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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
101 EARTHLINK HOLDINGS ORD 109,800 623,000 0.27%
102 SILVER SPRING NETWORKS INC COM 42,200 622,000 0.27%
103 ACCO BRANDS CORPORATION COM 69,000 620,000 0.27%
104 KOREA ELECTRIC PWR 23,900 615,000 0.26%
105 SILGAN HOLDINGS INC 11,400 606,000 0.26%
106 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 76,400 605,000 0.26%
107 PALO ALTO NETWORKS INC 3,700 604,000 0.26%
108 EXPRESS SCRIPTS HLDG CO 8,800 604,000 0.26%
109 ABERCROMBIE & FITCH CO 19,100 602,000 0.26%
110 DIAMOND OFFSHR DRILLING 27,500 598,000 0.26%
111 INVACARE CORP COM 44,800 590,000 0.25%
112 GAMESTOP CORP NEW 18,600 590,000 0.25%
113 STATE STR CORP 10,000 585,000 0.25%
114 PBF ENERGY INC 17,600 584,000 0.25%
115 BANCO MACRO SA 9,000 580,000 0.25%
116 SHIP FINANCE INTERNATIONAL L 41,700 579,000 0.25%
117 WORLD ACCEP CORPORATION COM 15,200 576,000 0.25%
118 O REILLY AUTOMOTIVE INC NEW 2,100 575,000 0.25%
119 FIBRIA CELULOSE S A SP ADR REP COM 66,100 561,000 0.24%
120 ROBERT HALF INTL INC 12,000 559,000 0.24%
121 G-III APPAREL GROUP LTD 11,300 552,000 0.24%
122 MSG NETWORK INC 31,800 550,000 0.24%
123 EDISON INTL 7,500 539,000 0.23%
124 SUNCOKE ENERGY INC COM 81,400 529,000 0.23%
125 CALLAWAY GOLF CO 57,300 523,000 0.22%
126 KFORCE INC COM 26,600 521,000 0.22%
127 PIPER JAFFRAY COS 10,500 520,000 0.22%
128 U S SILICA HLDGS INC 22,700 516,000 0.22%
129 AMEDISYS INC COM 10,600 512,000 0.22%
130 KINDRED HEALTHCARE INC 41,200 509,000 0.22%
131 MDC PARTNERS INC 20,900 493,000 0.21%
132 FLWS/1-800 FLOWERS CL A 61,600 485,000 0.21%
133 XILINX INC 10,000 474,000 0.20%
134 YRC WORLDWIDE INC COM PAR .01 50,800 473,000 0.20%
135 BRASKEM S A SP ADR PFD A 36,500 471,000 0.20%
136 AAR CORP COM 20,000 465,000 0.20%
137 LENDINGCLUB CORP 55,900 464,000 0.20%
138 FAIRPOINT COMMUNICATIONS INC COM NEW 31,100 463,000 0.20%
139 COMPANHIA DE SANEAMENTO BASI 69,500 459,000 0.20%
140 NUANCE COMM 24,400 456,000 0.20%
141 TJX COS INC NEW 5,800 454,000 0.19%
142 LG DISPLAY CO LTD 39,500 451,000 0.19%
143 HACKETT GROUP INC 29,600 448,000 0.19%
144 WABASH NATL CORP 33,600 444,000 0.19%
145 POPULAR INC COM NEW 15,500 443,000 0.19%
146 ROGERS CORP COM 7,400 443,000 0.19%
147 GODADDY INC 13,700 443,000 0.19%
148 TERNIUM SA 24,575 442,000 0.19%
149 INFOBLOX INC 25,800 441,000 0.19%
150 BRUKER CORP 15,700 440,000 0.19%
Page 3 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.