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
SPDR S&P 500 ETF TR TR UNIT -30,326 Sold Out 0
BARCLAYS BK PLC IPATH S&P500 VIX -6,373 Sold Out 0
TIVO INC COM -3,879 Sold Out 0
ARCHER DANIELS MIDLAND CO COM -3,680 Sold Out 0
SYNAPTICS INC COM -3,394 Sold Out 0
DST SYS INC DEL COM -3,238 Sold Out 0
VIRTUS INVT PARTNERS INC COM -3,222 Sold Out 0
BRUNSWICK CORP COM -3,120 Sold Out 0
BANCO BRADESCO S A SP ADR PFD NEW 874 -2,997 (77.42) 58,600
WISDOMTREE INVTS INC COM 391 -2,974 (88.38) 32,600
SOTHEBYS COM -2,861 Sold Out 0
CIRRUS LOGIC INC COM 777 -2,650 (77.32) 40,800
NEWCASTLE INVT CORP COM -2,529 Sold Out 0
TYSON FOODS INC CL A -2,508 Sold Out 0
OMNIVISION TECHNOLOGIES INC COM -2,436 Sold Out 0
COMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD 209 -2,427 (92.07) 28,899
CYTEC INDS INC COM -2,414 Sold Out 0
SANDRIDGE ENERGY INC COM -2,363 Sold Out 0
COMSTOCK RES INC COM NEW -2,323 Sold Out 0
PILGRIMS PRIDE CORP NEW COM 224 -2,311 (91.18) 10,000