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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 (2016Q4)
Portfolio Summary: 519 holdings with a total value of $655,601,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 KEMET CORP COM NEW 10,700 71,000 0.01%
2 MCDERMOTT INTL INC 10,000 74,000 0.01%
3 ZAGG INCORPORATED 10,400 74,000 0.01%
4 ARCELORMITTAL SA LUXEMBOURG 10,600 77,000 0.01%
5 MITEK SYS INC 12,900 79,000 0.01%
6 AEGON N V 14,400 80,000 0.01%
7 CONFORMIS INCORPORATED 10,000 81,000 0.01%
8 FelCor Lodging Trust Inc 10,300 83,000 0.01%
9 ASHFORD HOSPITALITY TR INC 10,800 84,000 0.01%
10 PIONEER ENERGY SVCS CORP 12,300 84,000 0.01%
11 GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 12,000 86,000 0.01%
12 EP Energy Corp 14,000 92,000 0.01%
13 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - 17,500 95,000 0.01%
14 EXTREME NETWORKS INC 19,200 97,000 0.01%
15 DYNEX CAP INC 14,200 97,000 0.01%
16 HARMONIC INC 19,700 99,000 0.02%
17 BANCO BRADESCO S A 11,600 101,000 0.02%
18 JA SOLAR HOLDINGS COMPANY LIMITED SPON ADR REP5ORD 21,500 102,000 0.02%
19 AVON PRODS INC 20,900 105,000 0.02%
20 ADECOAGRO S A 10,200 106,000 0.02%
21 SERES THERAPEUTICS INC 10,800 107,000 0.02%
22 SUMITOMO MITSUI FINL GROUP I 14,200 108,000 0.02%
23 BIOCRYST PHARMACEUTICALS 17,400 110,000 0.02%
24 OCLARO INC 12,300 110,000 0.02%
25 Nomad Hldgs Ltd 11,600 111,000 0.02%
26 OFFICE DEPOT INC 24,700 112,000 0.02%
27 HORTONWORKS INC 13,500 112,000 0.02%
28 Progenics Pharmaceuticals Inc 13,000 112,000 0.02%
29 ICONIX BRAND GROUP INC 12,100 113,000 0.02%
30 TITAN INTL INC ILL COM 10,100 113,000 0.02%
31 EMCORE CORP 13,500 117,000 0.02%
32 SYNERGY PHARMACEUTICALS DEL 19,300 118,000 0.02%
33 BAZAARVOICE INC 24,700 120,000 0.02%
34 AKEBIA THERAPEUTICS INC 11,500 120,000 0.02%
35 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 24,100 121,000 0.02%
36 Baozun Inc 11,000 133,000 0.02%
37 TG THERAPEUTICS INC COM 29,500 137,000 0.02%
38 TREVENA INC 23,400 138,000 0.02%
39 WORKIVA INC 10,200 139,000 0.02%
40 CLIFFS NAT RES INC 16,800 141,000 0.02%
41 CAESARS ENTERTAINMENT 16,900 144,000 0.02%
42 SOUTHWESTERN ENERGY CO 13,400 145,000 0.02%
43 HERITAGE COMMERCE CORP 10,100 146,000 0.02%
44 APOLLO INVT CORP 25,100 147,000 0.02%
45 TENET HEALTHCARE CORP 10,000 148,000 0.02%
46 RADWARE LTD 10,400 152,000 0.02%
47 ISTAR INC COM 12,300 152,000 0.02%
48 CONATUS PHARMACEUTICALS INC 29,300 154,000 0.02%
49 KRONOS WORLDWIDE INC 13,000 155,000 0.02%
50 GRUPO SUPERVIELLE S A 11,800 155,000 0.02%
Page 1 of 11

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-17-000789, filed 2017.02.14).

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.