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 424
Total Mkt Value (in $ millions) 211

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

Sector Weighting

Basic Materials 6.15%
Capital Goods 5.15%
Conglomerates 0.57%
Consumer Cyclical 4.05%
Consumer/Non-Cyclical 1.94%
Energy 3.9%
Financial 33.36%
Healthcare 8.84%
Services 15.27%
Technology 14.02%
Transportation 1.98%
Utilities 1.89%

852 Positions as of 06/30/2014

Company Class ▲ Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
BARCLAYS PLC ADR 314 314 New 20,400
DR REDDYS LABS LTD ADR -237 Sold Out 0
E HOUSE CHINA HLDGS LTD ADR 297 297 New 31,400
MELCO CROWN ENTMT LTD ADR 482 -11 (2.2) 17,800
TEVA PHARMACEUTICAL INDS LTD ADR 214 214 New 4,100
VALE S A ADR 178 178 New 14,800
ERICSSON ADR B SEK 10 -563 Sold Out 0
SONY CORP ADR NEW -182 Sold Out 0
NQ MOBILE INC ADR REPSTG CL A 95 95 New 15,900
VALE S A ADR REPSTG PFD -117 Sold Out 0
QIHOO 360 TECHNOLOGY CO LTD ADS -222 Sold Out 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT -289 Sold Out 0
YY INC ADS REPCOM CLA -273 Sold Out 0
ARTISAN PARTNERS ASSET MGMT IN CL A 761 761 New 14,600
BIO RAD LABS INC CL A -435 Sold Out 0
BOOZ ALLEN HAMILTON HLDG CORP CL A 716 404 129.23 29,800
BOSTON BEER INC CL A 708 708 New 3,200
CALAMOS ASSET MGMT INC CL A -230 Sold Out 0
CATO CORP NEW CL A 349 349 New 9,800
CBRE GROUP INC CL A -240 Sold Out 0