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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
201 Amber Road Inc 16,500 127,000 0.18%
202 WINDSTREAM HLDGS INC 13,400 124,000 0.17%
203 ENVIRI CORP COM 18,300 122,000 0.17%
204 FERROGLOBE PLC SHS 13,900 120,000 0.17%
205 ON SEMICONDUCTOR CORP 13,600 120,000 0.17%
206 CORCEPT THERAPEUTICS INC 21,700 118,000 0.16%
207 IRIDIUM COMMUNICATIONS INC 13,100 116,000 0.16%
208 AMICUS THERAPEUTICS INC COM 21,000 115,000 0.16%
209 CARBONITE INC COM 11,600 113,000 0.16%
210 KARYOPHARM THERAPEUTICS INC COM 16,200 109,000 0.15%
211 CNH INDL N V 15,200 109,000 0.15%
212 Park Sterling Corp 15,200 108,000 0.15%
213 DICE HOLDINGS INC 17,200 107,000 0.15%
214 SILICON GRAPHICS INTL CORP 21,200 107,000 0.15%
215 SRC ENERGY INC 15,600 104,000 0.14%
216 WENDYS CO 10,800 104,000 0.14%
217 BILL BARRETT CP 16,100 103,000 0.14%
218 VONAGE HLDGS CORP 16,600 101,000 0.14%
219 MCDERMOTT INTL INC 18,100 89,000 0.12%
220 INTRALINKS HLDGS INC 13,600 88,000 0.12%
221 SANGAMO THERAPEUTICS INCORPORATED 15,100 87,000 0.12%
222 TG THERAPEUTICS INC COM 14,300 87,000 0.12%
223 STEIN MART INC 11,300 87,000 0.12%
224 DAWSON GEOPHYSICAL CO NEW 10,400 85,000 0.12%
225 SANCHEZ ENERGY CORP COM 11,400 80,000 0.11%
226 NORTHERN OIL & GAS INC NEV 17,000 79,000 0.11%
227 PIER 1 IMPORTS INC 14,700 76,000 0.11%
228 RESOLUTE FST PRODS INC 14,447 76,000 0.11%
229 ZIOPHARM ONCOLOGY INC 13,300 73,000 0.10%
230 CALIX INC COM 10,500 73,000 0.10%
231 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - 15,000 72,000 0.10%
232 RUBY TUESDAY INC COM 19,700 71,000 0.10%
233 RADISYS CORP COM 15,400 69,000 0.10%
234 SLM CORP 10,800 67,000 0.09%
235 KINROSS GOLD CORP 13,700 67,000 0.09%
236 GAIN CAP HLDGS INC 10,300 65,000 0.09%
237 NEWPARK RES INC COM PAR $.01NEW 10,900 63,000 0.09%
238 ANWORTH MTG ASSET CORP 13,500 63,000 0.09%
239 OCULAR THERAPEUTIX INC 11,000 54,000 0.08%
240 Cincinnati Bell Inc 11,900 54,000 0.08%
241 PIONEER ENERGY SVCS CORP 11,600 53,000 0.07%
Page 5 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.