ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 853
New Positions 263
Increased Positions 323
Decreased Positions 526
Positions with Activity 849
Sold Out Positions 424
Total Mkt Value (in $ millions) 204

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

Sector Weighting

Basic Materials 6.06%
Capital Goods 5.07%
Conglomerates 0.58%
Consumer Cyclical 4.01%
Consumer/Non-Cyclical 1.99%
Energy 3.81%
Financial 33.51%
Healthcare 9.08%
Services 15.22%
Technology 13.97%
Transportation 1.92%
Utilities 1.94%

526 DECREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MICRON TECHNOLOGY INC COM 1,545 -699 (31.15) 45,100
CABLEVISION SYS CORP CL A NY CABLVS 1,219 -620 (33.71) 69,600
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 1,159 -633 (35.34) 83,500
ASPEN TECHNOLOGY INC COM 1,037 -468 (31.08) 27,500
METHODE ELECTRS INC COM 918 -579 (38.67) 24,900
COMCAST CORP NEW CL A SPL 915 -193 (17.39) 17,100
CREDICORP LTD COM 798 -291 (26.76) 5,200
WHIRLPOOL CORP COM 772 -44 (5.36) 5,300
ACADIA HEALTHCARE COMPANY INC COM 761 -160 (17.37) 15,700
MASTERCARD INC CL A 761 -15 (1.91) 10,300
NRG ENERGY INC COM NEW 738 -101 (12) 24,200
GLU MOBILE INC COM 720 -592 (45.14) 139,300
AVERY DENNISON CORP COM 683 -107 (13.56) 15,300
ALLIED WRLD ASSUR COM HLDG AG SHS 663 -829 (55.56) 18,000
INTL PAPER CO COM 630 -76 (10.81) 13,200
THERMO FISHER SCIENTIFIC INC COM 621 -170 (21.54) 5,100
CHEMTURA CORP COM NEW 611 -215 (25.99) 26,200
BERRY PLASTICS GROUP INC COM 565 -86 (13.18) 22,400
REX AMERICAN RESOURCES CORP COM 547 -197 (26.47) 7,500
AFFILIATED MANAGERS GROUP COM 541 -741 (57.81) 2,700