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%

1,015 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MANHATTAN ASSOCS INC COM 763 -315 (29.21) 12,600
PIPER JAFFRAY COS COM 762 50 7.09 18,260
MAGELLAN HEALTH INC COM NEW 754 295 64.14 10,700
LANDSTAR SYS INC COM 754 380 101.75 11,500
DYCOM INDS INC COM 748 748 New 10,600
ROVI CORP COM 742 742 New 42,100
NATURAL HEALTH TRENDS CORP COM PAR $.001 739 739 New 20,419
BARRICK GOLD CORP COM 730 730 New 37,710
NUTRI SYS INC NEW COM 722 .04 32,800
BRUNSWICK CORP COM 716 -889 (55.39) 14,900
CALPINE CORP COM NEW 707 707 New 44,824
TAYLOR MORRISON HOME CORP CL A 700 700 New 48,600
ALTISOURCE PORTFOLIO SOLNS SA REG SHS 689 -408 (37.22) 22,012
ATWOOD OCEANICS INC COM 680 680 New 70,400
KT CORP SPONSORED ADR 670 15 2.29 49,200
CREDICORP LTD COM 669 669 New 4,600
LGI HOMES INC COM 668 132 24.52 23,857
ROBERT HALF INTL INC COM 667 169 33.85 17,400
EURONET WORLDWIDE INC COM 665 434 188.20 8,623
DARDEN RESTAURANTS INC COM 660 660 New 10,600