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) 321

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

Sector Weighting

Basic Materials 7.61%
Capital Goods 4.05%
Conglomerates 0.35%
Consumer Cyclical 5.07%
Consumer/Non-Cyclical 2.18%
Energy 7.07%
Financial 24.86%
Healthcare 7.39%
Services 15.55%
Technology 13.98%
Transportation 3.08%
Utilities 3.02%

713 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BARNES & NOBLE INC COM 964 964 New 42,000
DOMTAR CORP COM NEW 961 961 New 22,300
NATIONSTAR MTG HLDGS INC COM 956 385 67.41 37,500
NXP SEMICONDUCTORS N V COM 937 937 New 9,500
GREENHILL & CO INC COM 933 933 New 21,800
RADIAN GROUP INC COM 926 432 87.31 50,200
ROCKWELL COLLINS INC COM 921 921 New 9,400
EURONET WORLDWIDE INC COM 905 905 New 15,100
CYBERONICS INC COM 904 904 New 14,300
CIT GROUP INC COM NEW 899 899 New 18,900
JONES LANG LASALLE INC COM 897 897 New 5,400
LINEAR TECHNOLOGY CORP COM 892 171 23.68 18,800
INTEGRATED DEVICE TECHNOLOGY COM 882 882 New 44,800
PENN VA CORP COM 877 877 New 125,100
CROWN HOLDINGS INC COM 872 872 New 15,900
NEWELL RUBBERMAID INC COM 864 864 New 21,800
TYLER TECHNOLOGIES INC COM 860 860 New 6,600
MACYS INC COM 856 856 New 12,700
SUPERNUS PHARMACEUTICALS INC COM 856 644 303.95 61,400
ICICI BK LTD ADR 845 845 New 82,100