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) 376

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 3.71%
Conglomerates 0.44%
Consumer Cyclical 4.01%
Consumer/Non-Cyclical 4.03%
Energy 4.61%
Financial 22.37%
Healthcare 6.84%
Services 19.29%
Technology 16.89%
Transportation 2.22%
Utilities 2.23%

1,079 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
WESTERN REFNG INC COM 1,033 -635 (38.08) 23,900
LG DISPLAY CO LTD SPONS ADR REP 1,033 591 133.78 105,900
EXPEDIA INC DEL COM NEW 1,031 1,031 New 8,852
GREENHILL & CO INC COM 1,027 306 42.37 28,900
SIGMA ALDRICH CORP COM 1,019 -28 (2.67) 7,300
ABBVIE INC COM 1,017 -58 (5.36) 15,900
MERCADOLIBRE INC COM 1,007 -453 (31.01) 8,900
PENTAIR PLC SHS 1,006 1,006 New 17,982
NET 1 UEPS TECHNOLOGIES INC COM NEW 981 724 281.66 47,200
LULULEMON ATHLETICA INC COM 967 714 282.50 15,300
SALESFORCE COM INC COM 962 962 New 13,699
COMCAST CORP NEW CL A SPL 962 467 94.19 16,700
SIGNATURE BK NEW YORK N Y COM 958 426 80 7,200
GENWORTH FINL INC COM CL A 941 719 322.51 182,100
NASDAQ OMX GROUP INC COM 937 937 New 18,200
ALCOA INC COM 936 -1,612 (63.26) 99,500
SHAKE SHACK INC CL A 934 934 New 18,447
ZELTIQ AESTHETICS INC COM 933 -1,076 (53.54) 28,617
ROBERT HALF INTL INC COM 931 540 138.16 18,100
JACK IN THE BOX INC COM 927 -667 (41.85) 11,339