ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 714
New Positions 432
Increased Positions 508
Decreased Positions 205
Positions with Activity 713
Sold Out Positions 170
Total Mkt Value (in $ millions) 310

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

Sector Weighting

Basic Materials 7.58%
Capital Goods 4.11%
Conglomerates 0.36%
Consumer Cyclical 5.07%
Consumer/Non-Cyclical 2.26%
Energy 6.74%
Financial 25.46%
Healthcare 7.18%
Services 15.66%
Technology 13.91%
Transportation 3.13%
Utilities 2.92%

713 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 41,295 124 .30 2,034,255
CANADIAN SOLAR INC COM 2,744 2,744 New 79,300
BIG LOTS INC COM 2,635 1,879 248.73 55,100
LYONDELLBASELL INDUSTRIES N V SHS - A - 2,279 2,068 979.17 25,900
HEALTH NET INC COM 2,053 2,053 New 36,200
DYNEGY INC NEW DEL COM 1,850 1,850 New 67,800
MOLINA HEALTHCARE INC COM 1,818 1,818 New 29,200
SYNAPTICS INC COM 1,814 1,814 New 22,400
FREESCALE SEMICONDUCTOR LTD SHS 1,804 216 13.64 45,000
CENTENE CORP DEL COM 1,771 1,316 288.89 28,000
ENCANA CORP COM 1,767 1,767 New 149,900
ALON USA ENERGY INC COM 1,729 1,729 New 123,400
GRAPHIC PACKAGING HLDG CO COM 1,722 1,722 New 117,700
HOUGHTON MIFFLIN HARCOURT CO COM 1,709 1,709 New 86,100
GREEN PLAINS INC COM 1,674 1,674 New 64,400
LEIDOS HLDGS INC COM 1,603 1,051 190.24 35,700
WESTLAKE CHEM CORP COM 1,583 1,583 New 23,000
MBIA INC COM 1,570 1,570 New 167,600
U S SILICA HLDGS INC COM 1,565 1,565 New 48,100
VALERO ENERGY CORP NEW COM 1,547 1,079 230.77 25,800


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