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) 215

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

Sector Weighting

Basic Materials 6.09%
Capital Goods 5%
Conglomerates 0.51%
Consumer Cyclical 4.06%
Consumer/Non-Cyclical 1.91%
Energy 3.96%
Financial 34.75%
Healthcare 8.5%
Services 15.07%
Technology 13.62%
Transportation 1.96%
Utilities 1.83%

852 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
WENDYS CO COM -224 Sold Out 0
WESTLAKE CHEM CORP COM -744 Sold Out 0
WHITING PETE CORP NEW COM -320 Sold Out 0
WILLBROS GROUP INC DEL COM -507 Sold Out 0
WILSHIRE BANCORP INC COM -115 Sold Out 0
WISDOMTREE INVTS INC COM -383 Sold Out 0
YANDEX N V SHS CLASS A -289 Sold Out 0
YUM BRANDS INC COM -283 Sold Out 0
YY INC ADS REPCOM CLA -303 Sold Out 0
ZELTIQ AESTHETICS INC COM -689 Sold Out 0
ZIX CORP COM -59 Sold Out 0
ZOETIS INC CL A -1,098 Sold Out 0