ELLINGTON MANAGEMENT GROUP LLC Information

53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200

Report Date: 06/30/2014

Position Statistics

Total Positions 853
New Positions 263
Increased Positions 322
Decreased Positions 527
Positions with Activity 849
Sold Out Positions 425
Total Mkt Value (in $ millions) 217

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

Sector Weighting

Basic Materials 6.1%
Capital Goods 5%
Conglomerates 0.53%
Consumer Cyclical 4%
Consumer/Non-Cyclical 1.89%
Energy 4.09%
Financial 34.49%
Healthcare 8.67%
Services 14.93%
Technology 13.7%
Transportation 1.94%
Utilities 1.84%

853 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SONY CORP ADR NEW -197 Sold Out 0
SPRINGLEAF HLDGS INC COM -323 Sold Out 0
SPROUTS FMRS MKT INC COM -371 Sold Out 0
STAGE STORES INC COM NEW -234 Sold Out 0
STATE STR CORP COM -245 Sold Out 0
STEELCASE INC CL A -275 Sold Out 0
STERIS CORP COM -602 Sold Out 0
STIFEL FINL CORP COM -1,197 Sold Out 0
SUSQUEHANNA BANCSHARES INC PA COM -647 Sold Out 0
SYMANTEC CORP COM -330 Sold Out 0
SYNERGY RES CORP COM -234 Sold Out 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR -255 Sold Out 0
TAKE-TWO INTERACTIVE SOFTWARE COM -2,426 Sold Out 0
TELEDYNE TECHNOLOGIES INC COM -214 Sold Out 0
TELEPHONE & DATA SYS INC COM NEW -535 Sold Out 0
TELETECH HOLDINGS INC COM -443 Sold Out 0
TENNECO INC COM -1,077 Sold Out 0
TESCO CORP COM -688 Sold Out 0
TESORO CORP COM -434 Sold Out 0
TETRA TECHNOLOGIES INC DEL COM -352 Sold Out 0