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
E HOUSE CHINA HLDGS LTD ADR 109 109 New 10,400
GIANT INTERACTIVE GROUP INC ADR -482 Sold Out 0
ICICI BK LTD ADR 249 249 New 5,600
MELCO CROWN ENTMT LTD ADR -613 Sold Out 0
NOVO-NORDISK A S ADR -1,965 Sold Out 0
VALE S A ADR 274 -111 (28.94) 19,400
YINGLI GREEN ENERGY HLDG CO LT ADR 99 -18 (15.55) 23,900
ERICSSON ADR B SEK 10 154 154 New 11,900
SONY CORP ADR NEW -213 Sold Out 0
VALE S A ADR REPSTG PFD 571 372 187.82 44,900
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 109 109 New 19,100
CHANGYOU COM LTD ADS REP CL A -463 Sold Out 0
TAL ED GROUP ADS REPSTG COM -313 Sold Out 0
AIR LEASE CORP CL A 410 -519 (55.86) 11,300
ALBANY INTL CORP CL A -638 Sold Out 0
AMC NETWORKS INC CL A 798 -365 (31.36) 11,600
AMPHENOL CORP NEW CL A -744 Sold Out 0
APOLLO ED GROUP INC CL A -335 Sold Out 0
ARTISAN PARTNERS ASSET MGMT IN CL A -541 Sold Out 0
BOOZ ALLEN HAMILTON HLDG CORP CL A 480 -80 (14.23) 21,700