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) 460

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

Sector Weighting

Basic Materials 6.08%
Capital Goods 5.82%
Conglomerates 0.25%
Consumer Cyclical 6.4%
Consumer/Non-Cyclical 2.41%
Energy 5.91%
Financial 16.34%
Healthcare 8.99%
Services 20.28%
Technology 16.3%
Transportation 1.98%
Utilities 2.07%

973 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
WASTE CONNECTIONS INC COM -249 Sold Out 0
WEATHERFORD INTL PLC ORD SHS -270 Sold Out 0
WESCO INTL INC COM -173 Sold Out 0
WESTAR ENERGY INC COM -230 Sold Out 0
WESTLAKE CHEM CORP COM -1,426 Sold Out 0
WHITEWAVE FOODS CO COM -776 Sold Out 0
WILLBROS GROUP INC DEL COM -27 Sold Out 0
WILLDAN GROUP INC COM -263 Sold Out 0
WOODWARD INC COM -473 Sold Out 0
WRIGHT MED GROUP INC COM -337 Sold Out 0
WSFS FINL CORP COM -446 Sold Out 0
ZEBRA TECHNOLOGIES CORP CL A -839 Sold Out 0
ZULILY INC CL A -576 Sold Out 0