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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 (2015Q2)
Portfolio Summary: 663 holdings with a total value of $408,999,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 CF INDS HLDGS INC 22,800 1,466,000 0.36%
52 WORLD ACCEP CORPORATION COM 23,791 1,463,000 0.36%
53 GENERAL CABLE CORP DEL NEW 74,000 1,460,000 0.36%
54 MOLINA HEALTHCARE INC 20,580 1,447,000 0.35%
55 WILLIS TOWERS WATSON PLC 30,600 1,435,000 0.35%
56 CREDICORP LTD 10,310 1,432,000 0.35%
57 SPIRIT AEROSYSTEMS HLDGS INC 25,500 1,405,000 0.34%
58 Ashland Inc New 11,400 1,390,000 0.34%
59 GENWORTH FINL INC 182,100 1,378,000 0.34%
60 VULCAN MATLS CO 16,100 1,351,000 0.33%
61 EXPEDITORS INTL WASH INC 29,100 1,342,000 0.33%
62 SEALED AIR CORP NEW 25,600 1,315,000 0.32%
63 RITCHIE BROS AUCTIONEERS 46,495 1,298,000 0.32%
64 HD SUPPLY HLDGS INCORPORATED 36,800 1,295,000 0.32%
65 MERCADOLIBRE INC 8,900 1,261,000 0.31%
66 RACKSPACE HOSTING INC 33,679 1,253,000 0.31%
67 NEWMONT CORP 53,600 1,252,000 0.31%
68 CARMAX INC 18,800 1,245,000 0.30%
69 LENDINGTREE INC NEW COM 15,754 1,238,000 0.30%
70 PENTAIR PLC 17,982 1,236,000 0.30%
71 YOUKU TUDOU INC 50,200 1,231,000 0.30%
72 LG DISPLAY CO LTD 105,900 1,227,000 0.30%
73 On Assignment Inc 30,600 1,202,000 0.29%
74 CIENA CORP 50,600 1,198,000 0.29%
75 GREENHILL & CO INC COM 28,900 1,194,000 0.29%
76 BLOCK H & R INC 40,236 1,193,000 0.29%
77 GILEAD SCIENCES INC 9,900 1,159,000 0.28%
78 BRANDYWINE RLTY TR 86,900 1,154,000 0.28%
79 SPDR S&P 500 ETF TR 5,600 1,153,000 0.28%
80 EAST WEST BANCORP INC 25,700 1,152,000 0.28%
81 GOPRO INC 21,700 1,144,000 0.28%
82 MGIC INVT CORP WIS 100,400 1,143,000 0.28%
83 LOWES COS INC 16,900 1,132,000 0.28%
84 UNITED CONTL HLDGS INC 21,300 1,129,000 0.28%
85 SHAKE SHACK INC 18,447 1,112,000 0.27%
86 Alcoa 99,500 1,109,000 0.27%
87 ATWOOD OCEANICS INC 41,200 1,089,000 0.27%
88 ON SEMICONDUCTOR CORP 92,504 1,081,000 0.26%
89 AUTOHOME INC 21,200 1,071,000 0.26%
90 ABBVIE INC 15,900 1,068,000 0.26%
91 SIGNATURE BANK 7,200 1,054,000 0.26%
92 CROWN CASTLE INTL CORP NEW 13,088 1,051,000 0.26%
93 HERITAGE INS HLDGS INC COM 45,401 1,044,000 0.26%
94 WESTERN REFNG INC 23,900 1,043,000 0.26%
95 NUTRI SYS INC NEW 41,498 1,032,000 0.25%
96 SIGMA ALDRICH 7,300 1,017,000 0.25%
97 ROBERT HALF INTL INC 18,100 1,005,000 0.25%
98 COMCAST CORP NEW 16,700 1,001,000 0.24%
99 JACK IN THE BOX INC 11,339 1,000,000 0.24%
100 LULULEMON ATHLETICA INC 15,300 999,000 0.24%
Page 2 of 14

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-15-001836, filed 2015.08.14).

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.