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
VIEWPOINT FINL GROUP INC MD COM -573 Sold Out 0
VIMPELCOM LTD SPONSORED ADR -121 Sold Out 0
VOXX INTL CORP CL A -137 Sold Out 0
VOYA FINL INC COM -987 Sold Out 0
WADDELL & REED FINL INC CL A -1,490 Sold Out 0
WASHINGTON FED INC COM -197 Sold Out 0
WEIGHT WATCHERS INTL INC NEW COM -336 Sold Out 0
WELLCARE HEALTH PLANS INC COM -879 Sold Out 0
WESTERN ASSET MTG CAP CORP COM -348 Sold Out 0
WESTWOOD HLDGS GROUP INC COM -283 Sold Out 0
WINTRUST FINL CORP COM -219 Sold Out 0
WORLD ACCEP CORP DEL COM -755 Sold Out 0
XILINX INC COM -604 Sold Out 0
XOOM CORP COM -364 Sold Out 0
XPO LOGISTICS INC COM -88 Sold Out 0
YINGLI GREEN ENERGY HLDG CO LT ADR -76 Sold Out 0
YRC WORLDWIDE INC COM PAR $.01 -515 Sold Out 0
ZIONS BANCORPORATION COM -297 Sold Out 0