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
PACIRA PHARMACEUTICALS INC COM -3,235 Sold Out 0
QIWI PLC SPON ADR REP B -2,577 Sold Out 0
DONNELLEY R R & SONS CO COM -2,348 Sold Out 0
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B -2,326 Sold Out 0
TAKE-TWO INTERACTIVE SOFTWARE COM -2,314 Sold Out 0
BIG LOTS INC COM -2,131 Sold Out 0
GAMESTOP CORP NEW CL A 227 -1,956 (89.61) 5,600
DECKERS OUTDOOR CORP COM 225 -1,847 (89.14) 2,400
WABCO HLDGS INC COM -1,809 Sold Out 0
AK STL HLDG CORP COM -1,780 Sold Out 0
COMPANHIA BRASILEIRA DE DISTRB SPN ADR PFD CL A -1,773 Sold Out 0
SHIRE PLC SPONSORED ADR -1,760 Sold Out 0
DIEBOLD INC COM -1,567 Sold Out 0
BARD C R INC COM -1,517 Sold Out 0
UNIVERSAL CORP VA COM -1,513 Sold Out 0
ELECTRONICS FOR IMAGING INC COM -1,510 Sold Out 0
SUSSER HLDGS CORP COM -1,387 Sold Out 0
APPLE INC COM -1,338 Sold Out 0
RENAISSANCERE HOLDINGS LTD COM -1,309 Sold Out 0
UNISYS CORP COM NEW -1,290 Sold Out 0