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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
101 CABOT OIL & GAS CORP 57,300 1,478 0.41%
102 CAESARS ENTERTAINMENT 24,200 180 0.05%
103 CALATLANTIC GROUP INC 41,700 1,394 0.38%
104 CALLAWAY GOLF CO 46,400 539 0.15%
105 CARA THERAPEUTICS INC 93,400 780 0.21%
106 CAREER EDUCATION CRP 19,100 130 0.04%
107 CARLISLE COS INC 4,700 482 0.13%
108 CARNIVAL PLC 9,100 447 0.12%
109 CARROLS RESTAURANT GROUP INC 10,700 141 0.04%
110 CAVIUM INC 8,400 489 0.13%
111 CECO ENVIRONMENTAL CORP 18,900 213 0.06%
112 CELGENE CORP 7,200 753 0.21%
113 CEMEX SAB DE CV 21,500 171 0.05%
114 CENTERPOINT ENERGY INC 22,700 527 0.15%
115 CENTERSTATE BANKS COMMON STK USD0.01 13,400 238 0.07%
116 CENTRAL GARDEN & PET CO 9,100 226 0.06%
117 CENTRAL GARDEN & PET CO COM 16,400 426 0.12%
118 CERNER CORP 5,700 352 0.10%
119 CEVA Inc 10,400 365 0.10%
120 CHART INDS INC 19,000 624 0.17%
121 CHECK POINT SOFTWARE TECH LT 7,100 551 0.15%
122 CHEGG INC COM 30,300 215 0.06%
123 CHESAPEAKE UTILS CORP 4,900 299 0.08%
124 CHICAGO BRIDGE & IRON CO N V 12,200 342 0.09%
125 CHICOS FAS INC 20,100 239 0.07%
126 CHINA UNICOM HONG KONG 17,400 212 0.06%
127 CINTAS CORP 1,800 203 0.06%
128 CIRRUS LOGIC INC 6,100 324 0.09%
129 CLIFFS NAT RES INC 33,500 196 0.05%
130 CME GROUP INC 7,800 815 0.22%
131 COACH INC 31,600 1,155 0.32%
132 COEUR MNG INC 26,800 317 0.09%
133 COLUCID PHARMACEUTICALS ORD 11,500 439 0.12%
134 COMERICA INC 6,600 312 0.09%
135 COMMERCIAL METALS CO COM 23,400 379 0.10%
136 COMPANHIA DE SANEAMENTO BASI 19,600 181 0.05%
137 CONAGRA BRANDS INC 72,700 3,425 0.94%
138 CONSOLIDATED EDISON INC 17,500 1,318 0.36%
139 CONSTELLIUM NV CL A 17,400 125 0.03%
140 CONTINENTAL RESOURE 14,100 733 0.20%
141 COPART INC 31,300 1,676 0.46%
142 CORCEPT THERAPEUTICS INC 25,800 168 0.05%
143 CORE LABORATORIES N V 1,900 213 0.06%
144 CORESITE RLTY CORP 4,000 296 0.08%
145 COSAN LTD 12,700 91 0.03%
146 COSTCO WHSL CORP NEW 3,800 580 0.16%
147 CPFL ENERGIA S A 23,700 351 0.10%
148 CRAFT BREW ALLIANCE INC 13,300 250 0.07%
149 CREDICORP LTD 3,700 563 0.16%
150 CRITEO S A 7,700 270 0.07%
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