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) 216

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

Sector Weighting

Basic Materials 6.03%
Capital Goods 5.02%
Conglomerates 0.51%
Consumer Cyclical 4.05%
Consumer/Non-Cyclical 1.89%
Energy 3.95%
Financial 34.81%
Healthcare 8.41%
Services 15.04%
Technology 13.75%
Transportation 1.95%
Utilities 1.84%

852 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
DUN & BRADSTREET CORP DEL NEW COM 725 725 New 6,100
LIBERTY GLOBAL PLC SHS CL A 722 271 60.19 16,500
KULICKE & SOFFA INDS INC COM 721 721 New 49,600
SNAP ON INC COM 718 718 New 5,700
GUIDEWIRE SOFTWARE INC COM 716 716 New 16,200
VALIDUS HOLDINGS LTD COM SHS 709 430 154.17 18,300
MEDTRONIC INC COM 692 692 New 10,800
REX AMERICAN RESOURCES CORP COM 691 -249 (26.47) 7,500
VISA INC COM CL A 690 690 New 3,200
ARAMARK COM 690 690 New 26,200
GLOBAL EAGLE ENTMT INC COM 686 384 126.69 56,900
GLU MOBILE INC COM 681 -560 (45.14) 139,300
HEALTHCARE TR AMER INC CL A 671 671 New 54,100
FIRST HORIZON NATL CORP COM 661 661 New 55,000
ALLIED WRLD ASSUR COM HLDG AG SHS 658 -823 (55.56) 18,000
GILEAD SCIENCES INC COM 655 New 6,400
PTC INC COM 652 652 New 16,700
SEMGROUP CORP CL A 649 316 95 7,800
BOOZ ALLEN HAMILTON HLDG CORP CL A 644 363 129.23 29,800
MADDEN STEVEN LTD COM 642 79 13.94 18,800