ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 940
New Positions 395
Increased Positions 496
Decreased Positions 443
Positions with Activity 939
Sold Out Positions 351
Total Mkt Value (in $ millions) 347

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

Sector Weighting

Basic Materials 6.07%
Capital Goods 3.43%
Conglomerates 1.26%
Consumer Cyclical 5.17%
Consumer/Non-Cyclical 3.22%
Energy 5.14%
Financial 25.83%
Healthcare 8.78%
Services 18.38%
Technology 16.06%
Transportation 1.3%
Utilities 3.26%

940 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
NATIONAL BK GREECE S A SPN ADR REP 1 SH 76 -45 (37.18) 21,800
WARREN RES INC COM 73 73 New 11,500
SILICON IMAGE INC COM 58 6 10.71 12,400
BEBE STORES INC COM 58 58 New 20,500
ZIX CORP COM 53 3 5.44 15,500
WASHINGTON PRIME GROUP INC COM 40 -19 (32.26) 2,100
NOW INC COM 40 40 New 1,200
IDERA PHARMACEUTICALS INC COM NEW 37 37 New 14,000
VERITIV CORP COM 11 11 New 283
AAR CORP COM -234 Sold Out 0
ACORDA THERAPEUTICS INC COM -469 Sold Out 0
ADECOAGRO S A COM -155 Sold Out 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR -315 Sold Out 0
ADVISORY BRD CO COM -372 Sold Out 0
AEGERION PHARMACEUTICALS INC COM -93 Sold Out 0
AEGON N V NY REGISTRY SH -248 Sold Out 0
AERCAP HOLDINGS NV SHS -268 Sold Out 0
AIR LEASE CORP CL A -411 Sold Out 0
AIR METHODS CORP COM PAR $.06 -467 Sold Out 0
ALASKA AIR GROUP INC COM -998 Sold Out 0