.04%
53 CORCEPT THERAPEUTICS INC 25,800 168 0.05%
54 SUMITOMO MITSUI FINL GROUP I 25,000 169 0.05%
55 ARRAY BIOPHARMA INC 25,000 169 0.05%
56 Foamix Pharmaceuticals Ltd. 18,300 169 0.05%
57 BOJANGLES INC 10,700 171 0.05%
58 CEMEX SAB DE CV 21,500 171 0.05%
59 ENDURANCE INTL GROUP HLDGS I 19,800 173 0.05%
60 DARLING INGREDIENTS INC 12,900 174 0.05%
61 BABCOCK & WILCOX ENTERPRIS INC COM 10,600 175 0.05%
62 JANUS CAP GROUP INC 12,800 179 0.05%
63 CAESARS ENTERTAINMENT 24,200 180 0.05%
64 ARATANA THERAPEUTICS INC 19,300 181 0.05%
65 COMPANHIA DE SANEAMENTO BASI 19,600 181 0.05%
66 KB HOME 11,300 182 0.05%
67 OVERSEAS SHIPHOLDING GROUP I 17,300 183 0.05%
68 FLAMEL TECHNOLOGIES SA SPONSORED ADR 14,800 184 0.05%
69 LATAM AIRLS GROUP S A 23,100 188 0.05%
70 AXOVANT SCIENCES LTD 13,400 188 0.05%
71 PAN AMERN SILVER CORP 10,700 189 0.05%
72 SILVER SPRING NETWORKS INC COM 13,300 189 0.05%
73 Alon USA Energy, Inc. 24,000 193 0.05%
74 TOWER SEMICONDUCTOR LTD SHS NEW 12,800 194 0.05%
75 CLIFFS NAT RES INC 33,500 196 0.05%
76 GENWORTH FINL INC 39,900 198 0.05%
77 FULTON FINL CORP PA 13,700 199 0.05%
78 Laredo Petroleum Inc 15,400 199 0.05%
79 GENOCEA BIOSCIENCES INC 39,037 200 0.06%
80 NETGEAR INC 3,300 200 0.06%
81 WSFS FINL CORPORATION 5,500 201 0.06%
82 LUXOFT HLDG INC 3,800 201 0.06%
83 HEALTHCARE SVCS GRP INC 5,100 202 0.06%
84 Advaxis Inc Com 18,900 202 0.06%
85 GRUPO AEROPORTUARIO CTR NORT 4,300 202 0.06%
86 BRIGHTCOVE INC COM 15,500 202 0.06%
87 WD-40 CO 1,800 202 0.06%
88 BWX TECHNOLOGIES INC COM 5,300 203 0.06%
89 CINTAS CORP 1,800 203 0.06%
90 LIGAND PHARMACEUTICALS INC 2,000 204 0.06%
91 ALPHA AND OMEGA SEMICONDUCTOR SHS 9,400 204 0.06%
92 MICRON TECHNOLOGY INC 11,500 204 0.06%
93 STRAYER EDUCATION INC 4,400 205 0.06%
94 NAVIGANT CONSULTING INC 10,200 206 0.06%
95 NATERA INC 18,500 206 0.06%
96 MANHATTAN ASSOCS INC 3,600 207 0.06%
97 INTERFACE INC COM 12,500 209 0.06%
98 Vocera Communications Inc 12,400 210 0.06%
99 THIRD PT REINS LTD 17,600 211 0.06%
100 LANCASTER COLONY CORP 1,600 211 0.06%
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