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) 348

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

Sector Weighting

Basic Materials 6.06%
Capital Goods 3.44%
Conglomerates 1.24%
Consumer Cyclical 5.12%
Consumer/Non-Cyclical 3.22%
Energy 5.03%
Financial 25.9%
Healthcare 8.63%
Services 18.38%
Technology 16.28%
Transportation 1.28%
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
ASTERIAS BIOTHERAPEUTICS INC COM SER A -4,430 Sold Out 0
CAVIUM INC COM -1,952 Sold Out 0
HUMANA INC COM -1,830 Sold Out 0
OFFICE DEPOT INC COM -1,511 Sold Out 0
WADDELL & REED FINL INC CL A -1,461 Sold Out 0
SCHOLASTIC CORP COM -1,415 Sold Out 0
SANMINA CORPORATION COM -1,355 Sold Out 0
CDW CORP COM -1,304 Sold Out 0
FIRST SOLAR INC COM -1,266 Sold Out 0
HEALTH NET INC COM -1,187 Sold Out 0
LITHIA MTRS INC CL A -1,179 Sold Out 0
ROCKWOOD HLDGS INC COM -1,137 Sold Out 0
SKYWORKS SOLUTIONS INC COM -1,116 Sold Out 0
EVERCORE PARTNERS INC CLASS A -1,112 Sold Out 0
ALASKA AIR GROUP INC COM -1,062 Sold Out 0
REDWOOD TR INC COM -1,059 Sold Out 0
EASTMAN CHEM CO COM -1,047 Sold Out 0
PORTFOLIO RECOVERY ASSOCS INC COM -1,041 Sold Out 0
SANDERSON FARMS INC COM -1,037 Sold Out 0
RAYMOND JAMES FINANCIAL INC COM -1,001 Sold Out 0