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%

487 Sold Out Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
51JOB INC SP ADR REP COM -216 Sold Out 0
ABBOTT LABS COM -440 Sold Out 0
ACCURIDE CORP NEW COM NEW -62 Sold Out 0
ACTIVISION BLIZZARD INC COM -1,172 Sold Out 0
ADVANCE AUTO PARTS INC COM -785 Sold Out 0
AEGEAN MARINE PETROLEUM NETWRK SHS -98 Sold Out 0
AETNA INC NEW COM -691 Sold Out 0
AFLAC INC COM -1,583 Sold Out 0
AIR TRANSPORT SERVICES GRP INC COM -86 Sold Out 0
ALBANY INTL CORP CL A -638 Sold Out 0
ALERE INC COM -347 Sold Out 0
ALEXANDER & BALDWIN INC NEW COM -546 Sold Out 0
ALEXION PHARMACEUTICALS INC COM -929 Sold Out 0
ALEXZA PHARMACEUTICALS INC COM NEW -60 Sold Out 0
ALLERGAN INC COM -469 Sold Out 0
ALLETE INC COM NEW -216 Sold Out 0
ALLIANCE FIBER OPTIC PRODS INC COM NEW -603 Sold Out 0
ALLSTATE CORP COM -273 Sold Out 0
AMBARELLA INC SHS -395 Sold Out 0
AMEDISYS INC COM -200 Sold Out 0