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 (2016Q3)
Portfolio Summary: 625 holdings with a total value of $362,991,000.
#
Name
Shares
Value ($)
%
Options
Notes
501 DILLARDS INC 3,600 227,000 0.06%
502 HECLA MNG CO 39,900 227,000 0.06%
503 VERITIV CORP 4,500 226,000 0.06%
504 HOLLYSYS AUTOMATION TECHNOLO 10,200 226,000 0.06%
505 CENTRAL GARDEN & PET CO 9,100 226,000 0.06%
506 NeoPhotonics Corp 13,800 225,000 0.06%
507 GLOBAL BRASS & COPPR HLDGS INC 7,800 225,000 0.06%
508 TILLYS INC CL A 24,000 225,000 0.06%
509 KATE SPADE & CO 13,100 224,000 0.06%
510 WEIBO CORP 4,450 223,000 0.06%
511 LAKELAND FINL CORP 6,300 223,000 0.06%
512 WISDOMTREE INVTS INC 21,500 221,000 0.06%
513 SMART AND FINAL STORES INC COM 17,300 221,000 0.06%
514 IONIS PHARMACEUTICALS INC COM 5,900 216,000 0.06%
515 DAVE & BUSTERS ENTMT INC 5,500 215,000 0.06%
516 CHEGG INC COM 30,300 215,000 0.06%
517 INTRALINKS HLDGS INC 21,300 214,000 0.06%
518 WESTERN ASSET MTG CAP CORP 20,500 214,000 0.06%
519 BANCO BRADESCO S A 23,600 214,000 0.06%
520 CECO ENVIRONMENTAL CORP 18,900 213,000 0.06%
521 BEAZER HOMES USA INC COM NEW 18,300 213,000 0.06%
522 TEREX CORP NEW 8,400 213,000 0.06%
523 CORE LABORATORIES N V 1,900 213,000 0.06%
524 CHINA UNICOM HONG KONG 17,400 212,000 0.06%
525 THIRD PT REINS LTD 17,600 211,000 0.06%
526 CUBIC CORP COM 4,500 211,000 0.06%
527 Lancaster Colony Corp 1,600 211,000 0.06%
528 Vocera Communications Inc 12,400 210,000 0.06%
529 INTERFACE INC COM 12,500 209,000 0.06%
530 MANHATTAN ASSOCIATES INC 3,600 207,000 0.06%
531 NAVIGANT CONSULTING INC 10,200 206,000 0.06%
532 Natera, Inc. 18,500 206,000 0.06%
533 STRAYER EDUCATION INC 4,400 205,000 0.06%
534 MICRON TECHNOLOGY INC 11,500 204,000 0.06%
535 ALPHA AND OMEGA SEMICONDUCTOR SHS 9,400 204,000 0.06%
536 LIGAND PHARMACEUTICALS INC 2,000 204,000 0.06%
537 CINTAS CORP 1,800 203,000 0.06%
538 BWX TECHNOLOGIES INC COM 5,300 203,000 0.06%
539 WD-40 CO 1,800 202,000 0.06%
540 BRIGHTCOVE INC COM 15,500 202,000 0.06%
541 HEALTHCARE SVCS GRP INC 5,100 202,000 0.06%
542 GRUPO AEROPORTUARIO CTR NORT 4,300 202,000 0.06%
543 ADVAXIS INC COM NEW 18,900 202,000 0.06%
544 LUXOFT HLDG INC 3,800 201,000 0.06%
545 WSFS FINL CORPORATION 5,500 201,000 0.06%
546 NETGEAR INC 3,300 200,000 0.06%
547 GENOCEA BIOSCIENCES INC 39,037 200,000 0.06%
548 FULTON FINL CORP PA 13,700 199,000 0.05%
549 Laredo Petroleum Inc 15,400 199,000 0.05%
550 GENWORTH FINL INC 39,900 198,000 0.05%
Page 11 of 13

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-004801, filed 2016.11.14).

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.