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 7.53%
Capital Goods 4.13%
Conglomerates 0.35%
Consumer Cyclical 5.11%
Consumer/Non-Cyclical 2.24%
Energy 6.53%
Financial 25.3%
Healthcare 7.27%
Services 15.91%
Technology 13.88%
Transportation 3.11%
Utilities 2.94%

713 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
RADIAN GROUP INC COM 821 383 87.31 50,200
ATMOS ENERGY CORP COM 814 814 New 14,900
MACYS INC COM 808 808 New 12,700
PENNYMAC MTG INVT TR COM 802 802 New 37,400
OMEGA HEALTHCARE INVS INC COM 792 792 New 19,700
AMBAC FINL GROUP INC COM NEW 790 790 New 32,400
TYLER TECHNOLOGIES INC COM 787 787 New 6,600
GOLAR LNG LTD BERMUDA SHS 783 783 New 23,300
PENN NATL GAMING INC COM 778 -146 (15.8) 50,100
EAGLE MATERIALS INC COM 775 775 New 9,400
AERCAP HOLDINGS NV SHS 769 769 New 17,500
ASPEN INSURANCE HOLDINGS LTD SHS 767 767 New 16,400
ENPHASE ENERGY INC COM 767 767 New 58,600
COVENANT TRANSN GROUP INC CL A 761 761 New 23,100
MEAD JOHNSON NUTRITION CO COM 760 760 New 7,600
VMWARE INC CL A COM 755 755 New 9,200
TIME WARNER INC COM NEW 732 732 New 8,600
GAIN CAP HLDGS INC COM 731 731 New 75,000
SUPERNUS PHARMACEUTICALS INC COM 723 544 303.95 61,400
AVERY DENNISON CORP COM 723 723 New 13,800