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 6.1%
Capital Goods 5.02%
Conglomerates 0.53%
Consumer Cyclical 4.02%
Consumer/Non-Cyclical 1.89%
Energy 4.06%
Financial 34.46%
Healthcare 8.61%
Services 15.06%
Technology 13.72%
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
WENDYS CO COM -221 Sold Out 0
WESTLAKE CHEM CORP COM -765 Sold Out 0
WHITING PETE CORP NEW COM -337 Sold Out 0
WILLBROS GROUP INC DEL COM -510 Sold Out 0
WILSHIRE BANCORP INC COM -118 Sold Out 0
WISDOMTREE INVTS INC COM -410 Sold Out 0
YANDEX N V SHS CLASS A -273 Sold Out 0
YUM BRANDS INC COM -282 Sold Out 0
YY INC ADS REPCOM CLA -305 Sold Out 0
ZELTIQ AESTHETICS INC COM -716 Sold Out 0
ZIX CORP COM -58 Sold Out 0
ZOETIS INC CL A -1,124 Sold Out 0