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%

713 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LIBBEY INC COM 255 255 New 6,400
EHEALTH INC COM 254 254 New 22,600
STONE ENERGY CORP COM 254 119 87.84 13,900
APPLIED MATLS INC COM 254 254 New 11,800
CROCS INC COM 253 253 New 20,800
COMPUTER PROGRAMS & SYS INC COM 251 251 New 4,800
SANDISK CORP COM 248 248 New 3,700
MELLANOX TECHNOLOGIES LTD SHS 247 247 New 5,300
FLOWSERVE CORP COM 246 246 New 4,300
ICU MED INC COM 245 245 New 2,800
NEKTAR THERAPEUTICS COM 245 -453 (64.9) 20,500
CLEAN ENERGY FUELS CORP COM 245 245 New 34,700
HUDSON PAC PPTYS INC COM 244 244 New 7,800
DARLING INGREDIENTS INC COM 243 243 New 17,400
CLEAR CHANNEL OUTDOOR HLDGS IN CL A 242 242 New 21,800
ESSENT GROUP LTD COM 239 239 New 9,600
GREEN DOT CORP CL A 239 239 New 14,300
WESTAR ENERGY INC COM 238 238 New 6,300
NAVISTAR INTL CORP NEW COM 234 234 New 8,100
GTT COMMUNICATIONS INC COM 234 234 New 13,000