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
ACADIA HEALTHCARE COMPANY INC COM -970 Sold Out 0
ACHILLION PHARMACEUTICALS INC COM -347 Sold Out 0
ACORDA THERAPEUTICS INC COM -216 Sold Out 0
ACTAVIS PLC SHS -312 Sold Out 0
ACTUA CORP COM -151 Sold Out 0
ACTUANT CORP CL A NEW -470 Sold Out 0
ACXIOM CORP COM -200 Sold Out 0
ADEPT TECHNOLOGY INC COM NEW -323 Sold Out 0
AERCAP HOLDINGS NV SHS -193 Sold Out 0
AEROVIRONMENT INC COM -569 Sold Out 0
AG MTG INVT TR INC COM -747 Sold Out 0
AGL RES INC COM -369 Sold Out 0
ALERE INC COM -221 Sold Out 0
ALLIED WRLD ASSUR COM HLDG AG SHS -669 Sold Out 0
ALLISON TRANSMISSION HLDGS INC COM -937 Sold Out 0
ALON USA ENERGY INC COM -262 Sold Out 0
AMERISAFE INC COM -315 Sold Out 0
AMN HEALTHCARE SERVICES INC COM -285 Sold Out 0
AMSURG CORP COM -335 Sold Out 0
ANALOG DEVICES INC COM -248 Sold Out 0