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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 (2016Q1)
Portfolio Summary: 476 holdings with a total value of $233,178,000.
#
Name
Shares
Value ($)
%
Options
Notes
201 FIVE PRIME THERAPEUTICS INC 8,500 345,000 0.15%
202 ELECTRONIC ARTS INC 5,200 344,000 0.15%
203 FORESTAR GROUP INC COM 26,300 343,000 0.15%
204 FMC TECHNOLOGIES INC 12,500 342,000 0.15%
205 SCIENCE APPLICATNS INTL CP N 6,400 341,000 0.15%
206 F5 NETWORKS INC 3,200 339,000 0.15%
207 HELIX ENERGY SOLUTIONS GRP INC COM 60,300 338,000 0.14%
208 LANDSTAR SYS INC COM 5,200 336,000 0.14%
209 CHINA LODGING GROUP LTD 8,800 336,000 0.14%
210 PHILIP MORRIS INTL INC 3,400 334,000 0.14%
211 IXIA COM 26,700 333,000 0.14%
212 MELLANOX TECHNOLOGIES LTD 6,100 331,000 0.14%
213 SUPERIOR INDS INTL INC COM 14,800 327,000 0.14%
214 NOBLE CORP PLC 31,600 327,000 0.14%
215 LEXICON PHARMACEUTICALS INC 27,300 326,000 0.14%
216 SYKES ENTERPRISES INC 10,700 323,000 0.14%
217 MIDDLESEX WTR CO 10,400 321,000 0.14%
218 INSTEEL IND 10,500 321,000 0.14%
219 BRIDGEPOINT ED INC COM 31,700 320,000 0.14%
220 ALIGN TECHNOLOGY INC 4,400 320,000 0.14%
221 AIR PRODS & CHEMS INC 2,200 317,000 0.14%
222 NEWMARKET CORP 800 317,000 0.14%
223 MBIA INC 35,800 317,000 0.14%
224 BLACK BOX CORP 23,500 317,000 0.14%
225 OLD REP INTL CORP 17,300 316,000 0.14%
226 ABIOMED INC 3,300 313,000 0.13%
227 3-D SYS CORP DEL 20,200 312,000 0.13%
228 BRINKER INTL INC 6,800 312,000 0.13%
229 AMERICAN VANGUARD CORP COM 19,700 311,000 0.13%
230 LILLY ELI & CO 4,300 310,000 0.13%
231 OCEANEERING INTL INC 9,300 309,000 0.13%
232 BOYD GAMING CORP COM 14,900 308,000 0.13%
233 USANA HEALTH SCIENCES INC 2,500 304,000 0.13%
234 STEEL DYNAMICS INC 13,400 302,000 0.13%
235 ALLISON TRANSMISSION HLDGS INC COM 11,100 299,000 0.13%
236 CEMEX SAB DE CV 41,100 299,000 0.13%
237 UNIVERSAL DISPLAY CORP 5,500 298,000 0.13%
238 Intuit Inc 2,600 297,000 0.13%
239 SVB FINANCIAL GROUP 2,900 296,000 0.13%
240 REGAL ENTMT GROUP 13,900 294,000 0.13%
241 INSMED INC 23,100 293,000 0.13%
242 HAWAIIAN HOLDINGS INC COM 6,200 293,000 0.13%
243 SOUTH JERSEY INDS INC COM 10,300 293,000 0.13%
244 ORASURE TECHNOLOGIES INC 40,400 292,000 0.13%
245 MACYS INC 6,600 291,000 0.12%
246 BT GROUP PLC 9,000 289,000 0.12%
247 FEDERAL AGRIC MTG CORP CL C 7,600 287,000 0.12%
248 AECOM 9,300 286,000 0.12%
249 MANPOWERGROUP INC 3,500 285,000 0.12%
250 TOWER SEMICONDUCTOR LTD 23,500 285,000 0.12%
Page 5 of 10

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-003849, filed 2016.05.16).

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.