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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 (2014Q2)
Portfolio Summary: 424 holdings with a total value of $213,758,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 REX ENERGY CORPORATION 12,400 220,000 0.10%
102 ANTERO RES CORP 3,400 223,000 0.10%
103 OASIS PETE INC NEW 4,000 224,000 0.10%
104 ELLIE MAE INCORPORATED 7,200 224,000 0.10%
105 ITRON INC 5,600 227,000 0.11%
106 GAMESTOP CORP NEW 5,600 227,000 0.11%
107 Acxiom Corp 10,500 228,000 0.11%
108 RIO TINTO PLC 4,200 228,000 0.11%
109 APPLIED MATLS INC 10,100 228,000 0.11%
110 SUNTRUST BKS INC 5,700 228,000 0.11%
111 LA Z BOY INC COM 9,900 229,000 0.11%
112 AGNICO EAGLE MINES LTD 6,000 230,000 0.11%
113 MINERALS TECHNOLOGIES INC 3,500 230,000 0.11%
114 SOTHEBYS 5,500 231,000 0.11%
115 HCA HOLDINGS INC 4,100 231,000 0.11%
116 ROSS STORES INC 3,500 231,000 0.11%
117 Liberty Media Ser A 1,700 232,000 0.11%
118 PENSKE AUTOMOTIVE GRP INC 4,700 233,000 0.11%
119 SOLARCITY CORP 3,300 233,000 0.11%
120 JA SOLAR HOLDINGS COMPANY LIMITED SPON ADR REP5ORD 21,500 233,000 0.11%
121 AMERIPRISE FINANCIAL, INC. 10,900 235,000 0.11%
122 FIFTH THIRD BANCORP 11,000 235,000 0.11%
123 GREIF INC 4,300 235,000 0.11%
124 TPG SPECIALTY LENDING INC 10,800 236,000 0.11%
125 MGIC INVT CORP WIS 25,500 236,000 0.11%
126 FACEBOOK INC 3,500 236,000 0.11%
127 FIESTA RESTAURANT GROUP INC COM 5,100 237,000 0.11%
128 ARGAN INC 6,400 239,000 0.11%
129 VALERO ENERGY CORP NEW 4,800 240,000 0.11%
130 ANIKA THERAPEUTICS INC 5,200 241,000 0.11%
131 ETHAN ALLEN INTERIORS INC COM 9,800 242,000 0.11%
132 LAM RESEARCH CORP 3,600 243,000 0.11%
133 GREEN PLAINS INC COM 7,400 243,000 0.11%
134 PHOENIX NEW MEDIA LTD 23,000 246,000 0.12%
135 AMERICAN AXLE & MFG HLDGS INC COM 13,000 246,000 0.12%
136 FEDERATED NATL HLDG CO COM 9,800 250,000 0.12%
137 MOVADO GROUP INC 6,000 250,000 0.12%
138 ClubCorp Hldgs Inc 13,500 250,000 0.12%
139 HAVERTY FURNITURE COS INC COM 10,000 251,000 0.12%
140 TOLL BROTHERS INC 6,800 251,000 0.12%
141 ON SEMICONDUCTOR CORP 27,700 253,000 0.12%
142 UNIVERSAL DISPLAY CORP 7,900 254,000 0.12%
143 EQT CORP 2,400 257,000 0.12%
144 CIGNA CORPORATION 2,800 258,000 0.12%
145 ENERGEN CORP COM 2,900 258,000 0.12%
146 ANALOG DEVICES INC 4,800 260,000 0.12%
147 BENCHMARK ELECTRS INC 10,200 260,000 0.12%
148 BEAZER HOMES USA INC COM NEW 12,400 260,000 0.12%
149 CITI TRENDS INC COM 12,200 262,000 0.12%
150 CUMULUS MEDIA INC 39,800 262,000 0.12%
Page 3 of 9

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-14-001734, filed 2014.08.14).

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.