ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 938
New Positions 394
Increased Positions 495
Decreased Positions 442
Positions with Activity 937
Sold Out Positions 350
Total Mkt Value (in $ millions) 348

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

Sector Weighting

Basic Materials 6.01%
Capital Goods 3.47%
Conglomerates 1.25%
Consumer Cyclical 5.1%
Consumer/Non-Cyclical 3.24%
Energy 5.03%
Financial 25.86%
Healthcare 8.66%
Services 18.42%
Technology 16.22%
Transportation 1.27%
Utilities 3.32%

938 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
GILEAD SCIENCES INC COM 569 169 42.22 6,400
QUAD / GRAPHICS INC COM CL A 567 567 New 26,000
HERBALIFE LTD COM USD SHS 565 565 New 8,700
UNITED STATES STL CORP NEW COM 562 562 New 21,000
MRC GLOBAL INC COM 559 559 New 20,200
PERNIX THERAPEUTICS HLDGS INC COM 557 557 New 63,700
QEP RES INC COM 557 -154 (21.7) 16,600
CAL MAINE FOODS INC COM NEW 555 -46 (7.6) 7,300
AQUA AMERICA INC COM 551 551 New 22,100
WILLBROS GROUP INC DEL COM 547 547 New 46,200
PREMIER INC CL A 547 547 New 19,200
MOTORCAR PTS AMER INC COM 547 233 74.22 22,300
INTERNATIONAL RECTIFIER CORP COM 546 266 95 19,500
OVERSTOCK COM INC DEL COM 546 546 New 37,100
OSI SYSTEMS INC COM 544 -45 (7.69) 8,400
BLUCORA INC COM 542 220 68.45 31,500
GEO GROUP INC NEW COM 542 -68 (11.11) 15,200
GOODYEAR TIRE & RUBR CO COM 542 542 New 19,600
WEBMD HEALTH CORP COM 540 540 New 10,500
FLEETMATICS GROUP PLC COM 539 33 6.51 18,000


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