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 323
Decreased Positions 526
Positions with Activity 849
Sold Out Positions 424
Total Mkt Value (in $ millions) 204

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

Sector Weighting

Basic Materials 6.06%
Capital Goods 5.07%
Conglomerates 0.58%
Consumer Cyclical 4.01%
Consumer/Non-Cyclical 1.99%
Energy 3.81%
Financial 33.51%
Healthcare 9.08%
Services 15.22%
Technology 13.97%
Transportation 1.92%
Utilities 1.94%

853 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
PACIRA PHARMACEUTICALS INC COM -3,043 Sold Out 0
TAKE-TWO INTERACTIVE SOFTWARE COM -2,381 Sold Out 0
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B -2,262 Sold Out 0
DONNELLEY R R & SONS CO COM -2,240 Sold Out 0
QIWI PLC SPON ADR REP B -2,120 Sold Out 0
GAMESTOP CORP NEW CL A 231 -1,990 (89.61) 5,600
BIG LOTS INC COM -1,946 Sold Out 0
DECKERS OUTDOOR CORP COM 233 -1,914 (89.14) 2,400
SHIRE PLC SPONSORED ADR -1,865 Sold Out 0
COMPANHIA BRASILEIRA DE DISTRB SPN ADR PFD CL A -1,587 Sold Out 0
WABCO HLDGS INC COM -1,583 Sold Out 0
ELECTRONICS FOR IMAGING INC COM -1,493 Sold Out 0
DIEBOLD INC COM -1,476 Sold Out 0
BARD C R INC COM -1,456 Sold Out 0
AK STL HLDG CORP COM -1,424 Sold Out 0
APPLE INC COM -1,340 Sold Out 0
UNIVERSAL CORP VA COM -1,314 Sold Out 0
UNISYS CORP COM NEW -1,313 Sold Out 0
BUNGE LIMITED COM -1,297 Sold Out 0
RENAISSANCERE HOLDINGS LTD COM -1,290 Sold Out 0