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 425
Total Mkt Value (in $ millions) 215

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

Sector Weighting

Basic Materials 6.07%
Capital Goods 5.02%
Conglomerates 0.51%
Consumer Cyclical 4.07%
Consumer/Non-Cyclical 1.9%
Energy 3.95%
Financial 34.75%
Healthcare 8.45%
Services 15.05%
Technology 13.7%
Transportation 1.96%
Utilities 1.83%

263 New Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BLOCK H & R INC COM 1,233 1,233 New 36,600
DST SYS INC DEL COM 1,174 1,174 New 12,700
CF INDS HLDGS INC COM 1,133 1,133 New 4,400
INTUIT COM 1,074 1,074 New 12,600
WORLD ACCEP CORP DEL COM 972 972 New 11,300
MAGELLAN HEALTH INC COM NEW 941 941 New 17,000
TERADYNE INC COM 892 892 New 44,700
COSTAR GROUP INC COM 880 880 New 5,900
STRAYER ED INC COM 872 872 New 14,400
CARDTRONICS INC COM 862 862 New 22,700
ALLISON TRANSMISSION HLDGS INC COM 861 861 New 27,900
ARTISAN PARTNERS ASSET MGMT IN CL A 820 820 New 14,600
BANCO BRADESCO S A SP ADR PFD NEW 803 803 New 48,200
CASH AMER INTL INC COM 766 766 New 16,700
LEXINGTON REALTY TRUST COM 726 726 New 66,100
BOSTON BEER INC CL A 726 726 New 3,200
DUN & BRADSTREET CORP DEL NEW COM 725 725 New 6,100
TRONOX LTD SHS CL A 721 721 New 24,400
SNAP ON INC COM 720 720 New 5,700
KULICKE & SOFFA INDS INC COM 714 714 New 49,600