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
58 COM INC SPON ADR REP A -650 Sold Out 0
A10 NETWORKS INC COM 225 162 256.49 37,667
AAR CORP COM 514 514 New 21,373
ABBOTT LABS COM -639 Sold Out 0
ABBVIE INC COM -521 Sold Out 0
ABENGOA YIELD PLC ORD SHS 272 272 New 15,100
ABIOMED INC COM 253 253 New 2,600
ACCENTURE PLC IRELAND SHS CLASS A -260 Sold Out 0
ACCO BRANDS CORP COM 242 242 New 25,393
ACCURAY INC COM -220 Sold Out 0
ACELRX PHARMACEUTICALS INC COM 93 93 New 27,400
ACETO CORP COM -547 Sold Out 0
ACI WORLDWIDE INC COM 498 498 New 24,900
ACUITY BRANDS INC COM 366 -49 (11.77) 1,500
ADAMAS PHARMACEUTICALS INC COM 193 193 New 11,417
ADDUS HOMECARE CORP COM -209 Sold Out 0
ADECOAGRO S A COM 147 147 New 13,800
ADEPTUS HEALTH INC CL A -264 Sold Out 0
ADVANCE AUTO PARTS INC COM -656 Sold Out 0
ADVANCED ENERGY INDS COM 932 932 New 28,800