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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 (2016Q1)
Portfolio Summary: 476 holdings with a total value of $233,178,000.
#
Name
Shares
Value ($)
%
Options
Notes
451 HALOZYME THERAPEUTICS INC 15,000 142,000 0.06%
452 FIVE9 INC 15,700 140,000 0.06%
453 BARRICK GOLD CORP 10,200 139,000 0.06%
454 SCORPIO TANKERS INC 21,800 127,000 0.05%
455 TELEFONICA BRASIL SA 10,000 125,000 0.05%
456 NOVAVAX INC COM 23,600 122,000 0.05%
457 EXACT SCIENCES CORP 18,000 121,000 0.05%
458 BELLICUM PHARMACEUTICALS INCORPORATED 12,800 120,000 0.05%
459 AVALANCHE BIOTECHNOLOGIES IN 22,400 116,000 0.05%
460 GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 12,600 114,000 0.05%
461 EMCORE CORP 22,851 114,000 0.05%
462 A10 NETWORKS INC 19,000 112,000 0.05%
463 TRONOX LTD SHS CL A 17,400 111,000 0.05%
464 PIER 1 IMPORTS INC 15,700 110,000 0.05%
465 COSTAMARE INC 12,200 109,000 0.05%
466 TTM TECHNOLOGIES 15,600 104,000 0.04%
467 CHEMOURS CO 14,700 103,000 0.04%
468 MITSUBISHI UFJ FINL GROUP INCORPORATED SPONSORED ADR 21,400 98,000 0.04%
469 TUESDAY MORNING CORP 11,600 95,000 0.04%
470 APPLIED MICRO CIRCUITS ORD 14,200 92,000 0.04%
471 ARDMORE SHIPPING CORP COM 10,400 88,000 0.04%
472 REGULUS THERAPEUTICS INC COM 12,700 88,000 0.04%
473 CARA THERAPEUTICS INC 13,700 85,000 0.04%
474 MANITOWOC INC COM 19,600 85,000 0.04%
475 ENOVA INTL INC COM 12,900 81,000 0.03%
476 NMI HLDGS INC CL A 15,000 76,000 0.03%
Page 10 of 10

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-003849, filed 2016.05.16).

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.