ELLINGTON MANAGEMENT GROUP LLC Information

53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200

Report Date: 03/31/2014

Position Statistics

Total Positions 939
New Positions 394
Increased Positions 495
Decreased Positions 443
Positions with Activity 938
Sold Out Positions 351
Total Mkt Value (in $ millions) 349

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

Sector Weighting

Basic Materials 6.04%
Capital Goods 3.44%
Conglomerates 1.25%
Consumer Cyclical 5.16%
Consumer/Non-Cyclical 3.22%
Energy 5.12%
Financial 25.83%
Healthcare 8.74%
Services 18.36%
Technology 16.17%
Transportation 1.3%
Utilities 3.28%

939 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
JINKOSOLAR HLDG CO LTD SPONSORED ADR 564 564 New 22,300
CIT GROUP INC COM NEW 562 215 61.97 11,500
WILLBROS GROUP INC DEL COM 560 560 New 46,200
CORE MARK HOLDING CO INC COM 558 558 New 12,000
AMERICA MOVIL SAB DE CV SPON ADR L SHS 558 558 New 23,400
GOODYEAR TIRE & RUBR CO COM 556 556 New 19,600
OSI SYSTEMS INC COM 556 -46 (7.69) 8,400
MADDEN STEVEN LTD COM 556 556 New 16,500
QUAD / GRAPHICS INC COM CL A 555 555 New 26,000
FIRSTMERIT CORP COM 554 554 New 30,400
FLEETMATICS GROUP PLC COM 554 34 6.51 18,000
DICKS SPORTING GOODS INC COM 549 549 New 12,500
INTEGRATED DEVICE TECHNOLOGY COM 549 -430 (43.93) 38,800
ERICSSON ADR B SEK 10 548 397 261.35 43,000
BLUCORA INC COM 548 223 68.45 31,500
ZELTIQ AESTHETICS INC COM 547 -300 (35.43) 33,900
TEXTRON INC COM 547 547 New 14,400
PREMIER INC CL A 547 547 New 19,200
AQUA AMERICA INC COM 546 546 New 22,100
MAXIMUS INC COM 545 545 New 12,700