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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
101 DELEK US HLDGS INC COM 27,000 994,000 0.24%
102 TTM TECHNOLOGIES 99,482 994,000 0.24%
103 BITAUTO HLDGS LIMITED SPONSORED ADS 19,000 970,000 0.24%
104 EXPEDIA INC DEL 8,852 968,000 0.24%
105 NEW RESIDENTIAL INVT CORP COM NEW 63,300 965,000 0.24%
106 SALESFORCE COM INC 13,699 954,000 0.23%
107 ARCHER DANIELS MIDLAND CO 19,500 940,000 0.23%
108 DST SYS INC DEL 7,335 924,000 0.23%
109 FOSSIL GROUP INC 13,300 922,000 0.23%
110 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 83,500 919,000 0.22%
111 TIME WARNER INC 10,400 909,000 0.22%
112 DEUTSCHE BANK AG 30,088 907,000 0.22%
113 FRESH MKT INC 27,979 899,000 0.22%
114 XPO LOGISTICS INC 19,900 899,000 0.22%
115 GOLDMAN SACHS GROUP INC 4,300 898,000 0.22%
116 LANDSTAR SYS INC COM 13,409 897,000 0.22%
117 NORD ANGLIA EDUCATION INC 36,438 893,000 0.22%
118 COMMERCIAL METALS CO COM 55,500 892,000 0.22%
119 NASDAQ OMX GROUP 18,200 888,000 0.22%
120 DOLBY LABORATORIES INC 22,000 873,000 0.21%
121 GROUPON INC 173,573 873,000 0.21%
122 NET 1 UEPS TECHNOLOGIES INC 47,200 863,000 0.21%
123 PRUDENTIAL FINL INC 9,800 858,000 0.21%
124 NAUTILUS INC 39,577 851,000 0.21%
125 THIRD PT REINS LTD 57,200 844,000 0.21%
126 ZELTIQ AESTHETICS INC 28,617 843,000 0.21%
127 F5 NETWORKS INC 7,000 842,000 0.21%
128 CINTAS CORP 9,900 837,000 0.20%
129 TESORO CORP 9,900 836,000 0.20%
130 UNIVERSAL INS HLDGS INC 34,400 832,000 0.20%
131 UGI CORP NEW 24,092 830,000 0.20%
132 AVAGO TECHNOLOGIES LTD SHS 6,200 824,000 0.20%
133 COCA COLA FEMSA S A B DE C V 10,100 802,000 0.20%
134 SIGMA DESIGNS INC COM 67,156 801,000 0.20%
135 VERIFONE SYS INC 23,500 798,000 0.20%
136 ATLAS AIR WORLDWIDE HLDGS IN 14,500 797,000 0.19%
137 SANMINA CORPORATION COM 39,500 796,000 0.19%
138 AERCAP HOLDINGS NV 17,007 779,000 0.19%
139 MANHATTAN ASSOCIATES INC 12,900 769,000 0.19%
140 INTERDIGITAL INC 13,484 767,000 0.19%
141 TARGET CORP 9,400 767,000 0.19%
142 ENSIGN GROUP INC 15,000 766,000 0.19%
143 IMPERVA INC 11,293 765,000 0.19%
144 LINCOLN NATL CORP IND 12,900 764,000 0.19%
145 NUCOR CORP 17,300 762,000 0.19%
146 SYNCHRONY FINL 22,900 754,000 0.18%
147 CASH AMER INTL 28,804 754,000 0.18%
148 HAWAIIAN HOLDINGS INC COM 31,702 753,000 0.18%
149 8X8 INC NEW COM 83,038 744,000 0.18%
150 MAGNA INTL INC 13,190 740,000 0.18%
Page 3 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.