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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
151 VANTIV INC 9,600 455,000 0.16%
152 HOLOGIC INC 11,700 453,000 0.16%
153 JUNO THERAPEUTICS INC COM 10,300 453,000 0.16%
154 LIFE STORAGE 4,200 451,000 0.16%
155 CHICOS FAS INC 42,200 450,000 0.16%
156 AEROVIRONMENT INC 15,244 449,000 0.16%
157 NEWMONT CORP 24,900 448,000 0.16%
158 CREDICORP LTD 4,600 448,000 0.16%
159 ICU MED INC 3,954 446,000 0.16%
160 SEAWORLD ENTERTAINMENT INCORPORATED 22,600 445,000 0.16%
161 SYNOPSYS INC 14,800 444,000 0.16%
162 CIENA CORP 21,400 443,000 0.16%
163 EXPRESS INC COM 25,500 441,000 0.15%
164 CIRRUS LOGIC INC 14,891 440,000 0.15%
165 PRAXAIR INC 4,300 440,000 0.15%
166 OCEANEERING INTL INC 11,700 439,000 0.15%
167 BABCOCK & WILCOX ENTERPRIS INC COM 21,000 438,000 0.15%
168 SCHNITZER STL INDS 30,400 437,000 0.15%
169 TIMKEN CO COM 15,300 437,000 0.15%
170 SOUTHWEST GAS HOLDINGS INC 7,900 436,000 0.15%
171 ANALOG DEVICES INC 7,800 431,000 0.15%
172 TALEN ENERGY CORP COM 69,200 431,000 0.15%
173 CORELOGIC INC 12,700 430,000 0.15%
174 JETBLUE AIRWAYS CORP 18,900 428,000 0.15%
175 NEW RESIDENTIAL INVT CORP COM NEW 35,100 427,000 0.15%
176 AGNICO EAGLE MINES LTD 16,200 426,000 0.15%
177 BANK AMER CORP 25,200 424,000 0.15%
178 INTREXON CORPORATION 14,000 422,000 0.15%
179 ANIKA THERAPEUTICS INC 11,049 422,000 0.15%
180 MOHAWK INDS 2,200 417,000 0.15%
181 CROSS CTRY HEALTHCARE INC COM 25,360 416,000 0.15%
182 TEMPUR SEALY INTL INC 5,900 416,000 0.15%
183 BIO TECHNE CORP 4,600 414,000 0.15%
184 CITIGROUPINC 8,000 414,000 0.15%
185 A O SMITH 5,400 414,000 0.15%
186 EASTMAN CHEM CO 6,100 412,000 0.14%
187 CHEMTURA CORP 15,100 412,000 0.14%
188 CBRE GROUP INC 11,913 412,000 0.14%
189 TUPPERWARE BRANDS CORP 7,400 412,000 0.14%
190 INTERCONTINENTAL EXCHANGE IN 1,600 410,000 0.14%
191 BERRY PLASTICS GROUP INC 11,300 409,000 0.14%
192 SPDR S&P 500 ETF TR 2,000 408,000 0.14%
193 CONTINENTAL RESOURE 17,700 407,000 0.14%
194 DELUXE CORP COM 7,400 404,000 0.14%
195 BIO RAD LABS INC 2,900 402,000 0.14%
196 TYLER TECHNOLOGIES INC 2,300 401,000 0.14%
197 MULTI FINELINE ELECTRONIX IN 19,323 400,000 0.14%
198 AEGEAN MARINE PETROLEUM NETW 47,768 399,000 0.14%
199 FORTINET INC 12,600 393,000 0.14%
200 Hudson Pacific Properties Inc 13,900 391,000 0.14%
Page 4 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.