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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 (2014Q4)
Portfolio Summary: 544 holdings with a total value of $301,479,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 BIO TECHNE CORP 10,200 942,000 0.31%
52 REX AMERICAN RES CORP COM 15,200 942,000 0.31%
53 KROGER CO 14,500 931,000 0.31%
54 ENERGEN CORP COM 14,600 931,000 0.31%
55 BERRY PLASTICS GROUP INC 29,000 915,000 0.30%
56 CIT GROUP INC 18,900 904,000 0.30%
57 DOMTAR CORP 22,300 897,000 0.30%
58 AMERISOURCEBERGEN CORP 9,800 884,000 0.29%
59 SANMINA CORPORATION COM 37,300 878,000 0.29%
60 INTEGRATED DEVICE TECHNOLOGY 44,800 878,000 0.29%
61 VINCE HLDG CORP 32,900 860,000 0.29%
62 SEMPRA ENERGY 7,700 857,000 0.28%
63 Linear Technology Corp 18,800 857,000 0.28%
64 DEXCOM INC 15,500 853,000 0.28%
65 GOLAR LNG LTD 23,300 850,000 0.28%
66 TREX CO INC COM 19,700 839,000 0.28%
67 RADIAN GROUP INC 50,200 839,000 0.28%
68 ENPHASE ENERGY INC 58,600 837,000 0.28%
69 Penn Virginia Corp 125,100 836,000 0.28%
70 MACYS INC 12,700 835,000 0.28%
71 ICON PLC 16,300 831,000 0.28%
72 ATMOS ENERGY CORP 14,900 831,000 0.28%
73 NEWELL BRANDS 21,800 830,000 0.28%
74 ORASURE TECHNOLOGIES INC 81,800 829,000 0.27%
75 EURONET WORLDWIDE INC 15,100 829,000 0.27%
76 QIWI PLC 40,800 824,000 0.27%
77 UNISYS CORP 27,500 811,000 0.27%
78 JONES LANG LASALLE 5,400 810,000 0.27%
79 CROWN HOLDINGS INC 15,900 809,000 0.27%
80 LIVANOVA PLC 14,300 796,000 0.26%
81 AMBAC FINL GROUP INC 32,400 794,000 0.26%
82 ROCKWELL COLLINS INC 9,400 794,000 0.26%
83 PENNYMAC MTG INVT TR 37,400 789,000 0.26%
84 BEAZER HOMES USA INC COM NEW 40,300 780,000 0.26%
85 SEMGROUP CORP CL A 11,400 780,000 0.26%
86 COMMSCOPE HLDG COMPANY INCORPORATED 34,000 776,000 0.26%
87 OMEGA HEALTHCARE INVS INC 19,700 770,000 0.26%
88 BRISTOW GROUP INC COM 11,700 770,000 0.26%
89 CRANE CO 13,100 769,000 0.26%
90 PHIBRO ANIMAL HEALTH CORP CL A COM 24,300 767,000 0.25%
91 NRG ENERGY INC 28,400 765,000 0.25%
92 MEAD JOHNSON NUTRITI 7,600 764,000 0.25%
93 DELTA AIRLINES INC DEL 15,500 762,000 0.25%
94 VMWARE INC 9,200 759,000 0.25%
95 BANCO MACRO SA 16,900 739,000 0.25%
96 TIME WARNER INC 8,600 735,000 0.24%
97 NXP SEMICONDUCTORS N V 9,500 726,000 0.24%
98 Nielsen Holdings B.V. 16,200 725,000 0.24%
99 TYLER TECHNOLOGIES INC 6,600 722,000 0.24%
100 EL POLLO LOCO HLDGS INC 36,000 719,000 0.24%
Page 2 of 11

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-15-000691, filed 2015.02.17).

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.