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
51JOB INC SP ADR REP COM -216 Sold Out 0
AAR CORP COM 233 233 New 8,700
ABBOTT LABS COM -440 Sold Out 0
ABM INDS INC COM 244 -144 (37.14) 8,800
ACCO BRANDS CORP COM 376 376 New 61,300
ACCURIDE CORP NEW COM NEW -62 Sold Out 0
ACETO CORP COM 187 -472 (71.66) 8,700
ACORDA THERAPEUTICS INC COM 550 550 New 15,900
ACTIVISION BLIZZARD INC COM -1,172 Sold Out 0
ADDUS HOMECARE CORP COM 456 134 41.50 20,800
ADECOAGRO S A COM 140 -48 (25.47) 15,600
ADVANCE AUTO PARTS INC COM -785 Sold Out 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 301 72 31.66 52,400
ADVISORY BRD CO COM 435 -6 (1.37) 7,200
AEGEAN MARINE PETROLEUM NETWRK SHS -98 Sold Out 0
AEGERION PHARMACEUTICALS INC COM 135 -96 (41.51) 3,100
AEGON N V NY REGISTRY SH 261 261 New 29,600
AERCAP HOLDINGS NV SHS 237 -928 (79.66) 6,000
AES CORP COM 272 272 New 19,100
AETNA INC NEW COM -691 Sold Out 0