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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
51 MAGELLAN HEALTH INC COM NEW 13,500 917,000 0.39%
52 TIME INC NEW 59,000 911,000 0.39%
53 MOODYS CORP 9,400 908,000 0.39%
54 ARMOUR RESIDENTIAL REIT INC 41,600 896,000 0.38%
55 American Capital Agency 47,900 892,000 0.38%
56 MICHAEL KORS HLDGS LTD 15,400 877,000 0.38%
57 WABCO HLDGS INC 8,100 866,000 0.37%
58 SPX CORP 57,000 856,000 0.37%
59 RAYONIER ADVANCED MATLS INC COM 89,600 851,000 0.36%
60 MASCO CORP 26,800 843,000 0.36%
61 AMERICAN AXLE & MFG HLDGS INC COM 54,600 840,000 0.36%
62 PENNEY J C 75,400 834,000 0.36%
63 RINGCENTRAL INC 52,600 828,000 0.36%
64 CENTENE CORP DEL 13,400 825,000 0.35%
65 ARCHROCK INC COM 102,300 818,000 0.35%
66 DSW INC CL A 29,500 815,000 0.35%
67 MDU RES GROUP INC 41,600 810,000 0.35%
68 CRAY INC 19,300 809,000 0.35%
69 METLIFE INC 18,100 795,000 0.34%
70 HALYARD HEALTH INC 27,500 790,000 0.34%
71 BLACKHAWK NETWORK 23,000 789,000 0.34%
72 WILLIAMS SONOMA INC 14,200 777,000 0.33%
73 LEIDOS HLDGS INC 15,400 775,000 0.33%
74 TOWER INTL INC 28,400 772,000 0.33%
75 SUMMIT MATLS INC CL A 39,201 762,000 0.33%
76 DREAMWORKS ANIMATION SKG INC 30,500 761,000 0.33%
77 TOPBUILD CORP 25,400 755,000 0.32%
78 GENESCO INC COM 10,400 751,000 0.32%
79 DOUGLAS DYNAMICS INC 32,300 740,000 0.32%
80 VIAVI SOLUTIONS INC 107,636 738,000 0.32%
81 KBR INC 46,700 723,000 0.31%
82 MARKETAXESS HLDGS INC 5,700 712,000 0.31%
83 HEALTHCARE SVCS GRP INC 19,300 710,000 0.30%
84 MARRIOTT INTL INC NEW 9,800 698,000 0.30%
85 CARDINAL HEALTH INC 8,500 697,000 0.30%
86 MANHATTAN ASSOCIATES INC 12,200 694,000 0.30%
87 OFG BANCORP COM 99,200 693,000 0.30%
88 INVESTMENT TECHNOLOGY GRP NEW 31,200 690,000 0.30%
89 INOGEN INC COM 15,300 688,000 0.30%
90 PHOTRONICS INC 65,200 679,000 0.29%
91 STRATASYS LTD 26,100 677,000 0.29%
92 TRINITY INDS INC 36,400 666,000 0.29%
93 JOY GLOBAL INCORPORATED 41,400 665,000 0.29%
94 VISTEON CORP COM NEW 8,200 653,000 0.28%
95 COCA COLA FEMSA S A B DE C V 7,800 648,000 0.28%
96 ECHOSTAR CORP CL A 14,600 647,000 0.28%
97 STRAYER EDUCATION INC 13,200 644,000 0.28%
98 WESTERN ASSET MTG CAP CORP 63,700 640,000 0.27%
99 ENEL GENERACION CHILE S A 15,100 628,000 0.27%
100 CPFL ENERGIA S A 57,600 627,000 0.27%
Page 2 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.