ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 12/31/2015

Position Statistics

Total Positions 1,015
New Positions 340
Increased Positions 422
Decreased Positions 592
Positions with Activity 1,014
Sold Out Positions 457
Total Mkt Value (in $ millions) 243

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

Sector Weighting

Basic Materials 4.92%
Capital Goods 5.99%
Conglomerates 0.54%
Consumer Cyclical 4.27%
Consumer/Non-Cyclical 3.1%
Energy 7.69%
Financial 23.99%
Healthcare 5.36%
Services 16.74%
Technology 14.2%
Transportation 1.78%
Utilities 2.42%

1,014 Activity Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LENDINGTREE INC NEW COM 1,584 915 136.85 17,700
OUTERWALL INC COM 1,570 1,570 New 38,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 1,490 1,490 New 156,300
NOBLE CORP PLC SHS USD 1,416 137 10.71 126,100
DREAMWORKS ANIMATION SKG INC CL A 1,317 1,317 New 32,988
NETGEAR INC COM 1,255 1,255 New 29,591
NORDSTROM INC COM 1,222 936 326.79 23,900
ROWAN COMPANIES PLC SHS CL A 1,191 566 90.66 63,300
BWX TECHNOLOGIES INC COM 1,122 1,122 New 33,600
PATTERSON UTI ENERGY INC COM 1,025 814 385.05 51,900
COGNEX CORP COM 1,009 487 93.20 28,400
JOY GLOBAL INC COM 1,009 448 80.03 47,349
DYNEGY INC NEW DEL COM 1,000 1,000 New 56,700
CORE MARK HOLDING CO INC COM 981 981 New 12,014
SELECT COMFORT CORP COM 965 965 New 39,100
PENNYMAC MTG INVT TR COM 964 964 New 70,900
CRAY INC COM NEW 962 962 New 25,397
MARRIOTT INTL INC NEW CL A 960 -1,199 (55.52) 13,700
GENERAL DYNAMICS CORP COM 956 713 294.43 6,800
QUINTILES TRANSNATIO HLDGS INC COM 946 946 New 13,700


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