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) 210

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

Sector Weighting

Basic Materials 6.13%
Capital Goods 5.11%
Conglomerates 0.56%
Consumer Cyclical 4.09%
Consumer/Non-Cyclical 1.94%
Energy 3.97%
Financial 33.48%
Healthcare 8.79%
Services 15.33%
Technology 13.92%
Transportation 1.96%
Utilities 1.88%

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 1,183 1,183 New 36,600
DST SYS INC DEL COM 1,123 1,123 New 12,700
CF INDS HLDGS INC COM 1,109 1,109 New 4,400
INTUIT COM 1,054 1,054 New 12,600
MAGELLAN HEALTH INC COM NEW 923 923 New 17,000
COSTAR GROUP INC COM 922 922 New 5,900
TERADYNE INC COM 903 903 New 44,700
STRAYER ED INC COM 866 866 New 14,400
ALLISON TRANSMISSION HLDGS INC COM 818 818 New 27,900
WORLD ACCEP CORP DEL COM 817 817 New 11,300
BANCO BRADESCO S A SP ADR PFD NEW 783 783 New 48,200
CARDTRONICS INC COM 768 768 New 22,700
ARTISAN PARTNERS ASSET MGMT IN CL A 763 763 New 14,600
CASH AMER INTL INC COM 740 740 New 16,700
GUIDEWIRE SOFTWARE INC COM 723 723 New 16,200
KULICKE & SOFFA INDS INC COM 715 715 New 49,600
SNAP ON INC COM 715 715 New 5,700
ARAMARK COM 711 711 New 26,200
DUN & BRADSTREET CORP DEL NEW COM 710 710 New 6,100
BIODELIVERY SCIENCES INTL INC COM 709 709 New 42,100