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) 308

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

Sector Weighting

Basic Materials 7.55%
Capital Goods 4.09%
Conglomerates 0.36%
Consumer Cyclical 5.09%
Consumer/Non-Cyclical 2.22%
Energy 6.59%
Financial 25.48%
Healthcare 7.17%
Services 15.87%
Technology 13.77%
Transportation 3.11%
Utilities 2.94%

432 New Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CANADIAN SOLAR INC COM 2,760 2,760 New 79,300
HEALTH NET INC COM 2,171 2,171 New 36,200
HOUGHTON MIFFLIN HARCOURT CO COM 1,979 1,979 New 86,100
MOLINA HEALTHCARE INC COM 1,887 1,887 New 29,200
DYNEGY INC NEW DEL COM 1,885 1,885 New 67,800
ALON USA ENERGY INC COM 1,862 1,862 New 123,400
SYNAPTICS INC COM 1,849 1,849 New 22,400
GREEN PLAINS INC COM 1,736 1,736 New 64,400
GRAPHIC PACKAGING HLDG CO COM 1,703 1,703 New 117,700
ENCANA CORP COM 1,695 1,695 New 149,900
U S SILICA HLDGS INC COM 1,650 1,650 New 48,100
WESTLAKE CHEM CORP COM 1,555 1,555 New 23,000
MBIA INC COM 1,544 1,544 New 167,600
SYNCHRONOSS TECHNOLOGIES INC COM 1,522 1,522 New 33,300
NEWFIELD EXPL CO COM 1,503 1,503 New 44,500
GAMESTOP CORP NEW CL A 1,485 1,485 New 37,300
OGE ENERGY CORP COM 1,399 1,399 New 44,400
MOBILE TELESYSTEMS OJSC SPONSORED ADR 1,370 1,370 New 137,400
BANCO BRADESCO S A SP ADR PFD NEW 1,354 1,354 New 119,000
O REILLY AUTOMOTIVE INC NEW COM 1,317 1,317 New 6,300