ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2016

Position Statistics

Total Positions 878
New Positions 320
Increased Positions 397
Decreased Positions 479
Positions with Activity 876
Sold Out Positions 402
Total Mkt Value (in $ millions) 222

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

Sector Weighting

Basic Materials 3.9%
Capital Goods 5.64%
Conglomerates 0.67%
Consumer Cyclical 6.4%
Consumer/Non-Cyclical 1.78%
Energy 6.06%
Financial 16.36%
Healthcare 4.99%
Services 21.93%
Technology 15.71%
Transportation 1.55%
Utilities 3.83%

878 Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
OUTERWALL INC COM -1,548 Sold Out 0
LENDINGTREE INC NEW COM -1,406 Sold Out 0
NETGEAR INC COM -1,335 Sold Out 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD -1,275 Sold Out 0
COGNEX CORP COM -1,104 Sold Out 0
PENNYMAC MTG INVT TR COM -1,102 Sold Out 0
CORE MARK HOLDING CO INC COM -1,087 Sold Out 0
NEWMONT MINING CORP COM -938 Sold Out 0
CONAGRA FOODS INC COM -935 Sold Out 0
SCHOLASTIC CORP COM -929 Sold Out 0
TALEN ENERGY CORP COM -913 Sold Out 0
GENERAL DYNAMICS CORP COM -905 Sold Out 0
HD SUPPLY HLDGS INC COM -895 Sold Out 0
NORDSTROM INC COM -865 Sold Out 0
TREEHOUSE FOODS INC COM -865 Sold Out 0
SEMPRA ENERGY COM -858 Sold Out 0
AGNICO EAGLE MINES LTD COM -851 Sold Out 0
FIDELITY NATL INFORMATION SVCS COM -841 Sold Out 0
QUINTILES TRANSNATIO HLDGS INC COM -840 Sold Out 0
JPMORGAN CHASE & CO COM -835 Sold Out 0


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