Dark
Light
System
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 (2015Q1)
Portfolio Summary: 653 holdings with a total value of $483,123,000.
#
Name
Shares
Value ($)
%
Options
Notes
201 CNH INDL N V 81,600 666,000 0.14%
202 DELTA AIRLINES INC DEL 14,800 665,000 0.14%
203 VOYA FINANCIAL INC 15,400 664,000 0.14%
204 FREIGHTCAR AMERICA INC 20,900 657,000 0.14%
205 CUBIC CORP COM 12,700 657,000 0.14%
206 HARRIS CORP 8,300 654,000 0.14%
207 AMERICAN AIRLS GROUP INC 12,400 654,000 0.14%
208 JANUS CAP GROUP INC 38,000 653,000 0.14%
209 GILEAD SCIENCES INC 6,600 648,000 0.13%
210 BRISTOW GROUP INC COM 11,900 648,000 0.13%
211 LG DISPLAY CO LTD 45,300 648,000 0.13%
212 CINTAS CORP 7,800 637,000 0.13%
213 CARTERS INC 6,800 629,000 0.13%
214 PAYCHEX INC 9,500 628,000 0.13%
215 GUIDEWIRE SOFTWARE INC 11,900 626,000 0.13%
216 CANADIAN SOLAR INC 18,700 624,000 0.13%
217 TRACTOR SUPPLY CO 7,300 621,000 0.13%
218 AIR METHODS CORP 13,300 620,000 0.13%
219 SIERRA WIRELESS INC 18,700 619,000 0.13%
220 ATWOOD OCEANICS INC 22,000 618,000 0.13%
221 MAIDEN HOLDINGS LTD 41,700 618,000 0.13%
222 KIRKLANDS INC COM 26,000 618,000 0.13%
223 EQUITY RESIDENTIAL 7,900 615,000 0.13%
224 NEWLINK GENETICS CORP COM 11,100 607,000 0.13%
225 FINISH LINE INC CL A 24,600 603,000 0.12%
226 BRADY CORP 21,200 600,000 0.12%
227 VistaPrint NV 7,100 599,000 0.12%
228 ALLIANT ENERGY CORP 9,500 599,000 0.12%
229 ENERSYS 9,300 597,000 0.12%
230 Parkway Properties Inc 34,400 597,000 0.12%
231 GEO GROUP INC NEW 13,600 595,000 0.12%
232 ACCO BRANDS CORPORATION COM 71,300 593,000 0.12%
233 DOMINOS PIZZA INC 5,900 593,000 0.12%
234 CIRRUS LOGIC INC 17,800 592,000 0.12%
235 AETNA INC NEW 5,500 586,000 0.12%
236 SUNSTONE HOTEL INVESTORS REIT 35,000 583,000 0.12%
237 CITIGROUPINC 11,300 582,000 0.12%
238 ING GROEP N V 39,800 581,000 0.12%
239 SUCAMPO PHARMACEUTICALS INCORPORATED CLASS A 37,300 580,000 0.12%
240 SPDR S&P 500 ETF TR 2,800 578,000 0.12%
241 STERIS PLC 8,200 576,000 0.12%
242 PROLOGIS INC 13,200 575,000 0.12%
243 CITIZENS FINL GROUP INC 23,700 572,000 0.12%
244 Servicemaster Global Hldgs I 16,900 570,000 0.12%
245 UNITED THERAPEUTICS CORP DEL 3,300 569,000 0.12%
246 FORMFACTOR INC COM 64,100 569,000 0.12%
247 RBC BEARINGS INC 7,400 566,000 0.12%
248 CDW CORP 15,200 566,000 0.12%
249 ALLERGAN PLC 1,900 565,000 0.12%
250 LEGGETT &PLATT INC 12,200 562,000 0.12%
Page 5 of 14

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-15-001258, filed 2015.05.15).

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.