ELLINGTON MANAGEMENT GROUP LLC Information

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

Report Date: 12/31/2013

Position Statistics

Total Positions 1,028
New Positions 296
Increased Positions 385
Decreased Positions 642
Positions with Activity 1,027
Sold Out Positions 486
Total Mkt Value (in $ millions) 275

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

Sector Weighting

Basic Materials 6.16%
Capital Goods 4.94%
Conglomerates 1.32%
Consumer Cyclical 3.84%
Consumer/Non-Cyclical 2.16%
Energy 4.58%
Financial 31.07%
Healthcare 7.41%
Services 18.72%
Technology 13.54%
Transportation 2.92%
Utilities 1.7%

1,028 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LIBERTY INTERACTIVE CORP LBT VENT COM A 784 784 New 6,900
PHILLIPS 66 COM 783 783 New 10,200
LIFE TIME FITNESS INC COM 781 781 New 16,000
ALIGN TECHNOLOGY INC COM 780 780 New 15,800
FLAGSTAR BANCORP INC COM PAR .001 778 146 23.05 39,500
SPECTRUM BRANDS HLDGS INC COM 776 538 225.81 10,100
INTEGRATED DEVICE TECHNOLOGY COM 769 301 64.37 69,200
MOODYS CORP COM 767 -804 (51.19) 10,300
HUNTINGTON INGALLS INDS INC COM 766 766 New 7,800
FRANKLIN RES INC COM 761 761 New 14,700
INVESCO LTD SHS 760 -603 (44.25) 22,300
NCI BUILDING SYS INC COM NEW 759 759 New 47,100
WELLCARE HEALTH PLANS INC COM 757 757 New 12,000
LENNOX INTL INC COM 757 -463 (37.96) 8,500
MCDONALDS CORP COM 755 755 New 7,600
TESLA MTRS INC COM 754 754 New 3,700
FOREST CITY ENTERPRISES INC CL A 753 103 15.91 40,800
BROOKDALE SR LIVING INC COM 753 6 .85 23,800
HELIX ENERGY SOLUTIONS GRP INC COM 750 750 New 34,500
COVANCE INC COM 742 135 22.22 7,700