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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 (2014Q2)
Portfolio Summary: 424 holdings with a total value of $213,758,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 Lloyds Banking Group Plc 14,100 72,000 0.03%
2 RADNET INC COM 11,000 73,000 0.03%
3 RITE AID CORP 10,600 76,000 0.04%
4 Sunesis Pharmaceuticals I 12,300 80,000 0.04%
5 WALTER ENERGY INC COM 14,900 81,000 0.04%
6 FRONTIER COMMUNICATIONS CORP 14,200 83,000 0.04%
7 SHANDA GAMES LTD 12,700 84,000 0.04%
8 MEADOWBROOK INSURA 12,200 88,000 0.04%
9 EMERALD OIL INC 11,600 89,000 0.04%
10 KOFAX LTD 10,600 91,000 0.04%
11 NQ MOBILE INC 15,900 98,000 0.05%
12 LEAPFROG ENTERPRISES INC 13,600 100,000 0.05%
13 Kite Realty Group TRUS 16,400 101,000 0.05%
14 POZEN INC 12,100 101,000 0.05%
15 SHORETEL INC 15,900 104,000 0.05%
16 CHRISTOPHER & BANKS CORP 12,000 105,000 0.05%
17 XCERRA CORP 11,800 107,000 0.05%
18 RUBY TUESDAY INC COM 14,100 107,000 0.05%
19 TRAVELCENTERS AMER LLC 12,000 107,000 0.05%
20 ENZO BIOCHEM INC 21,600 113,000 0.05%
21 MAXLINEAR INC COM 11,600 117,000 0.05%
22 SPIRIT RLTY CAP INC NEW 10,400 118,000 0.06%
23 INNERWORKINGS INC 14,000 119,000 0.06%
24 UNIVERSAL AMERN CORP NEW 14,300 119,000 0.06%
25 PEP BOYS MANNY MOE & JACK 10,500 120,000 0.06%
26 ENTRAVISION COMMUNICATIONS C 19,500 121,000 0.06%
27 FelCor Lodging Trust Inc 12,200 128,000 0.06%
28 Qorvo Inc 13,600 130,000 0.06%
29 SAFE BULKERS INC 13,500 132,000 0.06%
30 IGI LABS INC 25,100 133,000 0.06%
31 NEWPARK RES INC COM PAR $.01NEW 10,900 136,000 0.06%
32 HALOZYME THERAPEUTICS INC 13,900 137,000 0.06%
33 EXCO RESOURCES INC 23,477 138,000 0.06%
34 NEWCASTLE INVESTMENT CORP 28,900 138,000 0.06%
35 AMERICAN RLTY CAP PPTYS INC 11,000 138,000 0.06%
36 Royal Gold Inc 11,700 139,000 0.07%
37 FIRST BANCORP P R COM NEW 25,500 139,000 0.07%
38 SPRINT CORP 16,800 143,000 0.07%
39 AFFYMETRIX INCOC-CAP STK CASH MGREFF 4/1/16 1 OLDUSD 14.00 PER SHARE 16,100 143,000 0.07%
40 HARMONIC INC 19,400 145,000 0.07%
41 RAMBUS INC DEL 10,400 149,000 0.07%
42 ASTORIA FINL CORPORATION 11,300 152,000 0.07%
43 EZCORP INC CL A NON VTG 13,500 156,000 0.07%
44 FORMFACTOR INC COM 19,000 158,000 0.07%
45 ENDURANCE INTL GROUP HLDGS I 10,400 159,000 0.07%
46 REGIS CORP MINN COM 11,800 166,000 0.08%
47 BRASKEM S A SP ADR PFD A 13,000 167,000 0.08%
48 Penn Virginia Corp 10,000 170,000 0.08%
49 PENN ENTERTAINMENT INC COM 14,200 172,000 0.08%
50 PACIFIC BIOSCIENCES CALIF IN 28,100 174,000 0.08%
Page 1 of 9

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-14-001734, filed 2014.08.14).

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.