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 435
Increased Positions 566
Decreased Positions 407
Positions with Activity 973
Sold Out Positions 320
Total Mkt Value (in $ millions) 474

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

Sector Weighting

Basic Materials 6.42%
Capital Goods 5.83%
Conglomerates 0.38%
Consumer Cyclical 6.35%
Consumer/Non-Cyclical 2.44%
Energy 6.64%
Financial 16.27%
Healthcare 8.37%
Services 19.96%
Technology 16.41%
Transportation 1.93%
Utilities 2.01%

974 Positions as of 03/31/2015

Company ▲ Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
1 800 FLOWERS COM CL A 883 883 New 84,700
AAC HLDGS INC COM 322 322 New 7,500
ABBOTT LABS COM 243 243 New 4,900
ABBVIE INC COM 1,151 1,151 New 16,800
ACCO BRANDS CORP COM 561 367 188.66 71,300
ACORDA THERAPEUTICS INC COM -286 Sold Out 0
ACTIVISION BLIZZARD INC COM 257 257 New 10,400
ADVANCED EMISSIONS SOLUTS INC COM -140 Sold Out 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR -185 Sold Out 0
AEGEAN MARINE PETROLEUM NETWRK SHS 463 288 164.58 38,100
AERCAP HOLDINGS NV SHS -801 Sold Out 0
AES CORP COM -665 Sold Out 0
AETNA INC NEW COM 709 709 New 5,500
AFFILIATED MANAGERS GROUP COM 550 -44 (7.41) 2,500
AFLAC INC COM 275 275 New 4,400
AG MTG INVT TR INC COM -300 Sold Out 0
AGCO CORP COM 2,597 2,597 New 47,000
AGILENT TECHNOLOGIES INC COM 887 361 68.66 22,600
AIR LEASE CORP CL A -498 Sold Out 0
AIR METHODS CORP COM PAR $.06 557 147 35.71 13,300