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
UNITED INS HLDGS CORP COM -252 Sold Out 0
UNITED TECHNOLOGIES CORP COM -678 Sold Out 0
UNIVAR INC COM -198 Sold Out 0
UNIVERSAL FST PRODS INC COM -625 Sold Out 0
UNIVERSAL INS HLDGS INC COM -689 Sold Out 0
VARIAN MED SYS INC COM -487 Sold Out 0
VERINT SYS INC COM -257 Sold Out 0
VERISIGN INC COM -734 Sold Out 0
VIASAT INC COM -310 Sold Out 0
VINCE HLDG CORP COM -287 Sold Out 0
VIRGIN AMER INC COM VTG -529 Sold Out 0
VISA INC COM CL A -1,189 Sold Out 0
VITAE PHARMACEUTICALS INC COM -201 Sold Out 0
VOXX INTL CORP CL A -57 Sold Out 0
WABASH NATL CORP COM -779 Sold Out 0
WALGREENS BOOTS ALLIANCE INC COM -793 Sold Out 0
WALKER & DUNLOP INC COM -849 Sold Out 0
WASTE MGMT INC DEL COM -376 Sold Out 0
WEBSTER FINL CORP CONN COM -220 Sold Out 0
WEC ENERGY GROUP INC COM -314 Sold Out 0