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%

940 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELECTRONICS FOR IMAGING INC COM 1,525 817 115.29 33,800
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
MARATHON OIL CORP COM 1,381 1,074 348.68 34,100
RENAISSANCERE HOLDINGS LTD COM 1,369 1,369 New 12,900
METHODE ELECTRS INC COM 1,325 522 65.04 40,600
AFFILIATED MANAGERS GROUP COM 1,313 1,005 326.67 6,400
APPLE INC COM 1,299 1,299 New 13,300
PIXELWORKS INC COM NEW 1,243 1,107 816.56 149,400
CONSOLIDATED EDISON INC COM 1,231 1,231 New 21,600
UNISYS CORP COM NEW 1,213 1,213 New 56,100
GLOBAL PMTS INC COM 1,199 1,199 New 16,700
FOREST CITY ENTERPRISES INC CL A 1,196 403 50.74 61,500
ENERSIS S A SPONSORED ADR 1,177 1,177 New 69,100
VISTEON CORP COM NEW 1,160 1,160 New 11,900
FLUOR CORP NEW COM 1,156 1,156 New 15,200
STIFEL FINL CORP COM 1,150 846 278.79 25,000
BUNGE LIMITED COM 1,146 923 413.33 15,400


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