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 434
Increased Positions 565
Decreased Positions 408
Positions with Activity 973
Sold Out Positions 321
Total Mkt Value (in $ millions) 494

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

Sector Weighting

Basic Materials 6.7%
Capital Goods 5.96%
Conglomerates 0.34%
Consumer Cyclical 6.29%
Consumer/Non-Cyclical 2.46%
Energy 7.15%
Financial 16.5%
Healthcare 7.77%
Services 19.64%
Technology 16.39%
Transportation 2.01%
Utilities 2.14%

565 INCREASED Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CHICAGO BRIDGE & IRON CO N V COM 4,024 3,276 438.46 70,000
BIG LOTS INC COM 3,695 1,163 45.92 80,400
JONES LANG LASALLE INC COM 3,643 2,721 295.46 21,355
STEEL DYNAMICS INC COM 3,624 3,010 490 171,100
BANCO BRADESCO S A SP ADR PFD NEW 3,555 2,168 156.37 366,099
ALCOA INC COM 3,520 3,302 1,511.91 270,800
WPX ENERGY INC COM 3,392 3,193 1,603.47 245,300
EAGLE MATERIALS INC COM 3,381 2,583 323.40 39,800
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 3,377 3,377 New 286,400
TAKE-TWO INTERACTIVE SOFTWARE COM 3,340 3,340 New 120,900
NEWFIELD EXPL CO COM 3,201 1,497 87.87 83,600
ELECTRONIC ARTS INC COM 3,084 2,420 364.15 49,200
GRAPHIC PACKAGING HLDG CO COM 3,012 1,276 73.49 204,200
OIL STS INTL INC COM 3,002 2,596 638.95 70,200
AVIS BUDGET GROUP COM 2,919 2,919 New 53,600
INTEGRATED DEVICE TECHNOLOGY COM 2,874 1,874 187.50 128,800
FMC TECHNOLOGIES INC COM 2,861 2,647 1,234 66,700
CENTENE CORP DEL COM 2,806 802 40 39,200
F5 NETWORKS INC COM 2,754 2,322 538.24 21,700
SKECHERS U S A INC CL A 2,748 877 46.89 26,000