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 6.15%
Capital Goods 5.15%
Conglomerates 0.57%
Consumer Cyclical 4.05%
Consumer/Non-Cyclical 1.94%
Energy 3.9%
Financial 33.36%
Healthcare 8.84%
Services 15.27%
Technology 14.02%
Transportation 1.98%
Utilities 1.89%

852 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
PEGASYSTEMS INC COM 369 369 New 17,800
MWI VETERINARY SUPPLY INC COM 369 369 New 2,600
PDF SOLUTIONS INC COM 369 369 New 19,700
QUANEX BUILDING PRODUCTS CORP COM 368 368 New 20,000
AMERICAN WOODMARK CORP COM 366 94 34.72 9,700
FORRESTER RESH INC COM 365 365 New 9,500
REGIONAL MGMT CORP COM 359 54 17.68 19,300
SALLY BEAUTY HLDGS INC COM 358 358 New 12,800
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 355 -47 (11.76) 62,300
DEAN FOODS CO NEW COM NEW 353 149 73.24 24,600
EXPEDITORS INTL WASH INC COM 352 352 New 8,300
REXNORD CORP NEW COM 350 350 New 11,800
LIFELOCK INC COM 350 350 New 23,300
CATO CORP NEW CL A 349 349 New 9,800
CABELAS INC COM 349 349 New 5,700
LIVE NATION ENTERTAINMENT INC COM 348 348 New 14,200
LOCKHEED MARTIN CORP COM 343 108 46.15 1,900
PUBLIC SVC ENTERPRISE GROUP COM 341 341 New 8,900
ENSIGN GROUP INC COM 340 340 New 9,800
BRIGGS & STRATTON CORP COM 339 339 New 17,300