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ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2019

Position Statistics

Total Positions 719
New Positions 365
Increased Positions 457
Decreased Positions 258
Positions with Activity 715
Sold Out Positions 193
Total Mkt Value (in $ millions) 458

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

Sector Weighting

Energy 4.05%
Basic Materials 4.14%
Industrials 8.29%
Consumer Cyclicals 32.84%
Consumer Non-Cyclicals 6.64%
Financials 24.81%
Healthcare 4.86%
Technology 11.55%
Telecommunication Services 1.63%
Utilities 1.19%

719 Positions as of 03/31/2019

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL INC COM 18,493 New 1,028,556
SPDR S&P 500 ETF TR TR UNIT 14,694 14,694 New 50,800
SHAKE SHACK INC CL A 7,079 3,808 116.39 105,600
WILLIAMS SONOMA INC COM 6,948 4,558 190.77 113,400
TWO HBRS INVT CORP COM NEW 6,842 6,842 New 540,000
LULULEMON ATHLETICA INC COM 6,415 4,471 230 36,300
TRACTOR SUPPLY CO COM 5,806 4,182 257.52 54,700
RALPH LAUREN CORP CL A 5,584 3,543 173.63 49,800
PENNYMAC MTG INVT TR COM 5,495 5,495 New 251,256
UNITED RENTALS INC COM 5,299 4,014 312.41 43,130
DECKERS OUTDOOR CORP COM 4,882 4,882 New 28,000
ARAMARK COM 4,849 1,353 38.71 140,669
OLLIES BARGAIN OUTLT HLDGS INC COM 4,839 3,490 258.50 52,700
VIASAT INC COM 4,571 1,763 62.81 52,100
CHIPOTLE MEXICAN GRILL INC COM 4,518 1,851 69.44 6,100
MGIC INVT CORP WIS COM 4,401 -2,168 (33) 318,242
WINGSTOP INC COM 4,248 3,404 403.26 46,300
CARTERS INC COM 4,076 -441 (9.77) 42,500
APPLE INC COM 4,067 4,067 New 21,100
MGM RESORTS INTERNATIONAL COM 3,767 2,178 137.00 136,198