ELLINGTON MANAGEMENT GROUP LLC Information

53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200

Report Date: 09/30/2014

Position Statistics

Total Positions 623
New Positions 190
Increased Positions 235
Decreased Positions 387
Positions with Activity 622
Sold Out Positions 341
Total Mkt Value (in $ millions) 148

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

Sector Weighting

Basic Materials 6.08%
Capital Goods 3.44%
Conglomerates 0.53%
Consumer Cyclical 3.95%
Consumer/Non-Cyclical 1.86%
Energy 2.47%
Financial 39.44%
Healthcare 7.28%
Services 11.79%
Technology 12.7%
Transportation 4.58%
Utilities 2.69%

623 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 40,969 New 2,028,149
KATE SPADE & CO COM 1,241 1,241 New 41,600
EDWARDS LIFESCIENCES CORP COM 1,229 1,229 New 9,400
TREX CO INC COM 1,221 1,221 New 28,800
SCOTTS MIRACLE GRO CO CL A 1,162 1,162 New 18,600
DELTA AIR LINES INC DEL COM NEW 1,144 745 186.75 23,800
ALASKA AIR GROUP INC COM 1,116 705 171.43 19,000
FREESCALE SEMICONDUCTOR LTD SHS 1,009 474 88.57 39,600
NOKIA CORP SPONSORED ADR 981 981 New 121,200
BGC PARTNERS INC CL A 978 978 New 107,900
ARRIS GROUP INC NEW COM 953 953 New 31,600
THOR INDS INC COM 950 531 126.67 17,000
AMERICAN CAP MTG INVT CORP COM 914 476 108.52 46,500
MWI VETERINARY SUPPLY INC COM 881 432 96.15 5,100
NEKTAR THERAPEUTICS COM 877 631 256.10 58,400
PENN NATL GAMING INC COM 812 618 319.01 59,500
EATON VANCE CORP COM NON VTG 810 810 New 19,300
CABLEVISION SYS CORP CL A NY CABLVS 803 -630 (43.97) 39,000
MARATHON PETE CORP COM 789 -319 (28.8) 8,900
LANNET INC COM 787 787 New 18,600


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