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 433
Increased Positions 564
Decreased Positions 408
Positions with Activity 972
Sold Out Positions 321
Total Mkt Value (in $ millions) 493

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

Sector Weighting

Basic Materials 6.72%
Capital Goods 5.93%
Conglomerates 0.34%
Consumer Cyclical 6.28%
Consumer/Non-Cyclical 2.46%
Energy 7.15%
Financial 16.45%
Healthcare 7.8%
Services 19.63%
Technology 16.46%
Transportation 2%
Utilities 2.13%

973 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LEVEL 3 COMMUNICATIONS INC COM NEW 1,400 1,400 New 25,300
TARGA RES CORP COM 1,399 1,212 647.37 14,200
AU OPTRONICS CORP SPONSORED ADR 1,398 962 220.10 258,000
STAPLES INC COM 1,398 1,398 New 86,300
CARMAX INC COM 1,376 1,376 New 19,000
TWENTY FIRST CENTY FOX INC CL A 1,373 1,373 New 40,100
MEAD JOHNSON NUTRITION CO COM 1,372 627 84.21 14,000
STRATEGIC HOTELS & RESORTS INC COM 1,370 868 172.84 110,500
COLUMBIA SPORTSWEAR CO COM 1,359 1,359 New 24,100
TIMKEN CO COM 1,319 1,319 New 32,500
WORLD WRESTLING ENTMT INC CL A 1,310 1,310 New 97,000
FIVE BELOW INC COM 1,302 1,302 New 37,500
ENERSIS S A SPONSORED ADR 1,285 1,285 New 74,200
VIMPELCOM LTD SPONSORED ADR 1,280 1,280 New 205,200
SEALED AIR CORP NEW COM 1,243 1,243 New 25,200
DEAN FOODS CO NEW COM NEW 1,235 1,235 New 65,700
CASH AMER INTL INC COM 1,226 1,226 New 44,300
COMMUNITY HEALTH SYS INC NEW COM 1,226 1,226 New 22,800
SIGNET JEWELERS LIMITED SHS 1,220 951 353.84 8,927
ROWAN COMPANIES PLC SHS CL A 1,205 1,205 New 51,300


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