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) 470

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

Sector Weighting

Basic Materials 6.34%
Capital Goods 5.78%
Conglomerates 0.38%
Consumer Cyclical 6.36%
Consumer/Non-Cyclical 2.44%
Energy 6.55%
Financial 16.38%
Healthcare 8.33%
Services 20.1%
Technology 16.33%
Transportation 1.93%
Utilities 2.04%

407 DECREASED Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ARRIS GROUP INC NEW COM 1,070 -492 (31.51) 35,000
ALON USA ENERGY INC COM 895 -1,455 (61.91) 47,000
ASSURED GUARANTY LTD COM 889 -214 (19.43) 37,145
GREENHILL & CO INC COM 839 -62 (6.88) 20,300
LYONDELLBASELL INDUSTRIES N V SHS - A - 780 -1,778 (69.5) 7,900
SUPERNUS PHARMACEUTICALS INC COM 770 -292 (27.52) 44,500
DELTA AIR LINES INC DEL COM NEW 599 -28 (4.52) 14,800
SIGNATURE BK NEW YORK N Y COM 587 -176 (23.08) 4,000
U S SILICA HLDGS INC COM 546 -693 (55.93) 21,200
AFFILIATED MANAGERS GROUP COM 539 -43 (7.41) 2,500
GAIN CAP HLDGS INC COM 526 -200 (27.59) 54,311
MACYS INC COM 513 -344 (40.16) 7,600
NIELSEN N V COM 511 -215 (29.63) 11,400
MARKETAXESS HLDGS INC COM 504 -10 (1.89) 5,200
FOREST CITY ENTERPRISES INC CL A 494 -13 (2.66) 22,000
CANADIAN SOLAR INC COM 483 -1,566 (76.42) 18,700
SPECTRUM BRANDS HLDGS INC COM 471 -870 (64.89) 4,600
WEX INC COM 463 -914 (66.39) 4,100
HYSTER YALE MATLS HANDLING INC CL A 443 -54 (10.96) 6,500
GENTHERM INC COM 434 -113 (20.59) 8,100