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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 (2015Q3)
Portfolio Summary: 676 holdings with a total value of $355,019,000.
#
Name
Shares
Value ($)
%
Options
Notes
651 IMMERSION CORP 10,164 114,000 0.03%
652 NMI HLDGS INC CL A 14,288 109,000 0.03%
653 ULTRA CLEAN HLDGS INC 18,893 108,000 0.03%
654 TONIX PHARMACEUTICALS HOLDING 20,272 107,000 0.03%
655 EMCORE CORP 15,100 103,000 0.03%
656 Basic Energy Services 31,100 103,000 0.03%
657 VASCULAR BIOGENICS LTD 13,670 102,000 0.03%
658 SIGMA DESIGNS INC COM 14,370 99,000 0.03%
659 DHT HOLDINGS INC 12,808 95,000 0.03%
660 AUDIOVOX CORP CL A 12,740 95,000 0.03%
661 SUPERCOM LTD NEW SHS NEW 11,712 94,000 0.03%
662 MGIC INVT CORP WIS 10,063 93,000 0.03%
663 HMS HOLDINGS CORPORATION 10,428 91,000 0.03%
664 MCDERMOTT INTL INC 20,800 89,000 0.03%
665 NEOGENOMICS INC 14,948 86,000 0.02%
666 SHORETEL INC 11,506 86,000 0.02%
667 MAXWELL TECHNOLOGIES INC 15,414 84,000 0.02%
668 NORTHWEST BIOTHERAPEUTICS 13,003 81,000 0.02%
669 BLOUNT INTL INC NEW 13,510 75,000 0.02%
670 CLEAR CHANNEL OUTDOOR HLDGS CL A 10,410 74,000 0.02%
671 SERVICESOURCE INTL 18,100 72,000 0.02%
672 THRESHOLD PHARMACEUTICAL INC 17,600 72,000 0.02%
673 RAYONIER ADVANCED MATLS INC COM 11,676 71,000 0.02%
674 A10 NETWORKS INC 10,566 63,000 0.02%
675 CASTLIGHT HEALTH INC COM CL B 12,431 52,000 0.01%
676 SIBANYE STILLWATER 11,100 52,000 0.01%
Page 14 of 14

Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001085146-16-003878, filed 2016.05.27).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.