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
AVIVA PLC ADR 200 200 New 12,200
CARNIVAL PLC ADR -283 Sold Out 0
E HOUSE CHINA HLDGS LTD ADR 76 76 New 12,700
ICICI BK LTD ADR 843 843 New 82,100
TEVA PHARMACEUTICAL INDS LTD ADR 312 312 New 4,800
SUNGY MOBILE LTD ADR REP ORD A -80 Sold Out 0
VALE S A ADR REPSTG PFD 49 49 New 10,000
VOXELJET AG ADS 135 135 New 15,700
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 80 80 New 16,462
AIR LEASE CORP CL A 572 136 31.25 14,700
AMC NETWORKS INC CL A 556 556 New 7,400
AMERICAN HOMES 4 RENT CL A 461 461 New 27,000
APARTMENT INVT & MGMT CO CL A 386 386 New 10,300
BGC PARTNERS INC CL A 119 -911 (88.42) 12,500
BOOZ ALLEN HAMILTON HLDG CORP CL A -594 Sold Out 0
BROADCOM CORP CL A 536 536 New 12,300
CBRE GROUP INC CL A 546 134 32.71 14,200
CLEAR CHANNEL OUTDOOR HLDGS IN CL A 242 242 New 21,800
COMCAST CORP NEW CL A 462 35 8.22 7,900
COVENANT TRANSN GROUP INC CL A 746 746 New 23,100


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