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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
151 MELLANOX TECHNOLOGIES LTD 17,522 662,000 0.19%
152 CYBERARK SOFTWARE LTD 13,200 662,000 0.19%
153 ABBOTT LABS 16,439 661,000 0.19%
154 A O SMITH 10,100 658,000 0.19%
155 SKYWORKS SOLUTIONS INC 7,800 657,000 0.19%
156 CINTAS CORP 7,600 652,000 0.18%
157 InterDigital Inc 23,900 651,000 0.18%
158 AUTOZONE INC 900 651,000 0.18%
159 MRC GLOBAL 58,300 650,000 0.18%
160 SWIFT TRANSN CO 43,162 648,000 0.18%
161 LANNET INC COM NEW 15,600 648,000 0.18%
162 SCHLUMBERGER LTD 9,200 635,000 0.18%
163 KT CORP 48,100 629,000 0.18%
164 Liberty Media Ser A 17,600 629,000 0.18%
165 BRASKEM S A SP ADR PFD A 73,800 622,000 0.18%
166 NEWELL BRANDS 15,600 619,000 0.17%
167 PIPER JAFFRAY COS 17,051 617,000 0.17%
168 COMMUNITY HEALTH SYS INC NEW 14,400 616,000 0.17%
169 PUBLIC STORAGE 2,900 614,000 0.17%
170 MEMORIAL RESOURCE DEV CORP 34,501 607,000 0.17%
171 BOFI HLDG INCORPORATED 4,700 606,000 0.17%
172 COLLEGIUM PHARMACEUTICAL INC COM 27,300 604,000 0.17%
173 SKECHERS U S A INC 4,500 603,000 0.17%
174 POST HLDGS INC 10,200 603,000 0.17%
175 EQUINIX INC 2,200 601,000 0.17%
176 VERISIGN INC 8,500 600,000 0.17%
177 PERRY ELLIS INTL INC 27,332 600,000 0.17%
178 COOPER COS INC 4,000 595,000 0.17%
179 TEXTRON INC 15,800 595,000 0.17%
180 ANIKA THERAPEUTICS INC 18,648 594,000 0.17%
181 ZIMMER BIOMET HLDGS INC 6,308 593,000 0.17%
182 SYNAPTICS INC 7,187 593,000 0.17%
183 SVB FINANCIAL GROUP 5,082 587,000 0.17%
184 WABASH NATL CORP 54,700 579,000 0.16%
185 UNITED TECHNOLOGIES CORP 6,500 578,000 0.16%
186 YELP INC 26,686 578,000 0.16%
187 Syntel Inc Com 12,700 575,000 0.16%
188 MCKESSON CORP 3,100 574,000 0.16%
189 ALIGN TECHNOLOGY INC 10,100 573,000 0.16%
190 BARNES GROUP INC COM 15,863 572,000 0.16%
191 LOWES COS INC 8,300 572,000 0.16%
192 OXFORD INDS INC COM 7,742 572,000 0.16%
193 NeoPhotonics Corp 83,623 569,000 0.16%
194 STAPLES INC 48,300 567,000 0.16%
195 MENS WEARHOUSE INC 13,300 566,000 0.16%
196 AFFILIATED MANAGERS GROUP 3,300 564,000 0.16%
197 OM ASSET MGMT PLC SHS 36,419 562,000 0.16%
198 WORTHINGTON INDS INC 21,200 561,000 0.16%
199 58 COM INC 11,900 560,000 0.16%
200 CBRE GROUP INC 17,300 554,000 0.16%
Page 4 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.