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) 209

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

Sector Weighting

Basic Materials 5.87%
Capital Goods 5%
Conglomerates 0.55%
Consumer Cyclical 4.17%
Consumer/Non-Cyclical 2%
Energy 3.35%
Financial 33.75%
Healthcare 9.29%
Services 15.52%
Technology 13.67%
Transportation 2.01%
Utilities 1.99%

323 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 1,469 668 83.33 38,500
MONSTER BEVERAGE CORP COM 1,169 224 23.71 12,000
DST SYS INC DEL COM 1,166 1,166 New 12,700
BLOCK H & R INC COM 1,151 1,151 New 36,600
CF INDS HLDGS INC COM 1,145 1,145 New 4,400
MARATHON PETE CORP COM 1,114 80 7.76 12,500
INTUIT COM 1,088 1,088 New 12,600
TESSERA TECHNOLOGIES INC COM 1,050 720 218.03 38,800
MAGELLAN HEALTH INC COM NEW 1,011 1,011 New 17,000
STRAYER ED INC COM 993 993 New 14,400
NEW JERSEY RES COM 925 653 239.58 16,300
COSTAR GROUP INC COM 891 891 New 5,900
ALLISON TRANSMISSION HLDGS INC COM 887 887 New 27,900
J2 GLOBAL INC COM 844 115 15.83 16,100
CARDTRONICS INC COM 839 839 New 22,700
INTELSAT S A COM 834 521 166.47 46,100
GUIDEWIRE SOFTWARE INC COM 804 804 New 16,200
ENPRO INDS INC COM 802 617 334.48 12,600
TERADYNE INC COM 801 801 New 44,700
WORLD ACCEP CORP DEL COM 793 793 New 11,300


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