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
ACCENTURE PLC IRELAND SHS CLASS A -314 Sold Out 0
ACCO BRANDS CORP COM 204 204 New 24,700
ACCURAY INC COM -377 Sold Out 0
ACORDA THERAPEUTICS INC COM 307 307 New 8,900
ACUITY BRANDS INC COM -381 Sold Out 0
ADVANCE AUTO PARTS INC COM -479 Sold Out 0
ADVANCED EMISSIONS SOLUTS INC COM 180 -63 (26) 11,100
ADVANCED ENERGY INDS COM -559 Sold Out 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 194 194 New 27,800
AEGEAN MARINE PETROLEUM NETWRK SHS 207 207 New 14,400
AERCAP HOLDINGS NV SHS 804 804 New 17,500
AES CORP COM 663 274 70.27 50,400
AFFILIATED MANAGERS GROUP COM 589 240 68.75 2,700
AFFYMETRIX INC COM -167 Sold Out 0
AG MTG INVT TR INC COM 332 332 New 17,200
AGILENT TECHNOLOGIES INC COM 576 576 New 13,400
AGNICO EAGLE MINES LTD COM -303 Sold Out 0
AIR LEASE CORP CL A 572 136 31.25 14,700
AIR METHODS CORP COM PAR $.06 445 445 New 9,800
ALASKA AIR GROUP INC COM -1,196 Sold Out 0


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