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 6.05%
Capital Goods 5.91%
Conglomerates 0.26%
Consumer Cyclical 6.54%
Consumer/Non-Cyclical 2.45%
Energy 5.94%
Financial 16.31%
Healthcare 8.75%
Services 20.26%
Technology 16.27%
Transportation 2.05%
Utilities 2.05%

973 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
EVERCORE PARTNERS INC CLASS A 2,325 1,709 277.89 39,300
AVIS BUDGET GROUP COM 2,299 2,299 New 53,600
BLACKHAWK NETWORK HLDGS INC COM 2,285 2,285 New 50,800
GOPRO INC CL A 2,276 2,276 New 36,900
DEPOMED INC COM 2,262 2,262 New 74,100
GENERAL DYNAMICS CORP COM 2,209 1,758 390 14,700
FMC TECHNOLOGIES INC COM 2,206 2,040 1,234 66,700
LEIDOS HLDGS INC COM 2,203 757 52.38 54,400
WPX ENERGY INC COM 2,193 2,064 1,603.47 245,300
OIL STS INTL INC COM 2,169 1,876 638.95 70,200
CRITEO S A SPONS ADS 2,160 2,160 New 40,800
DST SYS INC DEL COM 2,158 1,541 250 20,300
DIEBOLD INC COM 2,123 2,123 New 64,400
FIRST SOLAR INC COM 2,102 2,102 New 46,400
OGE ENERGY CORP COM 2,053 745 56.98 69,700
LINEAR TECHNOLOGY CORP COM 2,050 1,279 165.96 50,000
CBRE GROUP INC CL A 2,026 1,492 279.58 53,900
CROWN HOLDINGS INC COM 2,022 1,196 144.65 38,900
ZELTIQ AESTHETICS INC COM 1,978 446 29.14 61,600
CARDINAL HEALTH INC COM 1,917 1,917 New 23,000