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) 486

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 5.91%
Conglomerates 0.34%
Consumer Cyclical 6.26%
Consumer/Non-Cyclical 2.48%
Energy 7.02%
Financial 16.55%
Healthcare 7.81%
Services 19.72%
Technology 16.46%
Transportation 1.99%
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
GOODRICH PETE CORP COM NEW -145 Sold Out 0
GOOGLE INC CL A -328 Sold Out 0
GRAMERCY PPTY TR INC COM NEW -132 Sold Out 0
GRAN TIERRA ENERGY INC COM -86 Sold Out 0
GRAND CANYON ED INC COM -402 Sold Out 0
GREAT PLAINS ENERGY INC COM -441 Sold Out 0
GREEN DOT CORP CL A -212 Sold Out 0
GREEN PLAINS INC COM -2,040 Sold Out 0
GRUBHUB INC COM -230 Sold Out 0
GTT COMMUNICATIONS INC COM -262 Sold Out 0
HALOZYME THERAPEUTICS INC COM -216 Sold Out 0
HANOVER INS GROUP INC COM -606 Sold Out 0
HCA HOLDINGS INC COM -370 Sold Out 0
HEADWATERS INC COM -236 Sold Out 0
HEALTH NET INC COM -2,202 Sold Out 0
HELIX ENERGY SOLUTIONS GRP INC COM -150 Sold Out 0
HENRY JACK & ASSOC INC COM -212 Sold Out 0
HHGREGG INC COM -125 Sold Out 0
HOLOGIC INC COM -356 Sold Out 0
HOUGHTON MIFFLIN HARCOURT CO COM -2,214 Sold Out 0