ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 1,079
New Positions 424
Increased Positions 531
Decreased Positions 547
Positions with Activity 1,078
Sold Out Positions 416
Total Mkt Value (in $ millions) 365

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

Sector Weighting

Basic Materials 5.05%
Capital Goods 3.73%
Conglomerates 0.44%
Consumer Cyclical 4%
Consumer/Non-Cyclical 4.07%
Energy 4.62%
Financial 22.46%
Healthcare 6.75%
Services 19.37%
Technology 16.76%
Transportation 2.22%
Utilities 2.22%

531 INCREASED Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
INTEGRATED DEVICE TECHNOLOGY COM 2,963 584 24.53 160,400
L BRANDS INC COM 2,339 2,121 972.85 27,894
PILGRIMS PRIDE CORP NEW COM 2,099 927 79.12 105,500
AARONS INC COM PAR $0.50 2,085 2,085 New 56,800
VERISK ANALYTICS INC COM 2,083 2,083 New 29,100
HEALTH NET INC COM 1,949 1,949 New 31,200
AGL RES INC COM 1,934 1,934 New 32,100
WINNEBAGO INDS INC COM 1,923 1,923 New 97,079
UNIVERSAL CORP VA COM 1,901 514 37.07 39,202
AMERICAN EAGLE OUTFITTERS NEW COM 1,838 1,020 124.72 108,317
FACTSET RESH SYS INC COM 1,810 1,810 New 11,800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 1,782 1,782 New 91,800
MCKESSON CORP COM 1,782 1,782 New 9,100
CAL MAINE FOODS INC COM NEW 1,774 1,774 New 34,295
HANESBRANDS INC COM 1,692 76 4.73 57,600
MERITOR INC COM 1,692 1,692 New 140,780
SEADRILL LIMITED SHS 1,651 1,651 New 218,991
STAPLES INC COM 1,630 449 38.01 119,100
CYBERARK SOFTWARE LTD SHS 1,609 1,288 400.28 32,018
LENDINGTREE INC NEW COM 1,589 1,589 New 15,754