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
VALE S A ADR -282 Sold Out 0
VIEWPOINT FINL GROUP INC MD COM -566 Sold Out 0
VIMPELCOM LTD SPONSORED ADR -115 Sold Out 0
VOXX INTL CORP CL A -143 Sold Out 0
VOYA FINL INC COM -1,009 Sold Out 0
WADDELL & REED FINL INC CL A -1,469 Sold Out 0
WASHINGTON FED INC COM -197 Sold Out 0
WEIGHT WATCHERS INTL INC NEW COM -334 Sold Out 0
WELLCARE HEALTH PLANS INC COM -922 Sold Out 0
WESTERN ASSET MTG CAP CORP COM -347 Sold Out 0
WESTWOOD HLDGS GROUP INC COM -264 Sold Out 0
WINTRUST FINL CORP COM -226 Sold Out 0
WORLD ACCEP CORP DEL COM -810 Sold Out 0
XILINX INC COM -517 Sold Out 0
XOOM CORP COM -344 Sold Out 0
XPO LOGISTICS INC COM -89 Sold Out 0
YINGLI GREEN ENERGY HLDG CO LT ADR -83 Sold Out 0
YRC WORLDWIDE INC COM PAR $.01 -488 Sold Out 0
ZIONS BANCORPORATION COM -298 Sold Out 0