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) 320

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

Sector Weighting

Basic Materials 7.68%
Capital Goods 4.02%
Conglomerates 0.35%
Consumer Cyclical 5.09%
Consumer/Non-Cyclical 2.19%
Energy 7.07%
Financial 24.97%
Healthcare 7.38%
Services 15.57%
Technology 13.81%
Transportation 3.06%
Utilities 3.06%

204 DECREASED Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
TREX CO INC COM 1,018 -470 (31.6) 19,700
PENN NATL GAMING INC COM 849 -159 (15.8) 50,100
DELTA AIR LINES INC DEL COM NEW 728 -390 (34.87) 15,500
EATON VANCE CORP COM NON VTG 689 -142 (17.1) 16,000
NUTRI SYS INC NEW COM 626 -22 (3.4) 31,300
BOISE CASCADE CO DEL COM 557 -52 (8.59) 14,900
SIX FLAGS ENTMT CORP NEW COM 552 -209 (27.52) 10,800
SWIFT TRANSN CO CL A 464 -131 (22.08) 18,000
MAXIMUS INC COM 450 -141 (23.86) 6,700
SCICLONE PHARMACEUTICALS INC COM 438 -318 (42.06) 48,900
LUXOFT HLDG INC ORD SHS CL A 417 -154 (26.92) 7,600
ENSIGN GROUP INC COM 407 -9 (2.2) 8,900
HEIDRICK & STRUGGLES INTL INC COM 320 -84 (20.79) 13,704
VASCO DATA SEC INTL INC COM 315 -290 (47.88) 12,300
COMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD 313 -510 (61.99) 61,800
COMCAST CORP NEW CL A SPL 231 -367 (61.39) 3,900
POLYONE CORP COM 230 -77 (25) 6,000
HENRY JACK & ASSOC INC COM 223 -162 (42.11) 3,300
NEKTAR THERAPEUTICS COM 221 -408 (64.9) 20,500
CUMMINS INC COM 205 -314 (60.53) 1,500


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