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
ENGILITY HLDGS INC COM 1,041 1,041 New 23,900
CBRE GROUP INC CL A 1,014 733 261.54 37,600
ALASKA AIR GROUP INC COM 1,013 -279 (21.58) 10,900
PORTFOLIO RECOVERY ASSOCS INC COM 1,013 651 180.33 17,100
RAYMOND JAMES FINANCIAL INC COM 1,004 1,004 New 20,000
DEUTSCHE BANK AG NAMEN AKT 997 997 New 22,500
ROCKWOOD HLDGS INC COM 996 996 New 13,600
FLIR SYS INC COM 985 421 74.68 27,600
POOL CORPORATION COM 974 974 New 16,900
VOYA FINL INC COM 966 966 New 27,200
REALOGY HLDGS CORP COM 945 261 38.04 22,500
ZELTIQ AESTHETICS INC COM 940 940 New 52,500
NCR CORP NEW COM 929 536 136.21 27,400
GAMESTOP CORP NEW CL A 908 659 265 21,900
HATTERAS FINL CORP COM 904 904 New 46,100
THOR INDS INC COM 904 -2,149 (70.39) 14,300
ORBOTECH LTD ORD 890 431 93.73 58,700
LITHIA MTRS INC CL A 882 882 New 12,900
HOST HOTELS & RESORTS INC COM 881 258 41.41 42,000
E TRADE FINANCIAL CORP COM NEW 879 879 New 41,800