ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 12/31/2013

Position Statistics

Total Positions 1,029
New Positions 296
Increased Positions 385
Decreased Positions 643
Positions with Activity 1,028
Sold Out Positions 487
Total Mkt Value (in $ millions) 281

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

Sector Weighting

Basic Materials 6.14%
Capital Goods 4.95%
Conglomerates 1.32%
Consumer Cyclical 3.82%
Consumer/Non-Cyclical 2.21%
Energy 4.63%
Financial 30.8%
Healthcare 7.42%
Services 18.71%
Technology 13.66%
Transportation 2.96%
Utilities 1.71%

1,029 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 46,759 215 .46 2,014,585
CABLEVISION SYS CORP CL A NY CABLVS 1,807 1,807 New 112,100
CAVIUM INC COM 1,747 68 4.02 41,400
WADDELL & REED FINL INC CL A 1,714 1,714 New 25,100
RENEWABLE ENERGY GROUP INC COM NEW 1,613 492 43.90 135,700
HUMANA INC COM 1,445 901 165.39 13,800
SCHOLASTIC CORP COM 1,401 1,401 New 42,200
FIRST SOLAR INC COM 1,367 936 217.19 20,300
SEAWORLD ENTMT INC COM 1,233 936 315.15 41,100
NEWMARKET CORP COM 1,218 -668 (35.42) 3,100
OFFICE DEPOT INC COM 1,197 1,197 New 295,600
CDW CORP COM 1,186 1,186 New 41,700
REDWOOD TR INC COM 1,153 1,153 New 55,300
UBS AG SHS NEW 1,083 -227 (17.31) 53,500
EASTMAN CHEM CO COM 1,072 142 15.24 12,100
HILLTOP HOLDINGS INC COM 1,070 1,070 New 44,900
SANMINA CORPORATION COM 1,055 355 50.63 60,100
INTELIQUENT INC COM 1,054 -388 (26.92) 75,200
SIMON PPTY GROUP INC NEW COM 1,053 1,053 New 6,200
EVERCORE PARTNERS INC CLASS A 1,047 1,047 New 20,200