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 322
Decreased Positions 527
Positions with Activity 849
Sold Out Positions 425
Total Mkt Value (in $ millions) 217

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

Sector Weighting

Basic Materials 6.1%
Capital Goods 5%
Conglomerates 0.53%
Consumer Cyclical 4%
Consumer/Non-Cyclical 1.89%
Energy 4.09%
Financial 34.49%
Healthcare 8.67%
Services 14.93%
Technology 13.7%
Transportation 1.94%
Utilities 1.84%

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 1,488 676 83.33 38,500
BLOCK H & R INC COM 1,227 1,227 New 36,600
DST SYS INC DEL COM 1,179 1,179 New 12,700
TESSERA TECHNOLOGIES INC COM 1,147 787 218.03 38,800
MARATHON PETE CORP COM 1,138 82 7.76 12,500
CF INDS HLDGS INC COM 1,134 1,134 New 4,400
MONSTER BEVERAGE CORP COM 1,061 203 23.71 12,000
INTUIT COM 1,048 1,048 New 12,600
MAGELLAN HEALTH INC COM NEW 950 950 New 17,000
TERADYNE INC COM 920 920 New 44,700
WORLD ACCEP CORP DEL COM 885 885 New 11,300
BANCO BRADESCO S A SP ADR PFD NEW 879 879 New 48,200
STRAYER ED INC COM 874 874 New 14,400
J2 GLOBAL INC COM 861 118 15.83 16,100
ALLISON TRANSMISSION HLDGS INC COM 856 856 New 27,900
ENPRO INDS INC COM 856 659 334.48 12,600
COSTAR GROUP INC COM 854 854 New 5,900
NEW JERSEY RES COM 851 601 239.58 16,300
ARTISAN PARTNERS ASSET MGMT IN CL A 810 810 New 14,600
INTELSAT S A COM 809 505 166.47 46,100


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