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%

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 48,290 323 .67 2,028,149
QIWI PLC SPON ADR REP B 2,699 2,699 New 67,100
PACIRA PHARMACEUTICALS INC COM 2,675 2,675 New 31,400
TAKE-TWO INTERACTIVE SOFTWARE COM 2,396 2,396 New 103,200
GAMESTOP CORP NEW CL A 2,309 1,371 146.12 53,900
DONNELLEY R R & SONS CO COM 2,206 2,206 New 136,100
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 2,194 2,194 New 167,200
MICRON TECHNOLOGY INC COM 2,171 2,171 New 65,500
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 2,020 2,020 New 129,140
BIG LOTS INC COM 1,993 1,993 New 45,200
SHIRE PLC SPONSORED ADR 1,851 1,234 200 7,200
DECKERS OUTDOOR CORP COM 1,841 1,841 New 22,100
WABCO HLDGS INC COM 1,821 1,821 New 17,400
ASPEN TECHNOLOGY INC COM 1,794 1,794 New 39,900
COMPANHIA BRASILEIRA DE DISTRB SPN ADR PFD CL A 1,745 1,745 New 36,400
GLU MOBILE INC COM 1,724 1,724 New 253,900
UNIVERSAL CORP VA COM 1,606 1,606 New 29,600
DIEBOLD INC COM 1,596 1,596 New 41,800
AK STL HLDG CORP COM 1,570 1,570 New 177,800
ELECTRONICS FOR IMAGING INC COM 1,569 840 115.29 33,800