Dark
Light
System
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
351 CARROLS RESTAURANT GROUP INC 15,200 219,000 0.09%
352 APPLIED MATLS INC 10,300 218,000 0.09%
353 NATIONAL STORAGE AFFILIATES 10,300 218,000 0.09%
354 EAST WEST BANCORP INC 6,700 218,000 0.09%
355 EASTGROUP PPTYS INC COM 3,600 217,000 0.09%
356 NEWELL BRANDS 4,900 217,000 0.09%
357 MONDELEZ INTL INC 5,400 217,000 0.09%
358 FORTINET INC 7,100 217,000 0.09%
359 BOOT BARN HLDGS INC 23,000 216,000 0.09%
360 CELANESE CORP DEL 3,300 216,000 0.09%
361 TURKCELL ILETISIM HIZMETLERI 20,500 215,000 0.09%
362 CHINA UNICOM HONG KONG 16,300 215,000 0.09%
363 HOLLYSYS AUTOMATION TECHNOLO 10,200 215,000 0.09%
364 Liberty Ventures 5,500 215,000 0.09%
365 AGIOS PHARMACEUTICALS INC 5,300 215,000 0.09%
366 AGREE RLTY CORP COM 5,600 215,000 0.09%
367 TIDEWATER INC 31,400 214,000 0.09%
368 Union Bankshares Corporation 8,700 214,000 0.09%
369 SCHWAB CHARLES CORP 7,600 213,000 0.09%
370 TELECOM ARGENTINA 11,900 213,000 0.09%
371 SHENANDOAH TELECOMM CO CDT COM 7,900 211,000 0.09%
372 ILLUMINA INC 1,300 211,000 0.09%
373 AMPHASTAR PHARMACEUTICALS IN COM 17,500 210,000 0.09%
374 CBRE GROUP INC 7,300 210,000 0.09%
375 Ashland Inc New 1,900 209,000 0.09%
376 AVERY DENNISON CORP 2,900 209,000 0.09%
377 J2 GLOBAL INC 3,400 209,000 0.09%
378 CADENCE DESIGN SYSTEM INC 8,800 208,000 0.09%
379 HANOVER INS GROUP INC 2,300 208,000 0.09%
380 BUFFALO WILD WINGS INC 1,400 207,000 0.09%
381 TOWNEBANK PORTSMOUTH VA COM 10,800 207,000 0.09%
382 DEMANDWARE INC 5,300 207,000 0.09%
383 VERA BRADLEY INC 10,200 207,000 0.09%
384 INTERPUBLIC GROUP COS INC 9,000 207,000 0.09%
385 BOOZ ALLEN HAMILTON HLDG COR 6,800 206,000 0.09%
386 ASPEN INSURANCE HOLDINGS LTD 4,300 205,000 0.09%
387 TSAKOS ENERGY NAVIGATION LTD 33,000 204,000 0.09%
388 RENAISSANCERE HOLDINGS LTD 1,700 204,000 0.09%
389 CASEY'S GENERAL STORES INC COM 1,800 204,000 0.09%
390 CONTINENTAL RESOURE 6,700 203,000 0.09%
391 INVESCO LTD 6,600 203,000 0.09%
392 RETAIL PPTYS AMER INC CL A 12,800 203,000 0.09%
393 HERBALIFE LTD 3,300 203,000 0.09%
394 LIGAND PHARMACEUTICALS INC 1,900 203,000 0.09%
395 INTRALINKS HLDGS INC 25,700 203,000 0.09%
396 COHERENT INC 2,200 202,000 0.09%
397 GENTEX CORP 12,900 202,000 0.09%
398 ARISTA NETWORKS INC 3,200 202,000 0.09%
399 STAPLES INC 18,200 201,000 0.09%
400 FINISH LINE INC CL A 9,500 200,000 0.09%
Page 8 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.