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%

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 1,067 -491 (31.51) 35,000
ASSURED GUARANTY LTD COM 937 -226 (19.43) 37,145
SUPERNUS PHARMACEUTICALS INC COM 908 -345 (27.52) 44,500
ALON USA ENERGY INC COM 870 -1,414 (61.91) 47,000
GREENHILL & CO INC COM 800 -59 (6.88) 20,300
LYONDELLBASELL INDUSTRIES N V SHS - A - 744 -1,695 (69.5) 7,900
DELTA AIR LINES INC DEL COM NEW 652 -31 (4.52) 14,800
SIGNATURE BK NEW YORK N Y COM 587 -176 (23.08) 4,000
NIELSEN N V COM 559 -235 (29.63) 11,400
MACYS INC COM 527 -354 (40.16) 7,600
AFFILIATED MANAGERS GROUP COM 523 -42 (7.41) 2,500
U S SILICA HLDGS INC COM 522 -662 (55.93) 21,200
MARKETAXESS HLDGS INC COM 505 -10 (1.89) 5,200
FOREST CITY ENTERPRISES INC CL A 504 -14 (2.66) 22,000
CANADIAN SOLAR INC COM 501 -1,622 (76.42) 18,700
SPECTRUM BRANDS HLDGS INC COM 485 -896 (64.89) 4,600
TYLER TECHNOLOGIES INC COM 449 -477 (51.52) 3,200
HYSTER YALE MATLS HANDLING INC CL A 442 -54 (10.96) 6,500
CAMERON INTERNATIONAL CORP COM 436 -15 (3.37) 8,600
COMCAST CORP NEW CL A 430 -62 (12.66) 6,900