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
EXPRESS INC COM -173 Sold Out 0
EXPRESS SCRIPTS HLDG CO COM -708 Sold Out 0
EXXON MOBIL CORP COM -248 Sold Out 0
FABRINET SHS -177 Sold Out 0
FACTSET RESH SYS INC COM -293 Sold Out 0
FEDERAL SIGNAL CORP COM -699 Sold Out 0
FEDEX CORP COM -316 Sold Out 0
FINANCIAL ENGINES INC COM -986 Sold Out 0
FIRST MIDWEST BANCORP DEL COM -178 Sold Out 0
FLEETMATICS GROUP PLC COM -590 Sold Out 0
FLEXTRONICS INTL LTD ORD -608 Sold Out 0
FLUIDIGM CORP DEL COM -400 Sold Out 0
FLUOR CORP NEW COM -1,126 Sold Out 0
FMC TECHNOLOGIES INC COM -292 Sold Out 0
FOREST CITY ENTERPRISES INC CL A -1,253 Sold Out 0
FRANKLIN RES INC COM -798 Sold Out 0
FREEPORT-MCMORAN INC CL B -246 Sold Out 0
FULL CIRCLE CAP CORP COM -886 Sold Out 0
FURMANITE CORPORATION COM -331 Sold Out 0
GENERAL ELECTRIC CO COM -219 Sold Out 0