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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
451 DEL FRISCOS RESTAURANT GROUP COM 12,861 206,000 0.07%
452 VERA BRADLEY INC 13,065 206,000 0.07%
453 BOOZ ALLEN HAMILTON HLDG COR 6,686 206,000 0.07%
454 KIMCO RLTY CORP 7,700 204,000 0.07%
455 BHP BILLITON PLC 9,000 204,000 0.07%
456 EXXON MOBIL CORP 2,600 203,000 0.07%
457 COMMSCOPE HLDG COMPANY INCORPORATED 7,800 202,000 0.07%
458 HEALTHCARE TR AMER INC 7,500 202,000 0.07%
459 OIL STS INTL INC 7,400 202,000 0.07%
460 ORMAT TECHNOLOGIES INC 5,547 202,000 0.07%
461 VEEVA SYS INC 7,000 202,000 0.07%
462 CAESARSTONE LTD 4,624 200,000 0.07%
463 SKYWORKS SOLUTIONS INC 2,600 200,000 0.07%
464 Parkway Properties Inc 12,800 200,000 0.07%
465 TARGA RES CORP 7,400 200,000 0.07%
466 ESCO TECHNOLOGIES INC COM 5,521 200,000 0.07%
467 YPF SOCIEDAD ANONIMA 12,700 200,000 0.07%
468 COLUMBIA SPORTSWEAR CO 4,100 200,000 0.07%
469 TURKCELL ILETISIM HIZMETLERI 23,400 199,000 0.07%
470 SILVER SPRING NETWORKS INC COM 13,836 199,000 0.07%
471 ENCANA CORP 38,735 197,000 0.07%
472 STAPLES INC 20,700 196,000 0.07%
473 ENSCO PLC 12,700 195,000 0.07%
474 USA TRUCK INC COM 11,094 194,000 0.07%
475 HUNTSMAN CORP 17,000 193,000 0.07%
476 FLEX LTD 17,200 193,000 0.07%
477 DIAMONDROCK HOSPITALITY CO COM 19,800 191,000 0.07%
478 NABORS INDUSTRIES LTD 22,200 189,000 0.07%
479 MOMENTA PHARMACEUTICALS INC 12,700 188,000 0.07%
480 RUDOLPH TECHNOLOGIES INC 13,187 188,000 0.07%
481 MRC GLOBAL 14,494 187,000 0.07%
482 NATIONAL STORAGE AFFILIATES 10,885 186,000 0.07%
483 HACKETT GROUP INC 11,359 183,000 0.06%
484 EVERBANK FINL CORP COM 11,400 182,000 0.06%
485 ACCO BRANDS CORPORATION COM 25,393 181,000 0.06%
486 RENEWABLE ENERGY GROUP INC 19,520 181,000 0.06%
487 INOVIO PHARMACEUTICALS INC 26,764 180,000 0.06%
488 VEREIT 22,600 179,000 0.06%
489 TEEKAY CORPORATION 17,818 176,000 0.06%
490 ECOPETROL S A 24,800 174,000 0.06%
491 GENER8 MARITIME INC COM 18,260 173,000 0.06%
492 ADECOAGRO S A 13,800 170,000 0.06%
493 BLACKBERRY LTD 18,000 167,000 0.06%
494 GENERAL CABLE CORP DEL NEW 12,400 167,000 0.06%
495 APOLLO ED GROUP INC 21,476 165,000 0.06%
496 AMEC FOSTER WHEELER PLC 25,400 164,000 0.06%
497 SCICLONE PHARMACEUTICALS INC 17,822 164,000 0.06%
498 BUILD A BEAR WORKSHOP COM 13,305 163,000 0.06%
499 MAXLINEAR INC COM 11,017 162,000 0.06%
500 MITSUBISHI UFJ FINL GROUP INCORPORATED SPONSORED ADR 25,900 161,000 0.06%
Page 10 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.