ELLINGTON MANAGEMENT GROUP LLC Information

53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200

Report Date: 03/31/2016

Position Statistics

Total Positions 878
New Positions 320
Increased Positions 396
Decreased Positions 480
Positions with Activity 876
Sold Out Positions 402
Total Mkt Value (in $ millions) 226

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 3.97%
Capital Goods 5.65%
Conglomerates 0.71%
Consumer Cyclical 6.27%
Consumer/Non-Cyclical 1.8%
Energy 5.87%
Financial 17.3%
Healthcare 4.97%
Services 21.58%
Technology 15.59%
Transportation 1.67%
Utilities 3.37%

878 Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 17,458 -18,833 (51.89) 978,613
HP INC COM 2,289 2,289 New 196,121
MICHAELS COS INC COM 2,253 2,253 New 79,700
DECKERS OUTDOOR CORP COM 1,945 1,945 New 39,200
BIG LOTS INC COM 1,919 1,919 New 45,700
ALTISOURCE PORTFOLIO SOLNS SA REG SHS 1,876 1,313 233.45 73,400
LENNOX INTL INC COM 1,865 946 102.90 14,000
SHUTTERFLY INC COM 1,853 1,853 New 40,700
NOKIA CORP SPONSORED ADR 1,849 1,757 1,901.70 354,300
TRANSOCEAN LTD REG SHS 1,829 1,677 1,102.98 202,100
EXPRESS INC COM 1,789 1,373 330.59 109,800
TREX CO INC COM 1,729 1,729 New 40,600
SLM CORP COM 1,719 1,719 New 277,700
BARNES & NOBLE INC COM 1,709 1,709 New 149,100
WISDOMTREE INVTS INC COM 1,705 869 103.94 155,000
COMPUTER SCIENCES CORP COM 1,677 1,677 New 47,900
INSPERITY INC COM 1,665 860 106.96 23,800
DICKS SPORTING GOODS INC COM 1,573 1,573 New 37,400
ROWAN COMPANIES PLC SHS CL A 1,566 515 48.97 94,300
EVERCORE PARTNERS INC CLASS A 1,561 1,009 182.73 31,100