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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 (2015Q1)
Portfolio Summary: 653 holdings with a total value of $483,123,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 WHIRLPOOL CORP 9,000 1,819,000 0.38%
52 INVESTMENT TECHNOLOGY GRP NEW 58,000 1,758,000 0.36%
53 TATA MTRS LTD 38,000 1,712,000 0.35%
54 BARNES & NOBLE INC 72,100 1,712,000 0.35%
55 SILICON MOTION TECHN 62,800 1,688,000 0.35%
56 COOPER TIRE RUBR CO 39,400 1,688,000 0.35%
57 PENNEY J C 198,300 1,668,000 0.35%
58 DEPOMED INC 74,100 1,661,000 0.34%
59 GOODYEAR TIRE & RUBR CO 60,700 1,644,000 0.34%
60 WABASH NATL CORP 116,400 1,641,000 0.34%
61 PACIFIC ETHANOL INC 150,400 1,623,000 0.34%
62 CRITEO S A 40,800 1,612,000 0.33%
63 SHIRE PLC 6,700 1,603,000 0.33%
64 GOPRO INC 36,900 1,602,000 0.33%
65 BRUNSWICK CORP 30,800 1,585,000 0.33%
66 MERCADOLIBRE INC 12,900 1,581,000 0.33%
67 AVALONBAY COMM 8,800 1,533,000 0.32%
68 VINCE HLDG CORP 82,000 1,521,000 0.31%
69 MICRON TECHNOLOGY INC 54,700 1,484,000 0.31%
70 SYNOPSYS INC 36,800 1,482,000 0.31%
71 COLUMBIA SPORTSWEAR CO 24,100 1,468,000 0.30%
72 LAMAR ADVERTISING CO NEW CL A 24,700 1,464,000 0.30%
73 BROADCOM CORP CL A 33,000 1,429,000 0.30%
74 AMTRUST FINL SVCS INC 24,700 1,408,000 0.29%
75 MEAD JOHNSON NUTRITI 14,000 1,407,000 0.29%
76 STAPLES INC 86,300 1,405,000 0.29%
77 STRATEGIC HOTELS & RESORTS I 110,500 1,374,000 0.28%
78 CHEMED CORP NEW COM 11,500 1,373,000 0.28%
79 TIMKEN CO COM 32,500 1,370,000 0.28%
80 LEVEL 3 COMM 25,300 1,362,000 0.28%
81 TARGA RES CORP 14,200 1,360,000 0.28%
82 World Wrestling Entertainment Inc 97,000 1,359,000 0.28%
83 TWENTY FIRST CENTY FOX INC 40,100 1,357,000 0.28%
84 UNIVERSAL CORP VA 28,600 1,349,000 0.28%
85 ENPHASE ENERGY INC 101,500 1,339,000 0.28%
86 FIVE BELOW INC 37,500 1,334,000 0.28%
87 Blackhawk Network 37,500 1,333,000 0.28%
88 PILGRIMS PRIDE CORP NEW 58,900 1,331,000 0.28%
89 SOTHEBYS 31,300 1,323,000 0.27%
90 EMBRAER S A 43,000 1,322,000 0.27%
91 CARMAX INC 19,000 1,311,000 0.27%
92 AU OPTRONICS CORP 258,000 1,293,000 0.27%
93 FRONTIER COMMUNICATIONS CORP 181,100 1,277,000 0.26%
94 QIWI PLC 52,800 1,268,000 0.26%
95 SIGNET JEWELERS LIMITED 8,927 1,239,000 0.26%
96 SPROUTS FMRS MKT INC 34,600 1,219,000 0.25%
97 KATE SPADE & CO 36,200 1,209,000 0.25%
98 ENEL AMERICAS S A 74,200 1,206,000 0.25%
99 ROVI CORP COM EXCHANGEDFOR CU 65,500 1,193,000 0.25%
100 COMMUNITY HEALTH SYS INC NEW 22,800 1,192,000 0.25%
Page 2 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.