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) 247

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

Sector Weighting

Basic Materials 4.82%
Capital Goods 6.04%
Conglomerates 0.55%
Consumer Cyclical 4.24%
Consumer/Non-Cyclical 3.03%
Energy 7.68%
Financial 24.02%
Healthcare 5.39%
Services 16.63%
Technology 14.45%
Transportation 1.81%
Utilities 2.34%

1,015 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
NEW RESIDENTIAL INVT CORP COM NEW 435 -61 (12.23) 35,100
MENTOR GRAPHICS CORP COM 434 434 New 21,000
MOHAWK INDS INC COM 434 -454 (51.11) 2,200
BIO TECHNE CORP COM 432 432 New 4,600
STURM RUGER & CO INC COM 432 432 New 6,471
ELLIE MAE INC COM 431 431 New 4,700
SCIENCE APPLICATNS INTL CP NEW COM 428 428 New 8,000
SMITH A O COM 427 -372 (46.54) 5,400
SEALED AIR CORP NEW COM 421 421 New 8,000
INPHI CORP COM 421 421 New 12,700
BERRY PLASTICS GROUP INC COM 421 -726 (63.31) 11,300
FORTINET INC COM 420 27 6.78 12,600
AKEBIA THERAPEUTICS INC COM 419 154 58.14 44,906
BMC STK HLDGS INC COM 419 419 New 23,373
SPDR S&P 500 ETF TR TR UNIT 419 -1,821 (81.31) 2,000
LINEAR TECHNOLOGY CORP COM 417 65 18.42 9,000
BIO RAD LABS INC CL A 415 415 New 2,900
ICU MED INC COM 412 412 New 3,954
MASCO CORP COM 412 -1,756 (80.99) 13,000
HEADWATERS INC COM 410 410 New 19,600


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