ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 624
New Positions 190
Increased Positions 235
Decreased Positions 388
Positions with Activity 623
Sold Out Positions 342
Total Mkt Value (in $ millions) 152

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

Sector Weighting

Basic Materials 6.22%
Capital Goods 3.44%
Conglomerates 0.49%
Consumer Cyclical 3.85%
Consumer/Non-Cyclical 1.83%
Energy 2.81%
Financial 40.84%
Healthcare 7.49%
Services 11.37%
Technology 11.89%
Transportation 4.19%
Utilities 2.68%

624 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
WORTHINGTON INDS INC COM -234 Sold Out 0
WYNN RESORTS LTD COM -234 Sold Out 0
XOOM CORP COM -110 Sold Out 0
ZAGG INC COM -228 Sold Out 0