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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
51 TREEHOUSE FOODS INC 8,800 690,000 0.24%
52 NATURAL HEALTH 20,419 685,000 0.24%
53 YRC WORLDWIDE INC COM PAR .01 47,616 675,000 0.24%
54 DARDEN RESTAURANTS INC 10,600 675,000 0.24%
55 LANDSTAR SYS INC COM 11,500 674,000 0.24%
56 TOWER SEMICONDUCTOR LTD 47,628 670,000 0.24%
57 GAMESTOP CORP NEW 23,900 670,000 0.24%
58 BARNES & NOBLE ED INC COM 66,640 663,000 0.23%
59 Callidus Software Inc 35,600 661,000 0.23%
60 MAGELLAN HEALTH INC COM NEW 10,700 660,000 0.23%
61 EOG RES INC 9,300 658,000 0.23%
62 CALLAWAY GOLF CO 69,700 657,000 0.23%
63 CALPINE CORP 44,824 649,000 0.23%
64 EAGLE MATERIALS INC 10,500 635,000 0.22%
65 NEW ORIENTAL ED & TECH GRP I 20,100 631,000 0.22%
66 AXIS CAPITAL HOLDINGS LTD 11,200 630,000 0.22%
67 EURONET WORLDWIDE INC 8,623 625,000 0.22%
68 PHOTRONICS INC 49,727 619,000 0.22%
69 ONEMAIN HLDGS INC 14,900 619,000 0.22%
70 PALO ALTO NETWORKS INC 3,500 616,000 0.22%
71 MELLANOX TECHNOLOGIES LTD 14,600 615,000 0.22%
72 ALTISOURCE PORTFOLIO SOLNS S 22,012 612,000 0.21%
73 HOWARD HUGHES CORP 5,400 611,000 0.21%
74 STIFEL FINANCIAL CP 14,400 610,000 0.21%
75 FLOWERS FOODS INC 28,400 610,000 0.21%
76 DIAMOND RESORTS INTL INC COM 23,611 602,000 0.21%
77 GENTEX CORP 37,400 599,000 0.21%
78 JOY GLOBAL INCORPORATED 47,349 597,000 0.21%
79 EVERCORE PARTNERS INC 11,000 595,000 0.21%
80 ZIOPHARM ONCOLOGY INC 71,400 593,000 0.21%
81 REALOGY HLDGS CORP 16,100 590,000 0.21%
82 KT CORP 49,200 586,000 0.21%
83 BUNGE LIMITED 8,521 582,000 0.20%
84 AKEBIA THERAPEUTICS INC 44,906 580,000 0.20%
85 LGI HOMES INC 23,857 580,000 0.20%
86 FREDS INC-TENN CL A 35,223 577,000 0.20%
87 AEGERION PHARMACEUTICALS INC 57,141 577,000 0.20%
88 KCG HLDGS INC 46,700 575,000 0.20%
89 FMC TECHNOLOGIES INC 19,800 574,000 0.20%
90 HERBALIFE LTD 10,600 568,000 0.20%
91 UNITED CONTL HLDGS INC 9,900 567,000 0.20%
92 VALERO ENERGY CORP NEW 8,000 566,000 0.20%
93 AAR CORP COM 21,373 562,000 0.20%
94 JONES LANG LASALLE 3,500 560,000 0.20%
95 INSPERITY INC COM 11,500 554,000 0.19%
96 GLOBAL PMTS INC 8,567 553,000 0.19%
97 WADDELL & REED FINL INC 19,000 545,000 0.19%
98 FREIGHTCAR AMERICA INC 27,926 543,000 0.19%
99 TEXTRON INC 12,900 542,000 0.19%
100 ORASURE TECHNOLOGIES INC 84,000 541,000 0.19%
Page 2 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.