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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 (2016Q3)
Portfolio Summary: 625 holdings with a total value of $362,991,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 RENT A CENTER INC-NEW 66,900 846,000 0.23%
102 TAILORED BRANDS INC COM 53,800 845,000 0.23%
103 APACHE CORP 13,200 843,000 0.23%
104 ALLEGHANY CORP 1,600 840,000 0.23%
105 BIO TECHNE CORP 7,500 821,000 0.23%
106 CURTISS WRIGHT CORP 9,000 820,000 0.23%
107 ENCANA CORP 78,200 819,000 0.23%
108 Nice Systems LTD Sponsored 12,200 817,000 0.23%
109 YUM BRANDS INC 9,000 817,000 0.23%
110 CME GROUP INC 7,800 815,000 0.22%
111 POPEYES LA KITCHEN INC 15,300 813,000 0.22%
112 MOBILEYE N V AMSTELVEEN 19,100 813,000 0.22%
113 LILLY ELI & CO 10,100 811,000 0.22%
114 PACCAR INC 13,800 811,000 0.22%
115 FISERV INC 8,100 806,000 0.22%
116 AGNICO EAGLE MINES LTD 14,800 802,000 0.22%
117 USG Corp 31,000 801,000 0.22%
118 PNM RES INC 24,400 798,000 0.22%
119 AMTRUST FINL SVCS INC 29,700 797,000 0.22%
120 INTEGRA LIFESCIENCES HLDGS CP COM NEW 9,600 792,000 0.22%
121 OSHKOSH CORP 14,100 790,000 0.22%
122 UNITED NATURAL FOODSINC 19,700 789,000 0.22%
123 MASCO CORP 22,900 786,000 0.22%
124 CARA THERAPEUTICS INC 93,400 780,000 0.21%
125 RYDER SYS INC 11,800 778,000 0.21%
126 HALOZYME THERAPEUTICS INC 64,300 777,000 0.21%
127 NAVIENT 53,600 776,000 0.21%
128 ARMOUR RESIDENTIAL REIT INC 34,200 771,000 0.21%
129 RANDGOLD RES LTD 7,700 771,000 0.21%
130 WENDYS CO 71,300 770,000 0.21%
131 MATCH GROUP INCORPORATED 43,300 770,000 0.21%
132 CVB FINL CORP COM 43,600 768,000 0.21%
133 QIAGEN NV 28,000 768,000 0.21%
134 MCKESSON CORP 4,600 767,000 0.21%
135 MASTERCARD INCORPORATED 7,500 763,000 0.21%
136 NOBLE CORP PLC 120,200 762,000 0.21%
137 YRC WORLDWIDE INC COM PAR .01 61,700 760,000 0.21%
138 AERIE PHARMACEUTICALS INC COM 20,100 759,000 0.21%
139 ABBVIE INC 12,000 757,000 0.21%
140 Francesca's Holdings Corp 49,000 756,000 0.21%
141 CELGENE CORP 7,200 753,000 0.21%
142 EXACT SCIENCES CORP 40,500 752,000 0.21%
143 NUTRI SYS INC NEW 25,300 751,000 0.21%
144 MACQUARIE INFRASTRUCTURE COR 9,000 749,000 0.21%
145 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 89,500 744,000 0.20%
146 NETAPP INC 20,700 741,000 0.20%
147 LAMAR ADVERTISING CO NEW CL A 11,300 738,000 0.20%
148 T MOBILE US INC 15,800 738,000 0.20%
149 RSP PERMIAN INC COM 18,900 733,000 0.20%
150 CONTINENTAL RESOURE 14,100 733,000 0.20%
Page 3 of 13

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-004801, filed 2016.11.14).

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.