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) 465

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

Sector Weighting

Basic Materials 6.12%
Capital Goods 5.9%
Conglomerates 0.26%
Consumer Cyclical 6.42%
Consumer/Non-Cyclical 2.4%
Energy 6.03%
Financial 16.41%
Healthcare 8.77%
Services 20.24%
Technology 16.23%
Transportation 2.05%
Utilities 2.05%

973 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held ▲
ACORDA THERAPEUTICS INC COM -301 Sold Out 0
ADVANCED EMISSIONS SOLUTS INC COM -125 Sold Out 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR -147 Sold Out 0
AERCAP HOLDINGS NV SHS -808 Sold Out 0
AES CORP COM -647 Sold Out 0
AG MTG INVT TR INC COM -313 Sold Out 0
AIR LEASE CORP CL A -497 Sold Out 0
ALBEMARLE CORP COM -192 Sold Out 0
ALDER BIOPHARMACEUTICALS INC COM -699 Sold Out 0
ALEXANDER & BALDWIN INC NEW COM -303 Sold Out 0
ALLOT COMMUNICATIONS LTD SHS -135 Sold Out 0
AMBAC FINL GROUP INC COM NEW -542 Sold Out 0
AMERICAN AXLE & MFG HLDGS INC COM -975 Sold Out 0
ANALOG DEVICES INC COM -253 Sold Out 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR -67 Sold Out 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR -263 Sold Out 0
APARTMENT INVT & MGMT CO CL A -408 Sold Out 0
APPLIED MATLS INC COM -207 Sold Out 0
APPLIED MICRO CIRCUITS CORP COM NEW -101 Sold Out 0
ARATANA THERAPEUTICS INC COM -336 Sold Out 0