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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 (2015Q4)
Portfolio Summary: 557 holdings with a total value of $284,685,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 WATSCO INC 4,600 539,000 0.19%
102 MICROSEMI CORP 16,500 538,000 0.19%
103 IRADIMED CORP 19,200 538,000 0.19%
104 MSG NETWORK INC 25,700 535,000 0.19%
105 ACI WORLDWIDE INC 24,900 533,000 0.19%
106 TELEDYNE TECHNOLOGIES INC 6,000 532,000 0.19%
107 TRIPLE-S MGMT CORP 22,135 529,000 0.19%
108 Mueller Industries Inc 92,200 528,000 0.19%
109 SIMON PPTY GROUP INC NEW 2,700 525,000 0.18%
110 SIGMA DESIGNS INC COM 82,888 524,000 0.18%
111 LEIDOS HLDGS INC 9,300 523,000 0.18%
112 EXPEDIA INC DEL 4,200 522,000 0.18%
113 HEIDRICK & STRUGGLES INTL INC COM 19,179 522,000 0.18%
114 FIRST SOLAR INC 7,900 521,000 0.18%
115 VIACOM INC NEW 11,749 517,000 0.18%
116 B/E AEROSPACE INC 12,200 517,000 0.18%
117 MORNINGSTAR INC 6,400 515,000 0.18%
118 LG DISPLAY CO LTD 49,300 515,000 0.18%
119 MCKESSON CORP 2,600 513,000 0.18%
120 CADENCE DESIGN SYSTEM INC 24,600 512,000 0.18%
121 CIMAREX ENERGY 5,700 509,000 0.18%
122 E TRADE FINANCIAL CORP 17,100 507,000 0.18%
123 BRIXMOR PROPERTY 19,600 506,000 0.18%
124 BRF SA SPONSORED ADR 36,600 506,000 0.18%
125 MARATHON PETE CORP 9,700 503,000 0.18%
126 WEATHERFORD INTL PLC 59,300 498,000 0.17%
127 ALLSTATE CORP 8,000 497,000 0.17%
128 JD COM INC 15,400 497,000 0.17%
129 ENEL AMERICAS S A 40,600 493,000 0.17%
130 VMWARE INC 8,700 492,000 0.17%
131 AGILENT TECHNOLOGIES INC 11,700 489,000 0.17%
132 NRG ENERGY INC 41,122 484,000 0.17%
133 AMERICAN SCIENCE & ENGR INC 11,700 484,000 0.17%
134 PRICESMART INC 5,772 479,000 0.17%
135 NEWFIELD EXPL CO 14,700 479,000 0.17%
136 COMMERCIAL METALS CO COM 34,900 478,000 0.17%
137 COHEN STEERS INC 15,597 475,000 0.17%
138 SINCLAIR BROADCAST GROUP INC 14,600 475,000 0.17%
139 LANNET INC COM NEW 11,800 473,000 0.17%
140 MGM RESORTS INTERNATIONAL 20,796 472,000 0.17%
141 GAP 19,100 472,000 0.17%
142 PIER 1 IMPORTS INC 92,563 471,000 0.17%
143 UNITED THERAPEUTICS CORP DEL 3,000 470,000 0.17%
144 LYONDELLBASELL INDUSTRIES N 5,400 469,000 0.16%
145 TRI POINTE HOMES INC COM 36,900 468,000 0.16%
146 NEWELL BRANDS 10,600 467,000 0.16%
147 YANDEX N V 29,500 464,000 0.16%
148 COGNIZANT TECHNOLOGY SOLUTIO 7,700 462,000 0.16%
149 REGAL BELOIT CORP 7,900 462,000 0.16%
150 BENCHMARK ELECTRS INC 22,100 457,000 0.16%
Page 3 of 12

Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001085146-16-003879, 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.