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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 (2015Q3)
Portfolio Summary: 676 holdings with a total value of $355,019,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 TAIWAN SEMICONDUCTOR MFG LTD 56,800 1,179,000 0.33%
52 YOUKU TUDOU INC 65,600 1,157,000 0.33%
53 UNIVERSAL INS HLDGS INC 39,125 1,156,000 0.33%
54 OWENS CORNING NEW 27,500 1,153,000 0.32%
55 HAWAIIAN HOLDINGS INC COM 45,964 1,134,000 0.32%
56 AMEDISYS INC COM 29,709 1,128,000 0.32%
57 FACTSET RESH SYS INC 7,000 1,119,000 0.32%
58 EBAY INC 45,800 1,119,000 0.32%
59 BRIGGS & STRATTON CORP 57,639 1,113,000 0.31%
60 SCOTTS MIRACLE-GRO CO 18,249 1,110,000 0.31%
61 MANHATTAN ASSOCIATES INC 17,800 1,109,000 0.31%
62 EVERCORE PARTNERS INC 21,850 1,098,000 0.31%
63 STEEL DYNAMICS INC 63,700 1,094,000 0.31%
64 F5 NETWORKS INC 9,400 1,089,000 0.31%
65 American Capital Agency 57,600 1,077,000 0.30%
66 WHITEWAVE FOODS CO 26,800 1,076,000 0.30%
67 VISA INC 15,400 1,073,000 0.30%
68 EAST WEST BANCORP INC 27,700 1,064,000 0.30%
69 FIDELITY NATIONAL FINANCIAL 29,300 1,039,000 0.29%
70 INTEGRATED DEVICE TECHNOLOGY 50,900 1,033,000 0.29%
71 CENTRAL GARDEN & PET CO COM 66,775 1,033,000 0.29%
72 HUBBELL INC CLASS B 12,000 1,019,000 0.29%
73 TOWER SEMICONDUCTOR LTD 78,829 1,015,000 0.29%
74 INFINERA CORPORATION 51,900 1,015,000 0.29%
75 WALKER & DUNLOP INC COM 38,500 1,004,000 0.28%
76 EARTHLINK HOLDINGS ORD 128,700 1,001,000 0.28%
77 NORDIC AMERICAN TANKERS LIMI 65,551 996,000 0.28%
78 NU SKIN ENTERPRISES INC 23,400 966,000 0.27%
79 JABIL INC COM 43,200 966,000 0.27%
80 SIMON PPTY GROUP INC NEW 5,213 958,000 0.27%
81 RALPH LAUREN CORP 8,100 957,000 0.27%
82 SYNGENTA AG 15,000 957,000 0.27%
83 KENNAMETAL INC 38,400 956,000 0.27%
84 CENTRAL GARDEN & PET CO 58,702 946,000 0.27%
85 BERRY PLASTICS GROUP INC 30,800 926,000 0.26%
86 VERIFONE SYS INC 32,921 913,000 0.26%
87 SOTHEBYS 28,500 911,000 0.26%
88 GNC HLDGS INC 22,500 909,000 0.26%
89 Mueller Industries Inc 141,059 906,000 0.26%
90 FIVE BELOW INC 26,700 897,000 0.25%
91 MEAD JOHNSON NUTRITI 12,700 894,000 0.25%
92 B/E AEROSPACE INC 20,300 891,000 0.25%
93 KATE SPADE & CO 46,300 885,000 0.25%
94 DSW INC CL A 34,900 883,000 0.25%
95 MERCADOLIBRE INC 9,700 883,000 0.25%
96 ALLIANCE DATA SYSTEMS CORP 3,400 881,000 0.25%
97 HUNT J B TRANS SVCS INC 12,200 871,000 0.25%
98 IHS INC A 7,500 870,000 0.25%
99 NUTRI SYS INC NEW 32,786 869,000 0.24%
100 HARRIS CORP 11,852 867,000 0.24%
Page 2 of 14

Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001085146-16-003878, filed 2016.05.27).

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.