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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 (2016Q4)
Portfolio Summary: 519 holdings with a total value of $655,601,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 FREEPORT-MCMORAN INC 65,100 859,000 0.13%
102 APPLE HOSPITALITY REIT INC 42,500 849,000 0.13%
103 AMERICAN WTR WKS CO INC NEW 11,700 847,000 0.13%
104 TD AMERITRADE HLDG CORP 19,400 846,000 0.13%
105 FLOWERS FOODS INC 42,300 845,000 0.13%
106 SM ENERGY CO 24,500 845,000 0.13%
107 BROADCOM LTD 4,700 831,000 0.13%
108 JONES LANG LASALLE 8,200 829,000 0.13%
109 EXELON CORP 23,200 823,000 0.13%
110 UNITED THERAPEUTICS CORP DEL 5,700 818,000 0.12%
111 AKAMAI TECHNOLOGIES INC 12,200 813,000 0.12%
112 MELCO ENTMT ADR 51,100 812,000 0.12%
113 CELANESE CORP DEL 10,300 811,000 0.12%
114 SCIENCE APPLICATNS INTL CP N 9,500 806,000 0.12%
115 WESCO INTL INC 12,100 805,000 0.12%
116 ITAU UNIBANCO HLDG SA 78,200 804,000 0.12%
117 SLM CORP 72,900 803,000 0.12%
118 QEP RES INC 43,300 797,000 0.12%
119 MALLINCKRODT PUB LTD CO 15,800 787,000 0.12%
120 TREEHOUSE FOODS INC 10,900 787,000 0.12%
121 WILLIAMS COS INC DEL 25,200 785,000 0.12%
122 SCHWAB CHARLES CORP 19,900 785,000 0.12%
123 NORDSON CORP 7,000 784,000 0.12%
124 ALBEMARLE CORP 9,100 783,000 0.12%
125 GULFPORT ENERGY CORP 36,100 781,000 0.12%
126 AETNA INC NEW 6,300 781,000 0.12%
127 TAIWAN SEMICONDUCTOR MFG LTD 27,100 779,000 0.12%
128 NUANCE COMM 51,700 770,000 0.12%
129 CRACKER BARREL OLD CTRY STOR 4,600 768,000 0.12%
130 HOST HOTELS & RESORTS INC 40,600 765,000 0.12%
131 BARD C R INC 3,400 764,000 0.12%
132 UNIVERSAL HLTH SVCS INC 7,100 755,000 0.12%
133 KIMBERLY CLARK CORP 6,600 753,000 0.11%
134 SIGNATURE BANK 5,000 751,000 0.11%
135 MOHAWK INDS 3,700 739,000 0.11%
136 HUNTSMAN CORP 38,500 735,000 0.11%
137 BROOKFIELD ASSET MGMT INC 22,200 733,000 0.11%
138 ASHLAND GLOBAL HLDGS INC 6,700 732,000 0.11%
139 FMC 12,900 730,000 0.11%
140 EQUITY RESIDENTIAL 11,300 727,000 0.11%
141 FNB CORP PA 45,300 726,000 0.11%
142 SKECHERS U S A INC 29,300 720,000 0.11%
143 CIMAREX ENERGY 5,300 720,000 0.11%
144 MERCADOLIBRE INC 4,600 718,000 0.11%
145 NASDAQ OMX GROUP 10,600 711,000 0.11%
146 WEATHERFORD INTL PLC 141,900 708,000 0.11%
147 SOUTHWEST GAS HOLDINGS INC 9,200 705,000 0.11%
148 MCKESSON CORP 5,000 702,000 0.11%
149 BHP BILLITON PLC 22,200 698,000 0.11%
150 NATIONAL OILWELL VARCO INC 18,600 696,000 0.11%
Page 3 of 11

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-17-000789, filed 2017.02.14).

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.