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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 (2014Q4)
Portfolio Summary: 544 holdings with a total value of $301,479,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 CHRISTOPHER & BANKS CORP 10,200 58,000 0.02%
2 SEVENTY SEVEN ENERGY INC - escrow shares 11,000 60,000 0.02%
3 GOLD FIELDS LTD NEW 14,800 67,000 0.02%
4 VALE S A 10,000 73,000 0.02%
5 FIRST BANCORP P R COM NEW 12,400 73,000 0.02%
6 W T OFFSHORE INC 10,000 73,000 0.02%
7 ORGANOVO HLDGS INC 10,400 75,000 0.02%
8 EMULEX CORP 13,800 78,000 0.03%
9 PACIFIC BIOSCIENCES CALIF IN 10,000 78,000 0.03%
10 BANCO SANTANDER BRASIL S A 16,462 83,000 0.03%
11 COEUR MNG INC 17,100 87,000 0.03%
12 KRATOS DEFENSE & SECURITY SOLU COM 17,400 87,000 0.03%
13 CAREER EDUCATION CRP 12,800 89,000 0.03%
14 ANGLOGOLD ASHANTI LIMITED 10,300 90,000 0.03%
15 TRIANGLE PETE CORP 19,100 91,000 0.03%
16 E-HOUSE CHINA HOLDINGS 12,700 92,000 0.03%
17 STMICROELECTRONICS N V 12,300 92,000 0.03%
18 VIRNETX HLDG CORP 17,300 95,000 0.03%
19 PROCERA NETWORKS INC 13,900 100,000 0.03%
20 WILSHIRE BANCORP INC 10,000 101,000 0.03%
21 PERFORMANT FINL CORP 15,300 102,000 0.03%
22 ChinaCache International Holdi 11,300 104,000 0.03%
23 GRAN TIERRA ENERGY INC 27,200 105,000 0.03%
24 COMSTOCK RES INC COM NEW 16,200 110,000 0.04%
25 REX ENERGY CORPORATION 21,700 111,000 0.04%
26 LIQUIDITY SERVICES INC 14,000 114,000 0.04%
27 BGC PARTNERS INC 12,500 114,000 0.04%
28 HALOZYME THERAPEUTICS INC 12,200 118,000 0.04%
29 APPLIED MICRO CIRCUITS ORD 18,300 119,000 0.04%
30 PENNEY J C 19,200 124,000 0.04%
31 BANC OF CALIFORNIA INC COM 11,100 127,000 0.04%
32 VOXELJET AG 15,700 127,000 0.04%
33 KCG HLDGS INC 11,200 130,000 0.04%
34 FelCor Lodging Trust Inc 12,400 134,000 0.04%
35 Gramercy Property Trust 19,600 135,000 0.04%
36 PMC-SIERRA INC 14,900 136,000 0.05%
37 TTM TECHNOLOGIES 18,100 136,000 0.05%
38 LATTICE SEMICONDUCTOR CORP 20,200 139,000 0.05%
39 SKYWEST INC 10,500 139,000 0.05%
40 RENEWABLE ENERGY GROUP INC 14,400 140,000 0.05%
41 CEDAR REALTY TRUST INC COM NEW 19,200 141,000 0.05%
42 Royal Gold Inc 11,700 141,000 0.05%
43 JA SOLAR HOLDINGS COMPANY LIMITED SPON ADR REP5ORD 17,300 142,000 0.05%
44 TIVO INC 12,000 142,000 0.05%
45 DENNYS CORP COM 14,300 147,000 0.05%
46 SPORTSMANS WAREHOUSE 20,500 150,000 0.05%
47 BLUCORA INC 11,000 152,000 0.05%
48 AVIANCA HLDGS SA 13,000 152,000 0.05%
49 ROCKWELL MED INC 15,100 155,000 0.05%
50 CTC Media, Inc. 31,900 155,000 0.05%
Page 1 of 11

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-15-000691, filed 2015.02.17).

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.