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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 (2016Q1)
Portfolio Summary: 476 holdings with a total value of $233,178,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 TRINA SOLAR ADR REPTG 50 ORD 17,300 172,000 0.07%
52 INTERSIL CORP 12,900 172,000 0.07%
53 STONERIDGE INC COM 11,900 173,000 0.07%
54 COSAN LTD 35,200 173,000 0.07%
55 RICE ENERGY INCORPORATED 12,500 175,000 0.08%
56 Otonomy Inc 11,700 175,000 0.08%
57 LION BIOTECHNOLOGIES INC COM 34,600 176,000 0.08%
58 TARENA INTL INC 16,300 176,000 0.08%
59 PLY GEM HOLDINGS INC 12,600 177,000 0.08%
60 RENEWABLE ENERGY GROUP INC 18,700 177,000 0.08%
61 WEATHERFORD INTL PLC 22,900 178,000 0.08%
62 COEUR MNG INC 31,900 179,000 0.08%
63 Axovant Sciences LTD 15,800 181,000 0.08%
64 INCONTACT INC 20,500 182,000 0.08%
65 RELYPSA INC 13,500 183,000 0.08%
66 VARONIS SYS INC COM 10,100 184,000 0.08%
67 ARMADA HOFFLER PPTYS INC 16,800 189,000 0.08%
68 PARAMOUNT GROUP INC COM 11,900 190,000 0.08%
69 KB HOME 13,300 190,000 0.08%
70 ARCELORMITTAL SA LUXEMBOURG 41,500 190,000 0.08%
71 FITBIT INC 12,600 191,000 0.08%
72 SRC ENERGY INC 24,800 193,000 0.08%
73 ADECOAGRO S A 16,900 195,000 0.08%
74 MODINE MFG CO COM 17,700 195,000 0.08%
75 GRAPHIC PACKAGING HLDG CO 15,400 198,000 0.08%
76 FINISH LINE INC CL A 9,500 200,000 0.09%
77 ANNALY CAP MGMT INC 19,500 200,000 0.09%
78 STAPLES INC 18,200 201,000 0.09%
79 ARISTA NETWORKS INC 3,200 202,000 0.09%
80 COHERENT INC 2,200 202,000 0.09%
81 GENTEX CORP 12,900 202,000 0.09%
82 INVESCO LTD 6,600 203,000 0.09%
83 RETAIL PPTYS AMER INC CL A 12,800 203,000 0.09%
84 LIGAND PHARMACEUTICALS INC 1,900 203,000 0.09%
85 INTRALINKS HLDGS INC 25,700 203,000 0.09%
86 HERBALIFE LTD 3,300 203,000 0.09%
87 CONTINENTAL RESOURE 6,700 203,000 0.09%
88 RENAISSANCERE HOLDINGS LTD 1,700 204,000 0.09%
89 CASEY'S GENERAL STORES INC COM 1,800 204,000 0.09%
90 TSAKOS ENERGY NAVIGATION LTD 33,000 204,000 0.09%
91 ASPEN INSURANCE HOLDINGS LTD 4,300 205,000 0.09%
92 BOOZ ALLEN HAMILTON HLDG COR 6,800 206,000 0.09%
93 VERA BRADLEY INC 10,200 207,000 0.09%
94 TOWNEBANK PORTSMOUTH VA COM 10,800 207,000 0.09%
95 BUFFALO WILD WINGS INC 1,400 207,000 0.09%
96 INTERPUBLIC GROUP COS INC 9,000 207,000 0.09%
97 DEMANDWARE INC 5,300 207,000 0.09%
98 CADENCE DESIGN SYSTEM INC 8,800 208,000 0.09%
99 HANOVER INS GROUP INC 2,300 208,000 0.09%
100 AVERY DENNISON CORP 2,900 209,000 0.09%
Page 2 of 10

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-003849, filed 2016.05.16).

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.