ELLINGTON MANAGEMENT GROUP LLC Information

53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200

Report Date: 12/31/2014

Position Statistics

Total Positions 713
New Positions 432
Increased Positions 508
Decreased Positions 204
Positions with Activity 712
Sold Out Positions 169
Total Mkt Value (in $ millions) 315

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

Sector Weighting

Basic Materials 7.64%
Capital Goods 4.13%
Conglomerates 0.35%
Consumer Cyclical 5.02%
Consumer/Non-Cyclical 2.23%
Energy 7.14%
Financial 25.01%
Healthcare 7.3%
Services 15.54%
Technology 13.75%
Transportation 3.02%
Utilities 3.04%

712 Activity Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 40,889 123 .30 2,034,255
CANADIAN SOLAR INC COM 2,761 2,761 New 79,300
BIG LOTS INC COM 2,532 1,806 248.73 55,100
LYONDELLBASELL INDUSTRIES N V SHS - A - 2,477 2,248 979.17 25,900
DYNEGY INC NEW DEL COM 2,191 2,191 New 67,800
HOUGHTON MIFFLIN HARCOURT CO COM 2,055 2,055 New 86,100
HEALTH NET INC COM 2,043 2,043 New 36,200
SYNAPTICS INC COM 1,977 1,977 New 22,400
GREEN PLAINS INC COM 1,967 1,967 New 64,400
ENCANA CORP COM 1,956 1,956 New 149,900
ALON USA ENERGY INC COM 1,953 1,953 New 123,400
CENTENE CORP DEL COM 1,908 1,418 288.89 28,000
MOLINA HEALTHCARE INC COM 1,839 1,839 New 29,200
FREESCALE SEMICONDUCTOR LTD SHS 1,820 218 13.64 45,000
U S SILICA HLDGS INC COM 1,818 1,818 New 48,100
WESTLAKE CHEM CORP COM 1,758 1,758 New 23,000
NEWFIELD EXPL CO COM 1,712 1,712 New 44,500
GRAPHIC PACKAGING HLDG CO COM 1,663 1,663 New 117,700
SYNCHRONOSS TECHNOLOGIES INC COM 1,645 1,645 New 33,300
MBIA INC COM 1,604 1,604 New 167,600


Create your free portfolio