ELLINGTON MANAGEMENT GROUP LLC Information

53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200

Report Date: 03/31/2014

Position Statistics

Total Positions 940
New Positions 395
Increased Positions 496
Decreased Positions 443
Positions with Activity 939
Sold Out Positions 351
Total Mkt Value (in $ millions) 347

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

Sector Weighting

Basic Materials 6.07%
Capital Goods 3.43%
Conglomerates 1.26%
Consumer Cyclical 5.17%
Consumer/Non-Cyclical 3.22%
Energy 5.14%
Financial 25.83%
Healthcare 8.78%
Services 18.38%
Technology 16.06%
Transportation 1.3%
Utilities 3.26%

395 New Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
PACIRA PHARMACEUTICALS INC COM 2,686 2,686 New 31,400
QIWI PLC SPON ADR REP B 2,546 2,546 New 67,100
TAKE-TWO INTERACTIVE SOFTWARE COM 2,426 2,426 New 103,200
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 2,302 2,302 New 167,200
MICRON TECHNOLOGY INC COM 2,189 2,189 New 65,500
DONNELLEY R R & SONS CO COM 2,178 2,178 New 136,100
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 2,069 2,069 New 129,140
DECKERS OUTDOOR CORP COM 2,000 2,000 New 22,100
BIG LOTS INC COM 1,973 1,973 New 45,200
COMPANHIA BRASILEIRA DE DISTRB SPN ADR PFD CL A 1,828 1,828 New 36,400
GLU MOBILE INC COM 1,820 1,820 New 253,900
WABCO HLDGS INC COM 1,804 1,804 New 17,400
ASPEN TECHNOLOGY INC COM 1,786 1,786 New 39,900
AK STL HLDG CORP COM 1,598 1,598 New 177,800
DIEBOLD INC COM 1,596 1,596 New 41,800
UNIVERSAL CORP VA COM 1,575 1,575 New 29,600
BARD C R INC COM 1,518 1,518 New 10,200
ALLIED WRLD ASSUR COM HLDG AG SHS 1,509 1,509 New 40,500
KATE SPADE & CO COM 1,472 1,472 New 37,100
SUSSER HLDGS CORP COM 1,395 1,395 New 17,100