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
DR REDDYS LABS LTD ADR 207 207 New 4,600
E HOUSE CHINA HLDGS LTD ADR -119 Sold Out 0
ICICI BK LTD ADR -284 Sold Out 0
MELCO CROWN ENTMT LTD ADR 598 598 New 18,200
VALE S A ADR -282 Sold Out 0
YINGLI GREEN ENERGY HLDG CO LT ADR -84 Sold Out 0
ERICSSON ADR B SEK 10 549 397 261.35 43,000
SONY CORP ADR NEW 182 182 New 10,300
VALE S A ADR REPSTG PFD 145 -437 (75.06) 11,200
QIHOO 360 TECHNOLOGY CO LTD ADS 288 288 New 2,900
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 290 158 119.90 42,000
YY INC ADS REPCOM CLA 277 277 New 3,500
AIR LEASE CORP CL A -411 Sold Out 0
AMC NETWORKS INC CL A -715 Sold Out 0
BIO RAD LABS INC CL A 434 434 New 3,700
BOOZ ALLEN HAMILTON HLDG CORP CL A 273 -183 (40.09) 13,000
CALAMOS ASSET MGMT INC CL A 246 246 New 19,000
CBRE GROUP INC CL A 265 -996 (78.99) 7,900
COGNIZANT TECHNOLOGY SOLUTIONS CL A 889 889 New 17,400
COMCAST CORP NEW CL A 305 305 New 5,600