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
MEDICINES CO COM -199 Sold Out 0
MICROCHIP TECHNOLOGY INC COM -739 Sold Out 0
MICROSEMI CORP COM -272 Sold Out 0
MILLER ENERGY RES INC COM -122 Sold Out 0
MIMEDX GROUP INC COM -248 Sold Out 0
MITEL NETWORKS CORP COM -169 Sold Out 0
MITSUBISHI UFJ FINL GROUP INC SPONSORED ADR -165 Sold Out 0
MKS INSTRUMENT INC COM -444 Sold Out 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR -216 Sold Out 0
MOLINA HEALTHCARE INC COM -290 Sold Out 0
MONOTYPE IMAGING HOLDINGS INC COM -219 Sold Out 0
MOODYS CORP COM -912 Sold Out 0
MSCI INC COM -413 Sold Out 0
MURPHY USA INC COM -372 Sold Out 0
MYRIAD GENETICS INC COM -647 Sold Out 0
NAVIENT CORP COM -384 Sold Out 0
NCI BUILDING SYS INC COM NEW -876 Sold Out 0
NET 1 UEPS TECHNOLOGIES INC COM NEW -213 Sold Out 0
NEW RESIDENTIAL INVT CORP COM -279 Sold Out 0
NOODLES & CO CL A -193 Sold Out 0