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 6.03%
Capital Goods 3.46%
Conglomerates 1.24%
Consumer Cyclical 5.1%
Consumer/Non-Cyclical 3.25%
Energy 4.98%
Financial 25.82%
Healthcare 8.72%
Services 18.38%
Technology 16.26%
Transportation 1.28%
Utilities 3.29%

495 INCREASED Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 48,087 322 .67 2,028,149
QIWI PLC SPON ADR REP B 2,822 2,822 New 67,100
PACIRA PHARMACEUTICALS INC COM 2,715 2,715 New 31,400
TAKE-TWO INTERACTIVE SOFTWARE COM 2,300 2,300 New 103,200
GAMESTOP CORP NEW CL A 2,223 1,320 146.12 53,900
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 2,222 2,222 New 167,200
DONNELLEY R R & SONS CO COM 2,157 2,157 New 136,100
MICRON TECHNOLOGY INC COM 2,148 2,148 New 65,500
BIG LOTS INC COM 2,002 2,002 New 45,200
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 1,920 1,920 New 129,140
WABCO HLDGS INC COM 1,845 1,845 New 17,400
ASPEN TECHNOLOGY INC COM 1,818 1,818 New 39,900
DECKERS OUTDOOR CORP COM 1,802 1,802 New 22,100
SHIRE PLC SPONSORED ADR 1,793 1,195 200 7,200
COMPANHIA BRASILEIRA DE DISTRB SPN ADR PFD CL A 1,735 1,735 New 36,400
UNIVERSAL CORP VA COM 1,632 1,632 New 29,600
ALLIED WRLD ASSUR COM HLDG AG SHS 1,593 1,593 New 40,500
DIEBOLD INC COM 1,583 1,583 New 41,800
GLU MOBILE INC COM 1,523 1,523 New 253,900
ELECTRONICS FOR IMAGING INC COM 1,513 810 115.29 33,800


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