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) 493

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

Sector Weighting

Basic Materials 6.72%
Capital Goods 5.93%
Conglomerates 0.34%
Consumer Cyclical 6.28%
Consumer/Non-Cyclical 2.46%
Energy 7.15%
Financial 16.45%
Healthcare 7.8%
Services 19.63%
Technology 16.46%
Transportation 2%
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
AVIVA PLC ADR -203 Sold Out 0
BT GROUP PLC ADR 239 239 New 3,400
E HOUSE CHINA HLDGS LTD ADR -73 Sold Out 0
ICICI BK LTD ADR 134 -725 (84.41) 12,800
TEVA PHARMACEUTICAL INDS LTD ADR 305 12 4.17 5,000
SONY CORP ADR NEW 790 790 New 24,900
HDFC BANK LTD ADR REPS 3 SHS 393 393 New 6,600
VALE S A ADR REPSTG PFD -56 Sold Out 0
VOXELJET AG ADS -121 Sold Out 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT -88 Sold Out 0
1 800 FLOWERS COM CL A 828 828 New 84,700
AIR LEASE CORP CL A -563 Sold Out 0
AMC NETWORKS INC CL A 736 163 28.38 9,500
AMERICAN HOMES 4 RENT CL A 474 20 4.44 28,200
APARTMENT INVT & MGMT CO CL A -391 Sold Out 0
BGC PARTNERS INC CL A -116 Sold Out 0
BOOZ ALLEN HAMILTON HLDG CORP CL A 331 331 New 13,200
BOSTON BEER INC CL A 999 999 New 3,800
BRADY CORP CL A 543 543 New 21,200
BROADCOM CORP CL A 1,559 978 168.29 33,000