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) 317

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

Sector Weighting

Basic Materials 7.71%
Capital Goods 4.09%
Conglomerates 0.35%
Consumer Cyclical 5.12%
Consumer/Non-Cyclical 2.21%
Energy 7.28%
Financial 25.03%
Healthcare 7.06%
Services 15.52%
Technology 13.86%
Transportation 2.95%
Utilities 3.07%

714 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MOBILE TELESYSTEMS OJSC SPONSORED ADR 1,631 1,631 New 137,400
ZELTIQ AESTHETICS INC COM 1,526 896 142.13 47,700
SYNCHRONOSS TECHNOLOGIES INC COM 1,510 1,510 New 33,300
LEIDOS HLDGS INC COM 1,507 987 190.24 35,700
BANCO BRADESCO S A SP ADR PFD NEW 1,505 1,505 New 142,800
VALERO ENERGY CORP NEW COM 1,499 1,046 230.77 25,800
GAMESTOP CORP NEW CL A 1,496 1,496 New 37,300
MBIA INC COM 1,465 1,465 New 167,600
OGE ENERGY CORP COM 1,447 1,447 New 44,400
WEX INC COM 1,419 1,419 New 12,200
O REILLY AUTOMOTIVE INC NEW COM 1,404 1,404 New 6,300
MERITOR INC COM 1,276 642 101.26 96,000
LANDSTAR SYS INC COM 1,252 1,252 New 19,600
SPECTRUM BRANDS HLDGS INC COM 1,213 1,213 New 13,100
ASSURED GUARANTY LTD COM 1,206 774 179.39 46,100
SELECT COMFORT CORP COM 1,205 1,205 New 37,800
VEEVA SYS INC CL A COM 1,181 1,181 New 43,300
ISTAR FINL INC COM 1,153 1,153 New 84,500
AMERICAN AXLE & MFG HLDGS INC COM 1,133 547 93.33 46,400
AMERISOURCEBERGEN CORP COM 1,129 1,129 New 9,800