ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 974
New Positions 435
Increased Positions 566
Decreased Positions 407
Positions with Activity 973
Sold Out Positions 320
Total Mkt Value (in $ millions) 474

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

Sector Weighting

Basic Materials 6.42%
Capital Goods 5.83%
Conglomerates 0.38%
Consumer Cyclical 6.35%
Consumer/Non-Cyclical 2.44%
Energy 6.64%
Financial 16.27%
Healthcare 8.37%
Services 19.96%
Technology 16.41%
Transportation 1.93%
Utilities 2.01%

435 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 3,319 3,319 New 120,900
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 3,116 3,116 New 286,400
AGCO CORP COM 2,597 2,597 New 47,000
TECH DATA CORP COM 2,514 2,514 New 43,800
AVIS BUDGET GROUP COM 2,364 2,364 New 53,600
DIEBOLD INC COM 2,262 2,262 New 64,400
SILICON MOTION TECHNOLOGY CORP SPONSORED ADR 2,163 2,163 New 62,800
SEAGATE TECHNOLOGY PLC SHS 2,160 2,160 New 45,400
FIRST SOLAR INC COM 2,136 2,136 New 46,400
BLACKHAWK NETWORK HLDGS INC COM 2,128 2,128 New 50,800
CRITEO S A SPONS ADS 2,042 2,042 New 40,800
CARDINAL HEALTH INC COM 1,954 1,954 New 23,000
SHUTTERFLY INC COM 1,936 1,936 New 40,600
DICKS SPORTING GOODS INC COM 1,923 1,923 New 37,100
GOPRO INC CL A 1,917 1,917 New 36,900
CARRIZO OIL & GAS INC COM 1,849 1,849 New 40,100
GOODYEAR TIRE & RUBR CO COM 1,848 1,848 New 60,700
WESTERN REFNG INC COM 1,745 1,745 New 38,600
COMPANHIA BRASILEIRA DE DISTRB SPN ADR PFD CL A 1,740 1,740 New 73,700
UNIVERSAL CORP VA COM 1,653 1,653 New 28,600