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) 307

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

Sector Weighting

Basic Materials 7.58%
Capital Goods 4.11%
Conglomerates 0.36%
Consumer Cyclical 5.07%
Consumer/Non-Cyclical 2.23%
Energy 6.68%
Financial 25.45%
Healthcare 7.2%
Services 15.82%
Technology 13.78%
Transportation 3.1%
Utilities 2.93%

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 203 203 New 12,200
CARNIVAL PLC ADR -265 Sold Out 0
E HOUSE CHINA HLDGS LTD ADR 66 66 New 12,700
ICICI BK LTD ADR 838 838 New 82,100
TEVA PHARMACEUTICAL INDS LTD ADR 300 300 New 4,800
SUNGY MOBILE LTD ADR REP ORD A -54 Sold Out 0
VALE S A ADR REPSTG PFD 51 51 New 10,000
VOXELJET AG ADS 127 127 New 15,700
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 72 72 New 16,462
AIR LEASE CORP CL A 555 132 31.25 14,700
AMC NETWORKS INC CL A 541 541 New 7,400
AMERICAN HOMES 4 RENT CL A 440 440 New 27,000
APARTMENT INVT & MGMT CO CL A 405 405 New 10,300
BGC PARTNERS INC CL A 116 -881 (88.42) 12,500
BOOZ ALLEN HAMILTON HLDG CORP CL A -598 Sold Out 0
BROADCOM CORP CL A 518 518 New 12,300
CBRE GROUP INC CL A 506 125 32.71 14,200
CLEAR CHANNEL OUTDOOR HLDGS IN CL A 218 218 New 21,800
COMCAST CORP NEW CL A 442 34 8.22 7,900
COVENANT TRANSN GROUP INC CL A 754 754 New 23,100


Create your free portfolio