ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 852
New Positions 263
Increased Positions 322
Decreased Positions 526
Positions with Activity 848
Sold Out Positions 424
Total Mkt Value (in $ millions) 211

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

Sector Weighting

Basic Materials 6.16%
Capital Goods 5.13%
Conglomerates 0.56%
Consumer Cyclical 4.06%
Consumer/Non-Cyclical 1.95%
Energy 4%
Financial 33.28%
Healthcare 8.87%
Services 15.32%
Technology 13.98%
Transportation 1.97%
Utilities 1.9%

322 INCREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
UNITED STATES STL CORP NEW COM 1,594 725 83.33 38,500
BLOCK H & R INC COM 1,181 1,181 New 36,600
DST SYS INC DEL COM 1,132 1,132 New 12,700
CF INDS HLDGS INC COM 1,120 1,120 New 4,400
MARATHON PETE CORP COM 1,102 79 7.76 12,500
TESSERA TECHNOLOGIES INC COM 1,101 755 218.03 38,800
MONSTER BEVERAGE CORP COM 1,087 208 23.71 12,000
INTUIT COM 1,056 1,056 New 12,600
MAGELLAN HEALTH INC COM NEW 927 927 New 17,000
TERADYNE INC COM 924 924 New 44,700
COSTAR GROUP INC COM 923 923 New 5,900
STRAYER ED INC COM 863 863 New 14,400
NEW JERSEY RES COM 836 589 239.58 16,300
ENPRO INDS INC COM 827 637 334.48 12,600
ALLISON TRANSMISSION HLDGS INC COM 821 821 New 27,900
J2 GLOBAL INC COM 820 112 15.83 16,100
WORLD ACCEP CORP DEL COM 818 818 New 11,300
BANCO BRADESCO S A SP ADR PFD NEW 810 810 New 48,200
INTELSAT S A COM 789 493 166.47 46,100
PFIZER INC COM 781 574 276.81 26,000