ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 972
New Positions 433
Increased Positions 564
Decreased Positions 407
Positions with Activity 971
Sold Out Positions 320
Total Mkt Value (in $ millions) 472

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

Sector Weighting

Basic Materials 6.57%
Capital Goods 5.86%
Conglomerates 0.38%
Consumer Cyclical 6.34%
Consumer/Non-Cyclical 2.43%
Energy 6.8%
Financial 16.19%
Healthcare 8.3%
Services 19.89%
Technology 16.46%
Transportation 1.94%
Utilities 2.02%

972 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
OUTERWALL INC COM 719 325 82.69 9,500
SIGMA DESIGNS INC COM 718 718 New 61,600
VOYA FINL INC COM 711 711 New 15,400
BURLINGTON STORES INC COM 707 707 New 13,900
AETNA INC NEW COM 700 700 New 5,500
VERIFONE SYS INC COM 697 326 88.07 20,500
NAUTILUS INC COM 685 685 New 32,194
FLIR SYS INC COM 683 683 New 21,900
DEALERTRACK TECHNOLOGIES INC COM 683 683 New 10,900
LATAM AIRLS GROUP S A SPONSORED ADR 682 682 New 99,200
FINISH LINE INC CL A 682 682 New 24,600
DOMINOS PIZZA INC COM 673 673 New 5,900
APPLE INC COM 672 672 New 5,400
KINDER MORGAN INC DEL COM 671 671 New 17,503
ARRAY BIOPHARMA INC COM 671 671 New 95,000
TRACTOR SUPPLY CO COM 658 658 New 7,300
CINTAS CORP COM 657 388 143.75 7,800
ENERSYS COM 653 653 New 9,300
COSAN LTD SHS A 653 155 31.13 107,000
ISIS PHARMACEUTICALS INC COM 650 650 New 11,600


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