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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 (2016Q2)
Portfolio Summary: 241 holdings with a total value of $71,840,000.
#
Name
Shares
Value ($)
%
Options
Notes
151 PRUDENTIAL FINL INC 2,800 200,000 0.28%
152 DYNEGY INCORPORATED NEW D 11,600 200,000 0.28%
153 LIVE NATION, INC. 8,500 200,000 0.28%
154 MARTEN TRANS LTD COM 10,000 198,000 0.28%
155 CALGON CARBON CORP 14,700 193,000 0.27%
156 3-D SYS CORP DEL 14,000 192,000 0.27%
157 FAIRPOINT COMMUNICATIONS INC COM NEW 12,900 189,000 0.26%
158 ARCHROCK INC COM 19,900 187,000 0.26%
159 FIVE9 INC 15,700 187,000 0.26%
160 HUNTINGTON BANCSHARES INC 20,800 186,000 0.26%
161 ARMADA HOFFLER PPTYS INC 13,500 185,000 0.26%
162 OVERSEAS SHIPHOLDING GROUP I 16,700 184,000 0.26%
163 BOFI HLDG INCORPORATED 10,300 182,000 0.25%
164 BANCO BRADESCO S A 23,100 180,000 0.25%
165 NEXEO SOLUTIONS INC 20,000 180,000 0.25%
166 SILVER BAY RLTY TR CORP 10,500 179,000 0.25%
167 AMBAC FINL GROUP INC 10,900 179,000 0.25%
168 E-Commerce China Dangdang, Inc. Sponsored ADR Class A 29,100 176,000 0.24%
169 EXELIXIS INC 22,500 176,000 0.24%
170 HECLA MNG CO 34,500 176,000 0.24%
171 ACACIA RESH CORP ACACIA TCH COM 39,631 174,000 0.24%
172 MITEL NETWORKS CORP 27,200 171,000 0.24%
173 CEMPRA INC 10,300 170,000 0.24%
174 MBIA INC 24,600 168,000 0.23%
175 NORTHSTAR ASSET 16,500 168,000 0.23%
176 LEXICON PHARMACEUTICALS INC 11,700 168,000 0.23%
177 LIVEPERSON INC 26,100 165,000 0.23%
178 OFG BANCORP COM 19,800 164,000 0.23%
179 KCG HLDGS INC 12,200 162,000 0.23%
180 THIRD PT REINS LTD 13,700 161,000 0.22%
181 GRAPHIC PACKAGING HLDG CO 12,800 161,000 0.22%
182 DAKTRONICS INC 25,300 158,000 0.22%
183 FelCor Lodging Trust Inc 25,100 156,000 0.22%
184 MGIC INVT CORP WIS 25,900 154,000 0.21%
185 APPLIED MICRO CIRCUITS ORD 23,900 153,000 0.21%
186 EXTERRAN CORP 11,900 153,000 0.21%
187 COMPANHIA DE SANEAMENTO BASI 17,000 152,000 0.21%
188 ING GROEP N V 14,700 152,000 0.21%
189 Tesco Corp 22,200 149,000 0.21%
190 REDWOOD TR INC 10,700 148,000 0.21%
191 Meet Group, Inc. 26,800 143,000 0.20%
192 TIMKENSTEEL CORPORATION COM 14,900 143,000 0.20%
193 WP GLIMCHER IN COM 12,800 143,000 0.20%
194 CLIFFS NAT RES INC 25,000 142,000 0.20%
195 TSAKOS ENERGY NAVIGATION LTD 30,000 141,000 0.20%
196 ASHFORD HOSPITALITY TR INC 25,600 137,000 0.19%
197 EXAR CORPORATION 17,000 137,000 0.19%
198 Axovant Sciences LTD 10,500 135,000 0.19%
199 MOBILE TELESYSTEMS PJSC 15,400 128,000 0.18%
200 AMERICAN SUPERCONDUCTOR CORP 15,200 128,000 0.18%
Page 4 of 5

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-004334, filed 2016.08.15).

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.