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) 473

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

Sector Weighting

Basic Materials 6.39%
Capital Goods 5.83%
Conglomerates 0.38%
Consumer Cyclical 6.35%
Consumer/Non-Cyclical 2.43%
Energy 6.67%
Financial 16.33%
Healthcare 8.25%
Services 19.97%
Technology 16.42%
Transportation 1.94%
Utilities 2.04%

974 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 37,919 New 2,034,255
JONES LANG LASALLE INC COM 3,700 2,765 295.46 21,355
BIG LOTS INC COM 3,638 1,145 45.92 80,400
STEEL DYNAMICS INC COM 3,499 2,906 490 171,100
CHICAGO BRIDGE & IRON CO N V COM 3,492 2,844 438.46 70,000
BANCO BRADESCO S A SP ADR PFD NEW 3,405 2,077 156.37 366,099
ELECTRONIC ARTS INC COM 3,336 2,617 364.15 49,200
TAKE-TWO INTERACTIVE SOFTWARE COM 3,313 3,313 New 120,900
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 3,208 3,208 New 286,400
EAGLE MATERIALS INC COM 3,021 2,307 323.40 39,800
ALCOA INC COM 3,006 2,819 1,511.91 270,800
SKECHERS U S A INC CL A 2,990 955 46.89 26,000
NEWFIELD EXPL CO COM 2,929 1,370 87.87 83,600
CENTENE CORP DEL COM 2,918 834 40 39,200
WPX ENERGY INC COM 2,833 2,667 1,603.47 245,300
GRAPHIC PACKAGING HLDG CO COM 2,812 1,191 73.49 204,200
INTEGRATED DEVICE TECHNOLOGY COM 2,777 1,811 187.50 128,800
FMC TECHNOLOGIES INC COM 2,654 2,455 1,234 66,700
F5 NETWORKS INC COM 2,614 2,204 538.24 21,700
AGCO CORP COM 2,596 2,596 New 47,000