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) 244

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

Sector Weighting

Basic Materials 4.86%
Capital Goods 6.01%
Conglomerates 0.55%
Consumer Cyclical 4.21%
Consumer/Non-Cyclical 3.07%
Energy 7.65%
Financial 23.91%
Healthcare 5.41%
Services 16.79%
Technology 14.34%
Transportation 1.79%
Utilities 2.38%

1,015 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
M & T BK CORP COM -14,237 Sold Out 0
LULULEMON ATHLETICA INC COM -2,650 Sold Out 0
CIENA CORP COM NEW 356 -2,302 (86.61) 21,400
PBF ENERGY INC CL A -2,251 Sold Out 0
CTRIP COM INTL LTD AMERICAN DEP SHS -2,181 Sold Out 0
TECH DATA CORP COM -2,160 Sold Out 0
EXELON CORP COM -2,127 Sold Out 0
CAL MAINE FOODS INC COM NEW -2,104 Sold Out 0
HAWAIIAN HOLDINGS INC COM -1,999 Sold Out 0
CENTENE CORP DEL COM -1,985 Sold Out 0
NORTHSTAR ASSET MGMT GROUP INC COM -1,922 Sold Out 0
SPDR S&P 500 ETF TR TR UNIT 415 -1,805 (81.31) 2,000
ASPEN TECHNOLOGY INC COM 221 -1,777 (88.95) 5,800
MASCO CORP COM 405 -1,726 (80.99) 13,000
BROADRIDGE FINL SOLUTIONS INC COM -1,619 Sold Out 0
STEEL DYNAMICS INC COM -1,570 Sold Out 0
NEWELL BRANDS INC COM 460 -1,554 (77.15) 10,600
CIRRUS LOGIC INC COM 542 -1,553 (74.11) 14,891
AMEDISYS INC COM -1,549 Sold Out 0
EXPEDITORS INTL WASH INC COM -1,545 Sold Out 0