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) 370

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

Sector Weighting

Basic Materials 5.03%
Capital Goods 3.76%
Conglomerates 0.44%
Consumer Cyclical 4.05%
Consumer/Non-Cyclical 4.09%
Energy 4.56%
Financial 22.26%
Healthcare 6.83%
Services 19.43%
Technology 16.82%
Transportation 2.25%
Utilities 2.18%

1,079 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SONIC CORP COM -358 Sold Out 0
SOTHEBYS COM -1,078 Sold Out 0
SPIRIT RLTY CAP INC NEW COM -422 Sold Out 0
SPROUTS FMRS MKT INC COM -705 Sold Out 0
SS&C TECHNOLOGIES HLDGS INC COM -401 Sold Out 0
STAGE STORES INC COM NEW -322 Sold Out 0
STERIS CORP COM -523 Sold Out 0
SUCAMPO PHARMACEUTICALS INC CL A -1,009 Sold Out 0
SUNPOWER CORP COM -278 Sold Out 0
SUPERNUS PHARMACEUTICALS INC COM -879 Sold Out 0
SURGICAL CARE AFFILIATES INC COM -552 Sold Out 0
SVB FINL GROUP COM -356 Sold Out 0
SYNERGY RES CORP COM -111 Sold Out 0
SYNERON MEDICAL LTD ORD SHS -260 Sold Out 0
SYSCO CORP COM -219 Sold Out 0
TALEN ENERGY CORP COM -43 Sold Out 0
TARGA RES CORP COM -899 Sold Out 0
TASER INTL INC COM -232 Sold Out 0
TATA MTRS LTD SPONSORED ADR -928 Sold Out 0
TAYLOR MORRISON HOME CORP CL A -201 Sold Out 0