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) 319

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

Sector Weighting

Basic Materials 7.59%
Capital Goods 4.15%
Conglomerates 0.35%
Consumer Cyclical 5.01%
Consumer/Non-Cyclical 2.23%
Energy 7.13%
Financial 24.96%
Healthcare 7.29%
Services 15.58%
Technology 13.81%
Transportation 3.01%
Utilities 3.02%

714 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
KATE SPADE & CO COM -1,388 Sold Out 0
EDWARDS LIFESCIENCES CORP COM -1,332 Sold Out 0
LANNET INC COM -1,250 Sold Out 0
SCOTTS MIRACLE GRO CO CL A -1,217 Sold Out 0
ALASKA AIR GROUP INC COM -1,207 Sold Out 0
THOR INDS INC COM -1,046 Sold Out 0
NOKIA CORP SPONSORED ADR -942 Sold Out 0
BGC PARTNERS INC CL A 122 -927 (88.42) 12,500
MARATHON PETE CORP COM -890 Sold Out 0
AMERICAN CAP MTG INVT CORP COM -846 Sold Out 0
UNIVERSAL INS HLDGS INC COM -814 Sold Out 0
SANTANDER CONSUMER USA HDG INC COM -787 Sold Out 0
MARINEMAX INC COM -777 Sold Out 0
CABLEVISION SYS CORP CL A NY CABLVS -714 Sold Out 0
JETBLUE AIRWAYS CORP COM -696 Sold Out 0
MATRIX SVC CO COM -682 Sold Out 0
AMERICAN WOODMARK CORP COM -681 Sold Out 0
CHEMTURA CORP COM NEW -668 Sold Out 0
MEDIVATION INC COM -667 Sold Out 0
TYCO INTL PLC SHS -663 Sold Out 0