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
HOUGHTON MIFFLIN HARCOURT CO COM -2,214 Sold Out 0
HEALTH NET INC COM -2,202 Sold Out 0
DYNEGY INC NEW DEL COM -2,194 Sold Out 0
SYNAPTICS INC COM -2,132 Sold Out 0
GREEN PLAINS INC COM -2,040 Sold Out 0
CANADIAN SOLAR INC COM 623 -2,019 (76.42) 18,700
FREESCALE SEMICONDUCTOR LTD SHS -1,949 Sold Out 0
ENCANA CORP COM -1,923 Sold Out 0
MOLINA HEALTHCARE INC COM 226 -1,836 (89.04) 3,200
LYONDELLBASELL INDUSTRIES N V SHS - A - 795 -1,811 (69.5) 7,900
WESTLAKE CHEM CORP COM -1,613 Sold Out 0
MBIA INC COM -1,525 Sold Out 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR -1,516 Sold Out 0
GAMESTOP CORP NEW CL A -1,499 Sold Out 0
O REILLY AUTOMOTIVE INC NEW COM -1,404 Sold Out 0
MERITOR INC COM -1,345 Sold Out 0
VALERO ENERGY CORP NEW COM 262 -1,274 (82.95) 4,400
ALON USA ENERGY INC COM 768 -1,248 (61.91) 47,000
AMERICAN AXLE & MFG HLDGS INC COM -1,177 Sold Out 0
SYNCHRONOSS TECHNOLOGIES INC COM 332 -1,164 (77.78) 7,400


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