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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 (2015Q1)
Portfolio Summary: 653 holdings with a total value of $483,123,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 MATTSON TECHNOLOGY INC 12,900 51,000 0.01%
2 APPROACH RESOURCES INC 10,400 69,000 0.01%
3 KRATOS DEFENSE & SECURITY SOLU COM 12,473 69,000 0.01%
4 PDL BIOPHARMA INC 10,400 73,000 0.02%
5 FMSA HLDGS INC. 10,151 73,000 0.02%
6 FIRST BANCORP P R COM NEW 12,700 79,000 0.02%
7 BRIGHTCOVE INC COM 11,100 81,000 0.02%
8 DENBURY RESOURCES INC 11,100 81,000 0.02%
9 ANWORTH MTG ASSET CORP 16,200 82,000 0.02%
10 MERGE HEALTHCARE INC 20,000 89,000 0.02%
11 LAYNE CHRISTENSEN CO 19,400 97,000 0.02%
12 CEMEX SAB DE CV 10,200 97,000 0.02%
13 COBALT INTL ENERGY INC 10,363 98,000 0.02%
14 MANNKIND CORP. 18,813 98,000 0.02%
15 ORASURE TECHNOLOGIES INC 15,250 100,000 0.02%
16 AVON PRODS INC 12,600 101,000 0.02%
17 NOVAVAX INC COM 13,800 114,000 0.02%
18 WILSHIRE BANCORP INC 11,700 117,000 0.02%
19 PREFERRED APT CMNTYS INC COM 11,300 122,000 0.03%
20 NeoPhotonics Corp 18,600 126,000 0.03%
21 SRC ENERGY INC 10,700 127,000 0.03%
22 PERNIX THERAPEUTICS HLDGS IN 12,100 129,000 0.03%
23 CONTROLADORA VUELA CIA DE AV 11,700 130,000 0.03%
24 KOSMOS ENERGY LTD SHS 16,700 132,000 0.03%
25 ICICI BANK LIMITED 12,800 133,000 0.03%
26 FRANKLIN STREET PPTY CP 10,400 133,000 0.03%
27 GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 12,400 135,000 0.03%
28 CALLAWAY GOLF CO 14,500 138,000 0.03%
29 DENNYS CORP COM 12,700 145,000 0.03%
30 Royal Gold Inc 11,400 147,000 0.03%
31 CAREER EDUCATION CRP 29,637 149,000 0.03%
32 REGIONS FINANCIAL CORP NEW 16,000 151,000 0.03%
33 AMKOR TECHNOLOGY INC 17,435 154,000 0.03%
34 LEJU HLDGS LTD 19,400 154,000 0.03%
35 IGI LABS INC 19,300 157,000 0.03%
36 AMERICAN RLTY CAP PPTYS INC 16,500 163,000 0.03%
37 SHIP FINANCE INTERNATIONAL L 11,300 167,000 0.03%
38 WEIGHT WATCHERS INTL INC NEW 24,100 168,000 0.03%
39 THIRD PT REINS LTD 11,900 168,000 0.03%
40 NET 1 UEPS TECHNOLOGIES INC 12,367 169,000 0.03%
41 RESOLUTE FST PRODS INC 10,000 173,000 0.04%
42 INTELSAT S A COM 14,550 175,000 0.04%
43 CONATUS PHARMACEUTICALS INC 24,800 177,000 0.04%
44 ISTAR INC COM 13,600 177,000 0.04%
45 PLY GEM HOLDINGS INC 13,600 177,000 0.04%
46 FORESTAR GROUP INC COM 11,450 181,000 0.04%
47 INTREPID POTASH INC 15,690 181,000 0.04%
48 FelCor Lodging Trust Inc 16,000 184,000 0.04%
49 OMEGA PROTEIN CORP COM 13,600 186,000 0.04%
50 BANKRATE INC DEL COM 16,597 188,000 0.04%
Page 1 of 14

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-15-001258, filed 2015.05.15).

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.