ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 973
New Positions 434
Increased Positions 565
Decreased Positions 407
Positions with Activity 972
Sold Out Positions 320
Total Mkt Value (in $ millions) 466

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

Sector Weighting

Basic Materials 6.01%
Capital Goods 5.92%
Conglomerates 0.26%
Consumer Cyclical 6.57%
Consumer/Non-Cyclical 2.45%
Energy 5.86%
Financial 16.2%
Healthcare 8.89%
Services 20.31%
Technology 16.21%
Transportation 2.11%
Utilities 2.07%

434 New Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
TAKE-TWO INTERACTIVE SOFTWARE COM 3,818 3,818 New 120,900
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 2,735 2,735 New 315,040
AGCO CORP COM 2,585 2,585 New 47,000
TECH DATA CORP COM 2,555 2,555 New 43,800
DEPOMED INC COM 2,334 2,334 New 74,100
BLACKHAWK NETWORK HLDGS INC COM 2,333 2,333 New 50,800
AVIS BUDGET GROUP COM 2,328 2,328 New 53,600
SEAGATE TECHNOLOGY PLC SHS 2,297 2,297 New 45,400
GOPRO INC CL A 2,291 2,291 New 36,900
DIEBOLD INC COM 2,193 2,193 New 64,400
CRITEO S A SPONS ADS 2,172 2,172 New 40,800
FIRST SOLAR INC COM 2,056 2,056 New 46,400
CARDINAL HEALTH INC COM 1,955 1,955 New 23,000
WORLD WRESTLING ENTMT INC CL A 1,898 1,898 New 97,000
DICKS SPORTING GOODS INC COM 1,891 1,891 New 37,100
GOODYEAR TIRE & RUBR CO COM 1,829 1,829 New 60,700
SHIRE PLC SPONSORED ADR 1,788 1,788 New 6,700
SHUTTERFLY INC COM 1,756 1,756 New 40,600
COLUMBIA SPORTSWEAR CO COM 1,724 1,724 New 24,100
AMTRUST FINL SVCS INC COM 1,717 1,717 New 24,700


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